ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-187 |
114-140 |
-0-047 |
-0.1% |
114-195 |
| High |
114-225 |
114-150 |
-0-075 |
-0.2% |
114-247 |
| Low |
114-118 |
114-067 |
-0-050 |
-0.1% |
114-067 |
| Close |
114-150 |
114-080 |
-0-070 |
-0.2% |
114-080 |
| Range |
0-107 |
0-083 |
-0-025 |
-23.2% |
0-180 |
| ATR |
0-081 |
0-081 |
0-000 |
0.1% |
0-000 |
| Volume |
229,655 |
83,960 |
-145,695 |
-63.4% |
6,407,067 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-027 |
114-296 |
114-125 |
|
| R3 |
114-264 |
114-213 |
114-103 |
|
| R2 |
114-182 |
114-182 |
114-095 |
|
| R1 |
114-131 |
114-131 |
114-088 |
114-115 |
| PP |
114-099 |
114-099 |
114-099 |
114-091 |
| S1 |
114-048 |
114-048 |
114-072 |
114-032 |
| S2 |
114-017 |
114-017 |
114-065 |
|
| S3 |
113-254 |
113-286 |
114-057 |
|
| S4 |
113-172 |
113-203 |
114-035 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-032 |
115-236 |
114-179 |
|
| R3 |
115-172 |
115-056 |
114-130 |
|
| R2 |
114-312 |
114-312 |
114-113 |
|
| R1 |
114-196 |
114-196 |
114-096 |
114-164 |
| PP |
114-132 |
114-132 |
114-132 |
114-116 |
| S1 |
114-016 |
114-016 |
114-064 |
113-304 |
| S2 |
113-272 |
113-272 |
114-047 |
|
| S3 |
113-092 |
113-156 |
114-030 |
|
| S4 |
112-232 |
112-296 |
113-301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-247 |
114-067 |
0-180 |
0.5% |
0-072 |
0.2% |
7% |
False |
True |
1,281,413 |
| 10 |
114-247 |
114-067 |
0-180 |
0.5% |
0-071 |
0.2% |
7% |
False |
True |
1,264,432 |
| 20 |
114-287 |
114-067 |
0-220 |
0.6% |
0-075 |
0.2% |
6% |
False |
True |
1,055,822 |
| 40 |
115-122 |
113-315 |
1-127 |
1.2% |
0-089 |
0.2% |
19% |
False |
False |
1,030,456 |
| 60 |
115-122 |
112-318 |
2-125 |
2.1% |
0-092 |
0.3% |
53% |
False |
False |
997,130 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
69% |
False |
False |
892,760 |
| 100 |
115-122 |
111-210 |
3-232 |
3.3% |
0-085 |
0.2% |
70% |
False |
False |
716,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-181 |
|
2.618 |
115-046 |
|
1.618 |
114-284 |
|
1.000 |
114-233 |
|
0.618 |
114-201 |
|
HIGH |
114-150 |
|
0.618 |
114-118 |
|
0.500 |
114-109 |
|
0.382 |
114-099 |
|
LOW |
114-067 |
|
0.618 |
114-016 |
|
1.000 |
113-305 |
|
1.618 |
113-254 |
|
2.618 |
113-171 |
|
4.250 |
113-037 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-109 |
114-157 |
| PP |
114-099 |
114-132 |
| S1 |
114-090 |
114-106 |
|