ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 27-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-198 |
114-235 |
0-038 |
0.1% |
114-175 |
| High |
114-242 |
114-247 |
0-005 |
0.0% |
114-238 |
| Low |
114-193 |
114-167 |
-0-025 |
-0.1% |
114-133 |
| Close |
114-238 |
114-175 |
-0-062 |
-0.2% |
114-213 |
| Range |
0-050 |
0-080 |
0-030 |
60.1% |
0-105 |
| ATR |
0-079 |
0-079 |
0-000 |
0.1% |
0-000 |
| Volume |
2,136,354 |
1,271,666 |
-864,688 |
-40.5% |
5,581,695 |
|
| Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-117 |
115-066 |
114-219 |
|
| R3 |
115-037 |
114-306 |
114-197 |
|
| R2 |
114-277 |
114-277 |
114-190 |
|
| R1 |
114-226 |
114-226 |
114-182 |
114-211 |
| PP |
114-197 |
114-197 |
114-197 |
114-189 |
| S1 |
114-146 |
114-146 |
114-168 |
114-131 |
| S2 |
114-117 |
114-117 |
114-160 |
|
| S3 |
114-037 |
114-066 |
114-153 |
|
| S4 |
113-277 |
113-306 |
114-131 |
|
|
| 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 |
114-247 |
114-133 |
0-115 |
0.3% |
0-069 |
0.2% |
37% |
True |
False |
1,948,552 |
| 10 |
114-247 |
114-115 |
0-132 |
0.4% |
0-071 |
0.2% |
45% |
True |
False |
1,421,445 |
| 20 |
114-300 |
114-080 |
0-220 |
0.6% |
0-077 |
0.2% |
43% |
False |
False |
1,171,175 |
| 40 |
115-122 |
113-315 |
1-127 |
1.2% |
0-091 |
0.2% |
40% |
False |
False |
1,062,650 |
| 60 |
115-122 |
112-245 |
2-198 |
2.3% |
0-092 |
0.3% |
68% |
False |
False |
1,026,502 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
77% |
False |
False |
889,340 |
| 100 |
115-122 |
111-210 |
3-232 |
3.3% |
0-085 |
0.2% |
78% |
False |
False |
713,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-267 |
|
2.618 |
115-137 |
|
1.618 |
115-057 |
|
1.000 |
115-007 |
|
0.618 |
114-297 |
|
HIGH |
114-247 |
|
0.618 |
114-217 |
|
0.500 |
114-207 |
|
0.382 |
114-198 |
|
LOW |
114-167 |
|
0.618 |
114-118 |
|
1.000 |
114-087 |
|
1.618 |
114-038 |
|
2.618 |
113-278 |
|
4.250 |
113-147 |
|
|
| Fisher Pivots for day following 27-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-207 |
114-206 |
| PP |
114-197 |
114-196 |
| S1 |
114-186 |
114-185 |
|