ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
114-298 |
-0-013 |
0.0% |
114-260 |
| High |
114-310 |
115-107 |
0-117 |
0.3% |
115-013 |
| Low |
114-253 |
114-267 |
0-015 |
0.0% |
114-202 |
| Close |
114-273 |
115-078 |
0-125 |
0.3% |
114-307 |
| Range |
0-058 |
0-160 |
0-102 |
178.2% |
0-130 |
| ATR |
0-070 |
0-076 |
0-006 |
9.3% |
0-000 |
| Volume |
26,377 |
46,280 |
19,903 |
75.5% |
58,746 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-204 |
116-141 |
115-166 |
|
| R3 |
116-044 |
115-301 |
115-122 |
|
| R2 |
115-204 |
115-204 |
115-107 |
|
| R1 |
115-141 |
115-141 |
115-092 |
115-172 |
| PP |
115-044 |
115-044 |
115-044 |
115-060 |
| S1 |
114-301 |
114-301 |
115-063 |
115-012 |
| S2 |
114-204 |
114-204 |
115-048 |
|
| S3 |
114-044 |
114-141 |
115-034 |
|
| S4 |
113-204 |
113-301 |
114-310 |
|
|
| 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 |
115-107 |
114-242 |
0-185 |
0.5% |
0-078 |
0.2% |
84% |
True |
False |
21,227 |
| 10 |
115-107 |
114-167 |
0-260 |
0.7% |
0-072 |
0.2% |
88% |
True |
False |
18,578 |
| 20 |
115-107 |
114-055 |
1-052 |
1.0% |
0-073 |
0.2% |
92% |
True |
False |
519,173 |
| 40 |
115-107 |
114-030 |
1-077 |
1.1% |
0-075 |
0.2% |
92% |
True |
False |
706,578 |
| 60 |
115-122 |
113-250 |
1-192 |
1.4% |
0-089 |
0.2% |
91% |
False |
False |
781,849 |
| 80 |
115-122 |
112-222 |
2-220 |
2.3% |
0-087 |
0.2% |
95% |
False |
False |
879,406 |
| 100 |
115-122 |
111-242 |
3-200 |
3.1% |
0-085 |
0.2% |
96% |
False |
False |
718,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-147 |
|
2.618 |
116-206 |
|
1.618 |
116-046 |
|
1.000 |
115-267 |
|
0.618 |
115-206 |
|
HIGH |
115-107 |
|
0.618 |
115-046 |
|
0.500 |
115-027 |
|
0.382 |
115-009 |
|
LOW |
114-267 |
|
0.618 |
114-169 |
|
1.000 |
114-107 |
|
1.618 |
114-009 |
|
2.618 |
113-169 |
|
4.250 |
112-227 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-061 |
115-058 |
| PP |
115-044 |
115-039 |
| S1 |
115-027 |
115-020 |
|