ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-122 |
114-170 |
0-048 |
0.1% |
114-195 |
| High |
114-187 |
114-255 |
0-068 |
0.2% |
114-247 |
| Low |
114-120 |
114-167 |
0-047 |
0.1% |
114-067 |
| Close |
114-165 |
114-253 |
0-088 |
0.2% |
114-080 |
| Range |
0-067 |
0-088 |
0-020 |
29.7% |
0-180 |
| ATR |
0-078 |
0-079 |
0-001 |
1.1% |
0-000 |
| Volume |
50,238 |
41,702 |
-8,536 |
-17.0% |
6,407,067 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-168 |
115-138 |
114-301 |
|
| R3 |
115-080 |
115-050 |
114-277 |
|
| R2 |
114-313 |
114-313 |
114-269 |
|
| R1 |
114-283 |
114-283 |
114-261 |
114-298 |
| PP |
114-225 |
114-225 |
114-225 |
114-233 |
| S1 |
114-195 |
114-195 |
114-244 |
114-210 |
| S2 |
114-137 |
114-137 |
114-236 |
|
| S3 |
114-050 |
114-107 |
114-228 |
|
| S4 |
113-282 |
114-020 |
114-204 |
|
|
| 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 |
114-255 |
114-055 |
0-200 |
0.5% |
0-074 |
0.2% |
99% |
True |
False |
53,393 |
| 10 |
114-255 |
114-055 |
0-200 |
0.5% |
0-074 |
0.2% |
99% |
True |
False |
812,817 |
| 20 |
114-282 |
114-055 |
0-227 |
0.6% |
0-073 |
0.2% |
87% |
False |
False |
881,719 |
| 40 |
114-300 |
113-315 |
0-305 |
0.8% |
0-080 |
0.2% |
84% |
False |
False |
909,489 |
| 60 |
115-122 |
113-113 |
2-010 |
1.8% |
0-090 |
0.2% |
71% |
False |
False |
942,778 |
| 80 |
115-122 |
111-250 |
3-192 |
3.1% |
0-088 |
0.2% |
84% |
False |
False |
893,280 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-085 |
0.2% |
84% |
False |
False |
718,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-307 |
|
2.618 |
115-164 |
|
1.618 |
115-077 |
|
1.000 |
115-023 |
|
0.618 |
114-309 |
|
HIGH |
114-255 |
|
0.618 |
114-222 |
|
0.500 |
114-211 |
|
0.382 |
114-201 |
|
LOW |
114-167 |
|
0.618 |
114-113 |
|
1.000 |
114-080 |
|
1.618 |
114-026 |
|
2.618 |
113-258 |
|
4.250 |
113-116 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-239 |
114-223 |
| PP |
114-225 |
114-194 |
| S1 |
114-211 |
114-165 |
|