ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
114-060 |
-0-080 |
-0.2% |
114-195 |
| High |
114-150 |
114-130 |
-0-020 |
-0.1% |
114-247 |
| Low |
114-067 |
114-055 |
-0-012 |
0.0% |
114-067 |
| Close |
114-080 |
114-122 |
0-042 |
0.1% |
114-080 |
| Range |
0-083 |
0-075 |
-0-008 |
-9.1% |
0-180 |
| ATR |
0-081 |
0-081 |
0-000 |
-0.5% |
0-000 |
| Volume |
83,960 |
56,033 |
-27,927 |
-33.3% |
6,407,067 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-008 |
114-300 |
114-164 |
|
| R3 |
114-253 |
114-225 |
114-143 |
|
| R2 |
114-178 |
114-178 |
114-136 |
|
| R1 |
114-150 |
114-150 |
114-129 |
114-164 |
| PP |
114-103 |
114-103 |
114-103 |
114-109 |
| S1 |
114-075 |
114-075 |
114-116 |
114-089 |
| S2 |
114-027 |
114-027 |
114-109 |
|
| S3 |
113-272 |
114-000 |
114-102 |
|
| S4 |
113-197 |
113-245 |
114-081 |
|
|
| 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 |
114-055 |
0-192 |
0.5% |
0-079 |
0.2% |
35% |
False |
True |
755,533 |
| 10 |
114-247 |
114-055 |
0-192 |
0.5% |
0-073 |
0.2% |
35% |
False |
True |
1,204,479 |
| 20 |
114-282 |
114-055 |
0-227 |
0.6% |
0-072 |
0.2% |
30% |
False |
True |
987,060 |
| 40 |
115-115 |
113-315 |
1-120 |
1.2% |
0-086 |
0.2% |
29% |
False |
False |
987,397 |
| 60 |
115-122 |
113-045 |
2-078 |
2.0% |
0-092 |
0.3% |
55% |
False |
False |
998,028 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
72% |
False |
False |
893,049 |
| 100 |
115-122 |
111-230 |
3-212 |
3.2% |
0-086 |
0.2% |
73% |
False |
False |
717,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-129 |
|
2.618 |
115-006 |
|
1.618 |
114-251 |
|
1.000 |
114-205 |
|
0.618 |
114-176 |
|
HIGH |
114-130 |
|
0.618 |
114-101 |
|
0.500 |
114-093 |
|
0.382 |
114-084 |
|
LOW |
114-055 |
|
0.618 |
114-009 |
|
1.000 |
113-300 |
|
1.618 |
113-254 |
|
2.618 |
113-179 |
|
4.250 |
113-056 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-113 |
114-140 |
| PP |
114-103 |
114-134 |
| S1 |
114-093 |
114-128 |
|