ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-267 |
114-302 |
0-035 |
0.1% |
114-260 |
| High |
115-013 |
115-005 |
-0-008 |
0.0% |
115-013 |
| Low |
114-253 |
114-285 |
0-032 |
0.1% |
114-202 |
| Close |
114-307 |
114-287 |
-0-020 |
-0.1% |
114-307 |
| Range |
0-080 |
0-040 |
-0-040 |
-50.0% |
0-130 |
| ATR |
0-073 |
0-071 |
-0-002 |
-3.2% |
0-000 |
| Volume |
27,098 |
3,593 |
-23,505 |
-86.7% |
58,746 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-099 |
115-073 |
114-309 |
|
| R3 |
115-059 |
115-033 |
114-298 |
|
| R2 |
115-019 |
115-019 |
114-295 |
|
| R1 |
114-313 |
114-313 |
114-291 |
114-306 |
| PP |
114-299 |
114-299 |
114-299 |
114-296 |
| S1 |
114-273 |
114-273 |
114-284 |
114-266 |
| S2 |
114-259 |
114-259 |
114-280 |
|
| S3 |
114-219 |
114-233 |
114-276 |
|
| S4 |
114-179 |
114-193 |
114-265 |
|
|
| 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% |
0-061 |
0.2% |
65% |
False |
False |
8,552 |
| 10 |
115-013 |
114-075 |
0-258 |
0.7% |
0-063 |
0.2% |
83% |
False |
False |
19,839 |
| 20 |
115-013 |
114-055 |
0-278 |
0.8% |
0-068 |
0.2% |
84% |
False |
False |
612,159 |
| 40 |
115-013 |
113-315 |
1-018 |
0.9% |
0-075 |
0.2% |
87% |
False |
False |
753,511 |
| 60 |
115-122 |
113-222 |
1-220 |
1.5% |
0-089 |
0.2% |
71% |
False |
False |
829,055 |
| 80 |
115-122 |
112-200 |
2-242 |
2.4% |
0-085 |
0.2% |
82% |
False |
False |
886,854 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-086 |
0.2% |
87% |
False |
False |
718,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-175 |
|
2.618 |
115-110 |
|
1.618 |
115-070 |
|
1.000 |
115-045 |
|
0.618 |
115-030 |
|
HIGH |
115-005 |
|
0.618 |
114-310 |
|
0.500 |
114-305 |
|
0.382 |
114-300 |
|
LOW |
114-285 |
|
0.618 |
114-260 |
|
1.000 |
114-245 |
|
1.618 |
114-220 |
|
2.618 |
114-180 |
|
4.250 |
114-115 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-305 |
114-288 |
| PP |
114-299 |
114-287 |
| S1 |
114-293 |
114-287 |
|