ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-278 |
0-038 |
0.1% |
114-060 |
| High |
114-302 |
114-290 |
-0-012 |
0.0% |
114-307 |
| Low |
114-202 |
114-255 |
0-053 |
0.1% |
114-055 |
| Close |
114-285 |
114-287 |
0-002 |
0.0% |
114-270 |
| Range |
0-100 |
0-035 |
-0-065 |
-65.0% |
0-252 |
| ATR |
0-077 |
0-074 |
-0-003 |
-3.9% |
0-000 |
| Volume |
5,260 |
4,023 |
-1,237 |
-23.5% |
192,090 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-063 |
115-050 |
114-307 |
|
| R3 |
115-028 |
115-015 |
114-297 |
|
| R2 |
114-313 |
114-313 |
114-294 |
|
| R1 |
114-300 |
114-300 |
114-291 |
114-306 |
| PP |
114-278 |
114-278 |
114-278 |
114-281 |
| S1 |
114-265 |
114-265 |
114-284 |
114-271 |
| S2 |
114-242 |
114-242 |
114-281 |
|
| S3 |
114-207 |
114-230 |
114-278 |
|
| S4 |
114-172 |
114-195 |
114-268 |
|
|
| 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 |
114-167 |
0-140 |
0.4% |
0-067 |
0.2% |
86% |
False |
False |
15,929 |
| 10 |
114-307 |
114-055 |
0-252 |
0.7% |
0-072 |
0.2% |
92% |
False |
False |
53,456 |
| 20 |
114-307 |
114-055 |
0-252 |
0.7% |
0-072 |
0.2% |
92% |
False |
False |
737,450 |
| 40 |
114-307 |
113-315 |
0-312 |
0.8% |
0-077 |
0.2% |
94% |
False |
False |
822,375 |
| 60 |
115-122 |
113-135 |
1-307 |
1.7% |
0-090 |
0.2% |
75% |
False |
False |
871,095 |
| 80 |
115-122 |
112-122 |
3-000 |
2.6% |
0-087 |
0.2% |
84% |
False |
False |
890,819 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-086 |
0.2% |
87% |
False |
False |
718,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-119 |
|
2.618 |
115-062 |
|
1.618 |
115-027 |
|
1.000 |
115-005 |
|
0.618 |
114-312 |
|
HIGH |
114-290 |
|
0.618 |
114-277 |
|
0.500 |
114-273 |
|
0.382 |
114-268 |
|
LOW |
114-255 |
|
0.618 |
114-233 |
|
1.000 |
114-220 |
|
1.618 |
114-198 |
|
2.618 |
114-163 |
|
4.250 |
114-106 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-282 |
114-276 |
| PP |
114-278 |
114-264 |
| S1 |
114-273 |
114-252 |
|