ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-260 |
114-240 |
-0-020 |
-0.1% |
114-060 |
| High |
114-270 |
114-302 |
0-032 |
0.1% |
114-307 |
| Low |
114-235 |
114-202 |
-0-033 |
-0.1% |
114-055 |
| Close |
114-245 |
114-285 |
0-040 |
0.1% |
114-270 |
| Range |
0-035 |
0-100 |
0-065 |
185.6% |
0-252 |
| ATR |
0-075 |
0-077 |
0-002 |
2.3% |
0-000 |
| Volume |
19,577 |
5,260 |
-14,317 |
-73.1% |
192,090 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-243 |
115-204 |
115-020 |
|
| R3 |
115-143 |
115-104 |
114-312 |
|
| R2 |
115-043 |
115-043 |
114-303 |
|
| R1 |
115-004 |
115-004 |
114-294 |
115-024 |
| PP |
114-263 |
114-263 |
114-263 |
114-273 |
| S1 |
114-224 |
114-224 |
114-276 |
114-244 |
| S2 |
114-163 |
114-163 |
114-267 |
|
| S3 |
114-063 |
114-124 |
114-257 |
|
| S4 |
113-283 |
114-024 |
114-230 |
|
|
| 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 |
114-120 |
0-187 |
0.5% |
0-073 |
0.2% |
88% |
False |
False |
25,172 |
| 10 |
114-307 |
114-055 |
0-252 |
0.7% |
0-077 |
0.2% |
91% |
False |
False |
180,220 |
| 20 |
114-307 |
114-055 |
0-252 |
0.7% |
0-073 |
0.2% |
91% |
False |
False |
770,146 |
| 40 |
114-307 |
113-315 |
0-312 |
0.8% |
0-078 |
0.2% |
93% |
False |
False |
840,493 |
| 60 |
115-122 |
113-113 |
2-010 |
1.8% |
0-090 |
0.2% |
76% |
False |
False |
886,159 |
| 80 |
115-122 |
112-067 |
3-055 |
2.8% |
0-088 |
0.2% |
84% |
False |
False |
892,016 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-086 |
0.2% |
86% |
False |
False |
718,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-087 |
|
2.618 |
115-244 |
|
1.618 |
115-144 |
|
1.000 |
115-082 |
|
0.618 |
115-044 |
|
HIGH |
114-302 |
|
0.618 |
114-264 |
|
0.500 |
114-252 |
|
0.382 |
114-241 |
|
LOW |
114-202 |
|
0.618 |
114-141 |
|
1.000 |
114-102 |
|
1.618 |
114-041 |
|
2.618 |
113-261 |
|
4.250 |
113-097 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-274 |
114-275 |
| PP |
114-263 |
114-265 |
| S1 |
114-252 |
114-255 |
|