ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-278 |
114-262 |
-0-015 |
0.0% |
114-060 |
| High |
114-290 |
114-293 |
0-002 |
0.0% |
114-307 |
| Low |
114-255 |
114-242 |
-0-013 |
0.0% |
114-055 |
| Close |
114-287 |
114-262 |
-0-025 |
-0.1% |
114-270 |
| Range |
0-035 |
0-050 |
0-015 |
42.9% |
0-252 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.3% |
0-000 |
| Volume |
4,023 |
2,788 |
-1,235 |
-30.7% |
192,090 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-096 |
115-069 |
114-290 |
|
| R3 |
115-046 |
115-019 |
114-276 |
|
| R2 |
114-316 |
114-316 |
114-272 |
|
| R1 |
114-289 |
114-289 |
114-267 |
114-288 |
| PP |
114-266 |
114-266 |
114-266 |
114-265 |
| S1 |
114-239 |
114-239 |
114-258 |
114-237 |
| S2 |
114-216 |
114-216 |
114-253 |
|
| S3 |
114-166 |
114-189 |
114-249 |
|
| S4 |
114-116 |
114-139 |
114-235 |
|
|
| 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 |
114-202 |
0-105 |
0.3% |
0-059 |
0.2% |
57% |
False |
False |
8,146 |
| 10 |
114-307 |
114-055 |
0-252 |
0.7% |
0-066 |
0.2% |
82% |
False |
False |
30,769 |
| 20 |
114-307 |
114-055 |
0-252 |
0.7% |
0-071 |
0.2% |
82% |
False |
False |
695,859 |
| 40 |
114-307 |
113-315 |
0-312 |
0.9% |
0-076 |
0.2% |
86% |
False |
False |
794,828 |
| 60 |
115-122 |
113-160 |
1-282 |
1.6% |
0-089 |
0.2% |
70% |
False |
False |
857,569 |
| 80 |
115-122 |
112-150 |
2-292 |
2.5% |
0-086 |
0.2% |
81% |
False |
False |
889,877 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-085 |
0.2% |
84% |
False |
False |
718,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-185 |
|
2.618 |
115-103 |
|
1.618 |
115-053 |
|
1.000 |
115-023 |
|
0.618 |
115-003 |
|
HIGH |
114-293 |
|
0.618 |
114-273 |
|
0.500 |
114-268 |
|
0.382 |
114-262 |
|
LOW |
114-242 |
|
0.618 |
114-212 |
|
1.000 |
114-192 |
|
1.618 |
114-162 |
|
2.618 |
114-112 |
|
4.250 |
114-030 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-268 |
114-259 |
| PP |
114-266 |
114-256 |
| S1 |
114-264 |
114-252 |
|