ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-060 |
114-120 |
0-060 |
0.2% |
114-195 |
| High |
114-130 |
114-130 |
0-000 |
0.0% |
114-247 |
| Low |
114-055 |
114-075 |
0-020 |
0.1% |
114-067 |
| Close |
114-122 |
114-120 |
-0-002 |
0.0% |
114-080 |
| Range |
0-075 |
0-055 |
-0-020 |
-26.7% |
0-180 |
| ATR |
0-081 |
0-079 |
-0-002 |
-2.3% |
0-000 |
| Volume |
56,033 |
35,033 |
-21,000 |
-37.5% |
6,407,067 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-273 |
114-252 |
114-150 |
|
| R3 |
114-218 |
114-197 |
114-135 |
|
| R2 |
114-163 |
114-163 |
114-130 |
|
| R1 |
114-142 |
114-142 |
114-125 |
114-148 |
| PP |
114-108 |
114-108 |
114-108 |
114-111 |
| S1 |
114-087 |
114-087 |
114-115 |
114-092 |
| S2 |
114-053 |
114-053 |
114-110 |
|
| S3 |
113-318 |
114-032 |
114-105 |
|
| S4 |
113-263 |
113-297 |
114-090 |
|
|
| 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% |
0-080 |
0.2% |
34% |
False |
False |
335,269 |
| 10 |
114-247 |
114-055 |
0-192 |
0.5% |
0-071 |
0.2% |
34% |
False |
False |
1,112,694 |
| 20 |
114-282 |
114-055 |
0-227 |
0.6% |
0-071 |
0.2% |
29% |
False |
False |
950,831 |
| 40 |
114-300 |
113-315 |
0-305 |
0.8% |
0-082 |
0.2% |
41% |
False |
False |
951,667 |
| 60 |
115-122 |
113-045 |
2-078 |
2.0% |
0-093 |
0.3% |
55% |
False |
False |
998,576 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
72% |
False |
False |
893,283 |
| 100 |
115-122 |
111-230 |
3-212 |
3.2% |
0-086 |
0.2% |
72% |
False |
False |
717,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-044 |
|
2.618 |
114-274 |
|
1.618 |
114-219 |
|
1.000 |
114-185 |
|
0.618 |
114-164 |
|
HIGH |
114-130 |
|
0.618 |
114-109 |
|
0.500 |
114-103 |
|
0.382 |
114-096 |
|
LOW |
114-075 |
|
0.618 |
114-041 |
|
1.000 |
114-020 |
|
1.618 |
113-306 |
|
2.618 |
113-251 |
|
4.250 |
113-161 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-114 |
114-114 |
| PP |
114-108 |
114-108 |
| S1 |
114-103 |
114-103 |
|