ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
114-298 |
115-090 |
0-113 |
0.3% |
114-260 |
| High |
115-107 |
115-125 |
0-018 |
0.0% |
115-013 |
| Low |
114-267 |
115-055 |
0-108 |
0.3% |
114-202 |
| Close |
115-078 |
115-067 |
-0-010 |
0.0% |
114-307 |
| Range |
0-160 |
0-070 |
-0-090 |
-56.3% |
0-130 |
| ATR |
0-076 |
0-076 |
0-000 |
-0.6% |
0-000 |
| Volume |
46,280 |
3,636 |
-42,644 |
-92.1% |
58,746 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-292 |
115-250 |
115-106 |
|
| R3 |
115-222 |
115-180 |
115-087 |
|
| R2 |
115-152 |
115-152 |
115-080 |
|
| R1 |
115-110 |
115-110 |
115-074 |
115-096 |
| PP |
115-082 |
115-082 |
115-082 |
115-076 |
| S1 |
115-040 |
115-040 |
115-061 |
115-026 |
| S2 |
115-013 |
115-013 |
115-055 |
|
| S3 |
114-263 |
114-290 |
115-048 |
|
| S4 |
114-193 |
114-220 |
115-029 |
|
|
| 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 |
115-125 |
114-253 |
0-192 |
0.5% |
0-081 |
0.2% |
70% |
True |
False |
21,396 |
| 10 |
115-125 |
114-202 |
0-242 |
0.7% |
0-070 |
0.2% |
76% |
True |
False |
14,771 |
| 20 |
115-125 |
114-055 |
1-070 |
1.1% |
0-072 |
0.2% |
85% |
True |
False |
413,794 |
| 40 |
115-125 |
114-030 |
1-095 |
1.1% |
0-076 |
0.2% |
86% |
True |
False |
686,610 |
| 60 |
115-125 |
113-305 |
1-140 |
1.2% |
0-088 |
0.2% |
87% |
True |
False |
766,271 |
| 80 |
115-125 |
112-222 |
2-222 |
2.3% |
0-087 |
0.2% |
93% |
True |
False |
875,128 |
| 100 |
115-125 |
111-242 |
3-202 |
3.2% |
0-085 |
0.2% |
95% |
True |
False |
718,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-102 |
|
2.618 |
115-308 |
|
1.618 |
115-238 |
|
1.000 |
115-195 |
|
0.618 |
115-168 |
|
HIGH |
115-125 |
|
0.618 |
115-098 |
|
0.500 |
115-090 |
|
0.382 |
115-082 |
|
LOW |
115-055 |
|
0.618 |
115-012 |
|
1.000 |
114-305 |
|
1.618 |
114-262 |
|
2.618 |
114-192 |
|
4.250 |
114-078 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-090 |
115-055 |
| PP |
115-082 |
115-042 |
| S1 |
115-075 |
115-029 |
|