ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
115-090 |
115-135 |
0-045 |
0.1% |
114-302 |
| High |
115-125 |
115-235 |
0-110 |
0.3% |
115-235 |
| Low |
115-055 |
115-135 |
0-080 |
0.2% |
114-253 |
| Close |
115-067 |
115-193 |
0-125 |
0.3% |
115-193 |
| Range |
0-070 |
0-100 |
0-030 |
42.9% |
0-302 |
| ATR |
0-076 |
0-082 |
0-007 |
8.7% |
0-000 |
| Volume |
3,636 |
23,282 |
19,646 |
540.3% |
103,168 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-168 |
116-120 |
115-248 |
|
| R3 |
116-068 |
116-020 |
115-220 |
|
| R2 |
115-288 |
115-288 |
115-211 |
|
| R1 |
115-240 |
115-240 |
115-202 |
115-264 |
| PP |
115-188 |
115-188 |
115-188 |
115-199 |
| S1 |
115-140 |
115-140 |
115-183 |
115-164 |
| S2 |
115-088 |
115-088 |
115-174 |
|
| S3 |
114-308 |
115-040 |
115-165 |
|
| S4 |
114-208 |
114-260 |
115-138 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-067 |
117-273 |
116-039 |
|
| R3 |
117-085 |
116-290 |
115-276 |
|
| R2 |
116-103 |
116-103 |
115-248 |
|
| R1 |
115-308 |
115-308 |
115-220 |
116-045 |
| PP |
115-120 |
115-120 |
115-120 |
115-149 |
| S1 |
115-005 |
115-005 |
115-165 |
115-063 |
| S2 |
114-138 |
114-138 |
115-137 |
|
| S3 |
113-155 |
114-023 |
115-109 |
|
| S4 |
112-173 |
113-040 |
115-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-235 |
114-253 |
0-302 |
0.8% |
0-085 |
0.2% |
86% |
True |
False |
20,633 |
| 10 |
115-235 |
114-202 |
1-033 |
1.0% |
0-073 |
0.2% |
88% |
True |
False |
16,191 |
| 20 |
115-235 |
114-055 |
1-180 |
1.4% |
0-072 |
0.2% |
92% |
True |
False |
338,053 |
| 40 |
115-235 |
114-030 |
1-205 |
1.4% |
0-076 |
0.2% |
92% |
True |
False |
666,152 |
| 60 |
115-235 |
113-305 |
1-250 |
1.5% |
0-088 |
0.2% |
93% |
True |
False |
759,810 |
| 80 |
115-235 |
112-230 |
3-005 |
2.6% |
0-087 |
0.2% |
96% |
True |
False |
858,978 |
| 100 |
115-235 |
111-242 |
3-313 |
3.4% |
0-085 |
0.2% |
97% |
True |
False |
718,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-020 |
|
2.618 |
116-177 |
|
1.618 |
116-077 |
|
1.000 |
116-015 |
|
0.618 |
115-297 |
|
HIGH |
115-235 |
|
0.618 |
115-197 |
|
0.500 |
115-185 |
|
0.382 |
115-173 |
|
LOW |
115-135 |
|
0.618 |
115-073 |
|
1.000 |
115-035 |
|
1.618 |
114-293 |
|
2.618 |
114-193 |
|
4.250 |
114-030 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-190 |
115-159 |
| PP |
115-188 |
115-125 |
| S1 |
115-185 |
115-091 |
|