ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-302 |
114-310 |
0-008 |
0.0% |
114-260 |
| High |
115-005 |
114-310 |
-0-015 |
0.0% |
115-013 |
| Low |
114-285 |
114-253 |
-0-032 |
-0.1% |
114-202 |
| Close |
114-287 |
114-273 |
-0-015 |
0.0% |
114-307 |
| Range |
0-040 |
0-058 |
0-018 |
43.8% |
0-130 |
| ATR |
0-071 |
0-070 |
-0-001 |
-1.3% |
0-000 |
| Volume |
3,593 |
26,377 |
22,784 |
634.1% |
58,746 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-131 |
115-099 |
114-304 |
|
| R3 |
115-073 |
115-042 |
114-288 |
|
| R2 |
115-016 |
115-016 |
114-283 |
|
| R1 |
114-304 |
114-304 |
114-278 |
114-291 |
| PP |
114-278 |
114-278 |
114-278 |
114-272 |
| S1 |
114-247 |
114-247 |
114-267 |
114-234 |
| S2 |
114-221 |
114-221 |
114-262 |
|
| S3 |
114-163 |
114-189 |
114-257 |
|
| S4 |
114-106 |
114-132 |
114-241 |
|
|
| 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 |
114-242 |
0-090 |
0.2% |
0-053 |
0.1% |
33% |
False |
False |
12,775 |
| 10 |
115-013 |
114-120 |
0-213 |
0.6% |
0-063 |
0.2% |
72% |
False |
False |
18,974 |
| 20 |
115-013 |
114-055 |
0-278 |
0.8% |
0-067 |
0.2% |
78% |
False |
False |
565,834 |
| 40 |
115-013 |
114-013 |
1-000 |
0.9% |
0-074 |
0.2% |
81% |
False |
False |
729,544 |
| 60 |
115-122 |
113-250 |
1-192 |
1.4% |
0-087 |
0.2% |
67% |
False |
False |
804,961 |
| 80 |
115-122 |
112-200 |
2-242 |
2.4% |
0-085 |
0.2% |
81% |
False |
False |
884,511 |
| 100 |
115-122 |
111-242 |
3-200 |
3.2% |
0-085 |
0.2% |
85% |
False |
False |
718,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-234 |
|
2.618 |
115-141 |
|
1.618 |
115-083 |
|
1.000 |
115-048 |
|
0.618 |
115-026 |
|
HIGH |
114-310 |
|
0.618 |
114-288 |
|
0.500 |
114-281 |
|
0.382 |
114-274 |
|
LOW |
114-253 |
|
0.618 |
114-217 |
|
1.000 |
114-195 |
|
1.618 |
114-159 |
|
2.618 |
114-102 |
|
4.250 |
114-008 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-281 |
114-293 |
| PP |
114-278 |
114-286 |
| S1 |
114-275 |
114-279 |
|