ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-122 |
0-002 |
0.0% |
114-195 |
| High |
114-130 |
114-187 |
0-057 |
0.2% |
114-247 |
| Low |
114-075 |
114-120 |
0-045 |
0.1% |
114-067 |
| Close |
114-120 |
114-165 |
0-045 |
0.1% |
114-080 |
| Range |
0-055 |
0-067 |
0-012 |
22.7% |
0-180 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.0% |
0-000 |
| Volume |
35,033 |
50,238 |
15,205 |
43.4% |
6,407,067 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-040 |
115-010 |
114-202 |
|
| R3 |
114-292 |
114-262 |
114-184 |
|
| R2 |
114-225 |
114-225 |
114-177 |
|
| R1 |
114-195 |
114-195 |
114-171 |
114-210 |
| PP |
114-157 |
114-157 |
114-157 |
114-165 |
| S1 |
114-127 |
114-127 |
114-159 |
114-142 |
| S2 |
114-090 |
114-090 |
114-153 |
|
| S3 |
114-023 |
114-060 |
114-146 |
|
| S4 |
113-275 |
113-313 |
114-128 |
|
|
| 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 |
114-225 |
114-055 |
0-170 |
0.5% |
0-078 |
0.2% |
65% |
False |
False |
90,983 |
| 10 |
114-247 |
114-055 |
0-192 |
0.5% |
0-074 |
0.2% |
57% |
False |
False |
1,019,768 |
| 20 |
114-282 |
114-055 |
0-227 |
0.6% |
0-071 |
0.2% |
48% |
False |
False |
916,951 |
| 40 |
114-300 |
113-315 |
0-305 |
0.8% |
0-080 |
0.2% |
56% |
False |
False |
929,006 |
| 60 |
115-122 |
113-110 |
2-012 |
1.8% |
0-091 |
0.2% |
57% |
False |
False |
966,147 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-088 |
0.2% |
76% |
False |
False |
893,515 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-085 |
0.2% |
76% |
False |
False |
717,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-154 |
|
2.618 |
115-044 |
|
1.618 |
114-297 |
|
1.000 |
114-255 |
|
0.618 |
114-229 |
|
HIGH |
114-187 |
|
0.618 |
114-162 |
|
0.500 |
114-154 |
|
0.382 |
114-146 |
|
LOW |
114-120 |
|
0.618 |
114-078 |
|
1.000 |
114-053 |
|
1.618 |
114-011 |
|
2.618 |
113-263 |
|
4.250 |
113-153 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-161 |
114-150 |
| PP |
114-157 |
114-136 |
| S1 |
114-154 |
114-121 |
|