ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-195 |
114-198 |
0-002 |
0.0% |
114-175 |
| High |
114-205 |
114-242 |
0-038 |
0.1% |
114-238 |
| Low |
114-165 |
114-193 |
0-028 |
0.1% |
114-133 |
| Close |
114-185 |
114-238 |
0-053 |
0.1% |
114-213 |
| Range |
0-040 |
0-050 |
0-010 |
25.0% |
0-105 |
| ATR |
0-080 |
0-079 |
-0-002 |
-2.0% |
0-000 |
| Volume |
2,685,432 |
2,136,354 |
-549,078 |
-20.4% |
5,581,695 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-054 |
115-036 |
114-265 |
|
| R3 |
115-004 |
114-306 |
114-251 |
|
| R2 |
114-274 |
114-274 |
114-247 |
|
| R1 |
114-256 |
114-256 |
114-242 |
114-265 |
| PP |
114-224 |
114-224 |
114-224 |
114-229 |
| S1 |
114-206 |
114-206 |
114-233 |
114-215 |
| S2 |
114-174 |
114-174 |
114-228 |
|
| S3 |
114-124 |
114-156 |
114-224 |
|
| S4 |
114-074 |
114-106 |
114-210 |
|
|
| 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 |
114-242 |
114-133 |
0-110 |
0.3% |
0-061 |
0.2% |
95% |
True |
False |
1,890,118 |
| 10 |
114-242 |
114-115 |
0-127 |
0.3% |
0-069 |
0.2% |
96% |
True |
False |
1,360,072 |
| 20 |
114-300 |
114-067 |
0-233 |
0.6% |
0-076 |
0.2% |
73% |
False |
False |
1,147,192 |
| 40 |
115-122 |
113-315 |
1-127 |
1.2% |
0-091 |
0.2% |
54% |
False |
False |
1,050,618 |
| 60 |
115-122 |
112-245 |
2-198 |
2.3% |
0-092 |
0.3% |
76% |
False |
False |
1,035,198 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
82% |
False |
False |
873,732 |
| 100 |
115-122 |
111-210 |
3-232 |
3.2% |
0-086 |
0.2% |
83% |
False |
False |
700,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-135 |
|
2.618 |
115-053 |
|
1.618 |
115-003 |
|
1.000 |
114-292 |
|
0.618 |
114-273 |
|
HIGH |
114-242 |
|
0.618 |
114-223 |
|
0.500 |
114-218 |
|
0.382 |
114-212 |
|
LOW |
114-193 |
|
0.618 |
114-162 |
|
1.000 |
114-143 |
|
1.618 |
114-112 |
|
2.618 |
114-062 |
|
4.250 |
113-300 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-231 |
114-223 |
| PP |
114-224 |
114-207 |
| S1 |
114-218 |
114-192 |
|