ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
115-135 |
115-190 |
0-055 |
0.1% |
114-302 |
| High |
115-235 |
116-018 |
0-102 |
0.3% |
115-235 |
| Low |
115-135 |
115-173 |
0-038 |
0.1% |
114-253 |
| Close |
115-193 |
115-278 |
0-085 |
0.2% |
115-193 |
| Range |
0-100 |
0-165 |
0-065 |
65.0% |
0-302 |
| ATR |
0-082 |
0-088 |
0-006 |
7.2% |
0-000 |
| Volume |
23,282 |
8,297 |
-14,985 |
-64.4% |
103,168 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-117 |
117-042 |
116-048 |
|
| R3 |
116-272 |
116-197 |
116-003 |
|
| R2 |
116-107 |
116-107 |
115-308 |
|
| R1 |
116-033 |
116-033 |
115-293 |
116-070 |
| PP |
115-263 |
115-263 |
115-263 |
115-281 |
| S1 |
115-188 |
115-188 |
115-262 |
115-225 |
| S2 |
115-098 |
115-098 |
115-247 |
|
| S3 |
114-253 |
115-023 |
115-232 |
|
| S4 |
114-088 |
114-178 |
115-187 |
|
|
| 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 |
116-018 |
114-253 |
1-085 |
1.1% |
0-110 |
0.3% |
85% |
True |
False |
21,574 |
| 10 |
116-018 |
114-202 |
1-135 |
1.2% |
0-086 |
0.2% |
87% |
True |
False |
15,063 |
| 20 |
116-018 |
114-055 |
1-282 |
1.6% |
0-079 |
0.2% |
90% |
True |
False |
204,196 |
| 40 |
116-018 |
114-030 |
1-307 |
1.7% |
0-078 |
0.2% |
90% |
True |
False |
645,172 |
| 60 |
116-018 |
113-315 |
2-022 |
1.8% |
0-088 |
0.2% |
91% |
True |
False |
747,761 |
| 80 |
116-018 |
112-230 |
3-107 |
2.9% |
0-089 |
0.2% |
94% |
True |
False |
831,616 |
| 100 |
116-018 |
111-242 |
4-095 |
3.7% |
0-086 |
0.2% |
96% |
True |
False |
718,612 |
| 120 |
116-018 |
111-210 |
4-127 |
3.8% |
0-084 |
0.2% |
96% |
True |
False |
600,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-079 |
|
2.618 |
117-129 |
|
1.618 |
116-284 |
|
1.000 |
116-182 |
|
0.618 |
116-119 |
|
HIGH |
116-018 |
|
0.618 |
115-274 |
|
0.500 |
115-255 |
|
0.382 |
115-236 |
|
LOW |
115-173 |
|
0.618 |
115-071 |
|
1.000 |
115-008 |
|
1.618 |
114-226 |
|
2.618 |
114-061 |
|
4.250 |
113-111 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-270 |
115-250 |
| PP |
115-263 |
115-223 |
| S1 |
115-255 |
115-196 |
|