ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-235 |
114-260 |
0-025 |
0.1% |
114-060 |
| High |
114-307 |
114-270 |
-0-037 |
-0.1% |
114-307 |
| Low |
114-233 |
114-235 |
0-002 |
0.0% |
114-055 |
| Close |
114-270 |
114-245 |
-0-025 |
-0.1% |
114-270 |
| Range |
0-075 |
0-035 |
-0-040 |
-53.3% |
0-252 |
| ATR |
0-079 |
0-075 |
-0-003 |
-4.0% |
0-000 |
| Volume |
9,084 |
19,577 |
10,493 |
115.5% |
192,090 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-035 |
115-015 |
114-264 |
|
| R3 |
115-000 |
114-300 |
114-255 |
|
| R2 |
114-285 |
114-285 |
114-251 |
|
| R1 |
114-265 |
114-265 |
114-248 |
114-258 |
| PP |
114-250 |
114-250 |
114-250 |
114-246 |
| S1 |
114-230 |
114-230 |
114-242 |
114-222 |
| S2 |
114-215 |
114-215 |
114-239 |
|
| S3 |
114-180 |
114-195 |
114-235 |
|
| S4 |
114-145 |
114-160 |
114-226 |
|
|
| 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 |
114-075 |
0-232 |
0.6% |
0-064 |
0.2% |
73% |
False |
False |
31,126 |
| 10 |
114-307 |
114-055 |
0-252 |
0.7% |
0-072 |
0.2% |
75% |
False |
False |
393,330 |
| 20 |
114-307 |
114-055 |
0-252 |
0.7% |
0-071 |
0.2% |
75% |
False |
False |
802,201 |
| 40 |
114-307 |
113-315 |
0-312 |
0.9% |
0-078 |
0.2% |
80% |
False |
False |
860,957 |
| 60 |
115-122 |
113-113 |
2-010 |
1.8% |
0-089 |
0.2% |
70% |
False |
False |
900,895 |
| 80 |
115-122 |
112-042 |
3-080 |
2.8% |
0-088 |
0.2% |
81% |
False |
False |
892,712 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-086 |
0.2% |
83% |
False |
False |
718,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-099 |
|
2.618 |
115-042 |
|
1.618 |
115-007 |
|
1.000 |
114-305 |
|
0.618 |
114-292 |
|
HIGH |
114-270 |
|
0.618 |
114-257 |
|
0.500 |
114-253 |
|
0.382 |
114-248 |
|
LOW |
114-235 |
|
0.618 |
114-213 |
|
1.000 |
114-200 |
|
1.618 |
114-178 |
|
2.618 |
114-143 |
|
4.250 |
114-086 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-253 |
114-242 |
| PP |
114-250 |
114-240 |
| S1 |
114-247 |
114-237 |
|