ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-262 |
114-267 |
0-005 |
0.0% |
114-260 |
| High |
114-293 |
115-013 |
0-040 |
0.1% |
115-013 |
| Low |
114-242 |
114-253 |
0-010 |
0.0% |
114-202 |
| Close |
114-262 |
114-307 |
0-045 |
0.1% |
114-307 |
| Range |
0-050 |
0-080 |
0-030 |
59.9% |
0-130 |
| ATR |
0-072 |
0-073 |
0-001 |
0.7% |
0-000 |
| Volume |
2,788 |
27,098 |
24,310 |
872.0% |
58,746 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-218 |
115-182 |
115-031 |
|
| R3 |
115-138 |
115-102 |
115-009 |
|
| R2 |
115-058 |
115-058 |
115-002 |
|
| R1 |
115-022 |
115-022 |
114-315 |
115-040 |
| PP |
114-298 |
114-298 |
114-298 |
114-306 |
| S1 |
114-262 |
114-262 |
114-300 |
114-280 |
| S2 |
114-218 |
114-218 |
114-293 |
|
| S3 |
114-138 |
114-182 |
114-285 |
|
| S4 |
114-058 |
114-102 |
114-263 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-031 |
115-299 |
115-059 |
|
| R3 |
115-221 |
115-169 |
115-023 |
|
| R2 |
115-091 |
115-091 |
115-011 |
|
| R1 |
115-039 |
115-039 |
114-319 |
115-065 |
| PP |
114-281 |
114-281 |
114-281 |
114-294 |
| S1 |
114-229 |
114-229 |
114-296 |
114-255 |
| S2 |
114-151 |
114-151 |
114-284 |
|
| S3 |
114-021 |
114-099 |
114-272 |
|
| S4 |
113-211 |
113-289 |
114-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-013 |
114-202 |
0-130 |
0.4% |
0-060 |
0.2% |
81% |
True |
False |
11,749 |
| 10 |
115-013 |
114-055 |
0-278 |
0.8% |
0-066 |
0.2% |
91% |
True |
False |
25,083 |
| 20 |
115-013 |
114-055 |
0-278 |
0.8% |
0-069 |
0.2% |
91% |
True |
False |
644,758 |
| 40 |
115-013 |
113-315 |
1-018 |
0.9% |
0-077 |
0.2% |
93% |
True |
False |
775,882 |
| 60 |
115-122 |
113-220 |
1-222 |
1.5% |
0-089 |
0.2% |
75% |
False |
False |
846,265 |
| 80 |
115-122 |
112-200 |
2-242 |
2.4% |
0-086 |
0.2% |
85% |
False |
False |
888,946 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-086 |
0.2% |
88% |
False |
False |
718,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-033 |
|
2.618 |
115-222 |
|
1.618 |
115-142 |
|
1.000 |
115-093 |
|
0.618 |
115-062 |
|
HIGH |
115-013 |
|
0.618 |
114-302 |
|
0.500 |
114-293 |
|
0.382 |
114-283 |
|
LOW |
114-253 |
|
0.618 |
114-203 |
|
1.000 |
114-173 |
|
1.618 |
114-123 |
|
2.618 |
114-043 |
|
4.250 |
113-233 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-302 |
114-301 |
| PP |
114-298 |
114-294 |
| S1 |
114-293 |
114-288 |
|