ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-235 |
0-065 |
0.2% |
114-060 |
| High |
114-255 |
114-307 |
0-052 |
0.1% |
114-307 |
| Low |
114-167 |
114-233 |
0-065 |
0.2% |
114-055 |
| Close |
114-253 |
114-270 |
0-018 |
0.0% |
114-270 |
| Range |
0-088 |
0-075 |
-0-013 |
-14.3% |
0-252 |
| ATR |
0-079 |
0-079 |
0-000 |
-0.4% |
0-000 |
| Volume |
41,702 |
9,084 |
-32,618 |
-78.2% |
192,090 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-175 |
115-137 |
114-311 |
|
| R3 |
115-100 |
115-062 |
114-291 |
|
| R2 |
115-025 |
115-025 |
114-284 |
|
| R1 |
114-307 |
114-307 |
114-277 |
115-006 |
| PP |
114-270 |
114-270 |
114-270 |
114-279 |
| S1 |
114-233 |
114-233 |
114-263 |
114-251 |
| S2 |
114-195 |
114-195 |
114-256 |
|
| S3 |
114-120 |
114-158 |
114-249 |
|
| S4 |
114-045 |
114-083 |
114-229 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-008 |
116-232 |
115-089 |
|
| R3 |
116-076 |
115-299 |
115-019 |
|
| R2 |
115-143 |
115-143 |
114-316 |
|
| R1 |
115-047 |
115-047 |
114-293 |
115-095 |
| PP |
114-211 |
114-211 |
114-211 |
114-235 |
| S1 |
114-114 |
114-114 |
114-247 |
114-163 |
| S2 |
113-278 |
113-278 |
114-224 |
|
| S3 |
113-026 |
113-182 |
114-201 |
|
| S4 |
112-093 |
112-249 |
114-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-307 |
114-055 |
0-252 |
0.7% |
0-072 |
0.2% |
85% |
True |
False |
38,418 |
| 10 |
114-307 |
114-055 |
0-252 |
0.7% |
0-072 |
0.2% |
85% |
True |
False |
659,915 |
| 20 |
114-307 |
114-055 |
0-252 |
0.7% |
0-072 |
0.2% |
85% |
True |
False |
835,906 |
| 40 |
114-307 |
113-315 |
0-312 |
0.9% |
0-080 |
0.2% |
88% |
True |
False |
885,203 |
| 60 |
115-122 |
113-113 |
2-010 |
1.8% |
0-090 |
0.2% |
73% |
False |
False |
920,552 |
| 80 |
115-122 |
112-013 |
3-110 |
2.9% |
0-088 |
0.2% |
84% |
False |
False |
892,570 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-085 |
0.2% |
85% |
False |
False |
718,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-306 |
|
2.618 |
115-184 |
|
1.618 |
115-109 |
|
1.000 |
115-062 |
|
0.618 |
115-034 |
|
HIGH |
114-307 |
|
0.618 |
114-279 |
|
0.500 |
114-270 |
|
0.382 |
114-261 |
|
LOW |
114-233 |
|
0.618 |
114-186 |
|
1.000 |
114-158 |
|
1.618 |
114-111 |
|
2.618 |
114-036 |
|
4.250 |
113-234 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-270 |
114-251 |
| PP |
114-270 |
114-233 |
| S1 |
114-270 |
114-214 |
|