ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
115-247 |
0-057 |
0.2% |
114-302 |
| High |
116-018 |
115-302 |
-0-035 |
-0.1% |
115-235 |
| Low |
115-173 |
115-218 |
0-045 |
0.1% |
114-253 |
| Close |
115-278 |
115-285 |
0-007 |
0.0% |
115-193 |
| Range |
0-165 |
0-085 |
-0-080 |
-48.5% |
0-302 |
| ATR |
0-088 |
0-088 |
0-000 |
-0.3% |
0-000 |
| Volume |
8,297 |
47 |
-8,250 |
-99.4% |
103,168 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-203 |
116-169 |
116-012 |
|
| R3 |
116-118 |
116-084 |
115-308 |
|
| R2 |
116-033 |
116-033 |
115-301 |
|
| R1 |
115-319 |
115-319 |
115-293 |
116-016 |
| PP |
115-268 |
115-268 |
115-268 |
115-277 |
| S1 |
115-234 |
115-234 |
115-277 |
115-251 |
| S2 |
115-183 |
115-183 |
115-269 |
|
| S3 |
115-098 |
115-149 |
115-262 |
|
| S4 |
115-013 |
115-064 |
115-238 |
|
|
| 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 |
114-267 |
1-070 |
1.1% |
0-116 |
0.3% |
87% |
False |
False |
16,308 |
| 10 |
116-018 |
114-242 |
1-095 |
1.1% |
0-084 |
0.2% |
87% |
False |
False |
14,542 |
| 20 |
116-018 |
114-055 |
1-282 |
1.6% |
0-080 |
0.2% |
91% |
False |
False |
97,381 |
| 40 |
116-018 |
114-055 |
1-282 |
1.6% |
0-078 |
0.2% |
91% |
False |
False |
622,286 |
| 60 |
116-018 |
113-315 |
2-022 |
1.8% |
0-088 |
0.2% |
92% |
False |
False |
732,873 |
| 80 |
116-018 |
112-245 |
3-093 |
2.8% |
0-089 |
0.2% |
95% |
False |
False |
800,743 |
| 100 |
116-018 |
111-242 |
4-095 |
3.7% |
0-086 |
0.2% |
96% |
False |
False |
718,462 |
| 120 |
116-018 |
111-210 |
4-127 |
3.8% |
0-085 |
0.2% |
96% |
False |
False |
600,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-024 |
|
2.618 |
116-205 |
|
1.618 |
116-120 |
|
1.000 |
116-067 |
|
0.618 |
116-035 |
|
HIGH |
115-302 |
|
0.618 |
115-270 |
|
0.500 |
115-260 |
|
0.382 |
115-250 |
|
LOW |
115-218 |
|
0.618 |
115-165 |
|
1.000 |
115-133 |
|
1.618 |
115-080 |
|
2.618 |
114-315 |
|
4.250 |
114-176 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-277 |
115-269 |
| PP |
115-268 |
115-253 |
| S1 |
115-260 |
115-236 |
|