ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
116-055 |
115-298 |
-0-078 |
-0.2% |
114-302 |
| High |
116-082 |
116-055 |
-0-027 |
-0.1% |
115-235 |
| Low |
115-282 |
115-273 |
-0-010 |
0.0% |
114-253 |
| Close |
116-020 |
115-298 |
-0-042 |
-0.1% |
115-193 |
| Range |
0-120 |
0-102 |
-0-018 |
-14.6% |
0-302 |
| ATR |
0-090 |
0-091 |
0-001 |
1.0% |
0-000 |
| Volume |
20 |
53 |
33 |
165.0% |
103,168 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-302 |
116-242 |
116-034 |
|
| R3 |
116-200 |
116-140 |
116-006 |
|
| R2 |
116-098 |
116-098 |
115-316 |
|
| R1 |
116-038 |
116-038 |
115-307 |
116-029 |
| PP |
115-315 |
115-315 |
115-315 |
115-311 |
| S1 |
115-255 |
115-255 |
115-288 |
115-246 |
| S2 |
115-213 |
115-213 |
115-279 |
|
| S3 |
115-110 |
115-153 |
115-269 |
|
| S4 |
115-008 |
115-050 |
115-241 |
|
|
| 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 |
115-135 |
0-267 |
0.7% |
0-114 |
0.3% |
61% |
False |
False |
6,339 |
| 10 |
116-082 |
114-253 |
1-150 |
1.3% |
0-098 |
0.3% |
78% |
False |
False |
13,868 |
| 20 |
116-082 |
114-055 |
2-027 |
1.8% |
0-082 |
0.2% |
84% |
False |
False |
22,319 |
| 40 |
116-082 |
114-055 |
2-027 |
1.8% |
0-079 |
0.2% |
84% |
False |
False |
571,455 |
| 60 |
116-082 |
113-315 |
2-087 |
2.0% |
0-088 |
0.2% |
86% |
False |
False |
709,076 |
| 80 |
116-082 |
112-245 |
3-158 |
3.0% |
0-090 |
0.2% |
91% |
False |
False |
766,009 |
| 100 |
116-082 |
111-242 |
4-160 |
3.9% |
0-087 |
0.2% |
93% |
False |
False |
718,048 |
| 120 |
116-082 |
111-210 |
4-192 |
4.0% |
0-085 |
0.2% |
93% |
False |
False |
600,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-171 |
|
2.618 |
117-003 |
|
1.618 |
116-221 |
|
1.000 |
116-158 |
|
0.618 |
116-118 |
|
HIGH |
116-055 |
|
0.618 |
116-016 |
|
0.500 |
116-004 |
|
0.382 |
115-312 |
|
LOW |
115-273 |
|
0.618 |
115-209 |
|
1.000 |
115-170 |
|
1.618 |
115-107 |
|
2.618 |
115-004 |
|
4.250 |
114-157 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
116-004 |
115-310 |
| PP |
115-315 |
115-306 |
| S1 |
115-306 |
115-302 |
|