ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
115-247 |
116-055 |
0-128 |
0.3% |
114-302 |
| High |
115-302 |
116-082 |
0-100 |
0.3% |
115-235 |
| Low |
115-218 |
115-282 |
0-065 |
0.2% |
114-253 |
| Close |
115-285 |
116-020 |
0-055 |
0.1% |
115-193 |
| Range |
0-085 |
0-120 |
0-035 |
41.2% |
0-302 |
| ATR |
0-088 |
0-090 |
0-002 |
2.6% |
0-000 |
| Volume |
47 |
20 |
-27 |
-57.4% |
103,168 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-062 |
117-001 |
116-086 |
|
| R3 |
116-262 |
116-201 |
116-053 |
|
| R2 |
116-142 |
116-142 |
116-042 |
|
| R1 |
116-081 |
116-081 |
116-031 |
116-051 |
| PP |
116-022 |
116-022 |
116-022 |
116-007 |
| S1 |
115-281 |
115-281 |
116-009 |
115-251 |
| S2 |
115-222 |
115-222 |
115-318 |
|
| S3 |
115-102 |
115-161 |
115-307 |
|
| S4 |
114-302 |
115-041 |
115-274 |
|
|
| 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 |
116-082 |
115-055 |
1-027 |
0.9% |
0-108 |
0.3% |
82% |
True |
False |
7,056 |
| 10 |
116-082 |
114-242 |
1-160 |
1.3% |
0-093 |
0.2% |
87% |
True |
False |
14,141 |
| 20 |
116-082 |
114-055 |
2-027 |
1.8% |
0-082 |
0.2% |
91% |
True |
False |
33,799 |
| 40 |
116-082 |
114-055 |
2-027 |
1.8% |
0-080 |
0.2% |
91% |
True |
False |
602,487 |
| 60 |
116-082 |
113-315 |
2-087 |
2.0% |
0-088 |
0.2% |
91% |
True |
False |
719,699 |
| 80 |
116-082 |
112-245 |
3-158 |
3.0% |
0-089 |
0.2% |
94% |
True |
False |
778,326 |
| 100 |
116-082 |
111-242 |
4-160 |
3.9% |
0-087 |
0.2% |
96% |
True |
False |
718,231 |
| 120 |
116-082 |
111-210 |
4-192 |
4.0% |
0-084 |
0.2% |
96% |
True |
False |
600,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-272 |
|
2.618 |
117-077 |
|
1.618 |
116-277 |
|
1.000 |
116-202 |
|
0.618 |
116-157 |
|
HIGH |
116-082 |
|
0.618 |
116-037 |
|
0.500 |
116-022 |
|
0.382 |
116-008 |
|
LOW |
115-282 |
|
0.618 |
115-208 |
|
1.000 |
115-162 |
|
1.618 |
115-088 |
|
2.618 |
114-288 |
|
4.250 |
114-092 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
116-022 |
116-003 |
| PP |
116-022 |
115-305 |
| S1 |
116-021 |
115-288 |
|