ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-235 |
114-187 |
-0-048 |
-0.1% |
114-175 |
| High |
114-247 |
114-225 |
-0-022 |
-0.1% |
114-238 |
| Low |
114-167 |
114-118 |
-0-050 |
-0.1% |
114-133 |
| Close |
114-175 |
114-150 |
-0-025 |
-0.1% |
114-213 |
| Range |
0-080 |
0-107 |
0-027 |
34.4% |
0-105 |
| ATR |
0-079 |
0-081 |
0-002 |
2.6% |
0-000 |
| Volume |
1,271,666 |
229,655 |
-1,042,011 |
-81.9% |
5,581,695 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-167 |
115-106 |
114-209 |
|
| R3 |
115-059 |
114-318 |
114-180 |
|
| R2 |
114-272 |
114-272 |
114-170 |
|
| R1 |
114-211 |
114-211 |
114-160 |
114-188 |
| PP |
114-164 |
114-164 |
114-164 |
114-153 |
| S1 |
114-103 |
114-103 |
114-140 |
114-080 |
| S2 |
114-057 |
114-057 |
114-130 |
|
| S3 |
113-269 |
113-316 |
114-120 |
|
| S4 |
113-162 |
113-208 |
114-091 |
|
|
| 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 |
114-118 |
0-130 |
0.4% |
0-074 |
0.2% |
25% |
False |
True |
1,572,241 |
| 10 |
114-247 |
114-118 |
0-130 |
0.4% |
0-075 |
0.2% |
25% |
False |
True |
1,360,948 |
| 20 |
114-300 |
114-105 |
0-195 |
0.5% |
0-075 |
0.2% |
23% |
False |
False |
1,120,592 |
| 40 |
115-122 |
113-315 |
1-127 |
1.2% |
0-090 |
0.2% |
35% |
False |
False |
1,052,454 |
| 60 |
115-122 |
112-245 |
2-198 |
2.3% |
0-093 |
0.3% |
65% |
False |
False |
1,013,906 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
75% |
False |
False |
891,981 |
| 100 |
115-122 |
111-210 |
3-232 |
3.3% |
0-085 |
0.2% |
75% |
False |
False |
715,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-042 |
|
2.618 |
115-186 |
|
1.618 |
115-079 |
|
1.000 |
115-012 |
|
0.618 |
114-291 |
|
HIGH |
114-225 |
|
0.618 |
114-184 |
|
0.500 |
114-171 |
|
0.382 |
114-159 |
|
LOW |
114-118 |
|
0.618 |
114-051 |
|
1.000 |
114-010 |
|
1.618 |
113-264 |
|
2.618 |
113-156 |
|
4.250 |
112-301 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-171 |
114-182 |
| PP |
114-164 |
114-172 |
| S1 |
114-157 |
114-161 |
|