ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-145 |
114-195 |
0-050 |
0.1% |
114-175 |
| High |
114-235 |
114-205 |
-0-030 |
-0.1% |
114-238 |
| Low |
114-142 |
114-165 |
0-022 |
0.1% |
114-133 |
| Close |
114-213 |
114-185 |
-0-028 |
-0.1% |
114-213 |
| Range |
0-093 |
0-040 |
-0-053 |
-56.8% |
0-105 |
| ATR |
0-083 |
0-080 |
-0-003 |
-3.1% |
0-000 |
| Volume |
1,538,101 |
2,685,432 |
1,147,331 |
74.6% |
5,581,695 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-305 |
114-285 |
114-207 |
|
| R3 |
114-265 |
114-245 |
114-196 |
|
| R2 |
114-225 |
114-225 |
114-192 |
|
| R1 |
114-205 |
114-205 |
114-189 |
114-195 |
| PP |
114-185 |
114-185 |
114-185 |
114-180 |
| S1 |
114-165 |
114-165 |
114-181 |
114-155 |
| S2 |
114-145 |
114-145 |
114-178 |
|
| S3 |
114-105 |
114-125 |
114-174 |
|
| S4 |
114-065 |
114-085 |
114-163 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-189 |
115-146 |
114-270 |
|
| R3 |
115-084 |
115-041 |
114-241 |
|
| R2 |
114-299 |
114-299 |
114-232 |
|
| R1 |
114-256 |
114-256 |
114-222 |
114-278 |
| PP |
114-194 |
114-194 |
114-194 |
114-205 |
| S1 |
114-151 |
114-151 |
114-203 |
114-173 |
| S2 |
114-089 |
114-089 |
114-193 |
|
| S3 |
113-304 |
114-046 |
114-184 |
|
| S4 |
113-199 |
113-261 |
114-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-238 |
114-133 |
0-105 |
0.3% |
0-067 |
0.2% |
50% |
False |
False |
1,653,425 |
| 10 |
114-260 |
114-115 |
0-145 |
0.4% |
0-071 |
0.2% |
48% |
False |
False |
1,211,071 |
| 20 |
114-300 |
114-030 |
0-270 |
0.7% |
0-077 |
0.2% |
57% |
False |
False |
1,086,149 |
| 40 |
115-122 |
113-315 |
1-127 |
1.2% |
0-093 |
0.3% |
42% |
False |
False |
1,019,544 |
| 60 |
115-122 |
112-230 |
2-212 |
2.3% |
0-092 |
0.3% |
70% |
False |
False |
1,040,756 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
78% |
False |
False |
847,216 |
| 100 |
115-122 |
111-210 |
3-232 |
3.3% |
0-085 |
0.2% |
78% |
False |
False |
679,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-055 |
|
2.618 |
114-310 |
|
1.618 |
114-270 |
|
1.000 |
114-245 |
|
0.618 |
114-230 |
|
HIGH |
114-205 |
|
0.618 |
114-190 |
|
0.500 |
114-185 |
|
0.382 |
114-180 |
|
LOW |
114-165 |
|
0.618 |
114-140 |
|
1.000 |
114-125 |
|
1.618 |
114-100 |
|
2.618 |
114-060 |
|
4.250 |
113-315 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-185 |
114-185 |
| PP |
114-185 |
114-184 |
| S1 |
114-185 |
114-184 |
|