ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
115-298 |
115-242 |
-0-055 |
-0.1% |
115-190 |
| High |
116-055 |
115-250 |
-0-125 |
-0.3% |
116-082 |
| Low |
115-273 |
115-205 |
-0-068 |
-0.2% |
115-173 |
| Close |
115-298 |
115-245 |
-0-053 |
-0.1% |
115-245 |
| Range |
0-102 |
0-045 |
-0-057 |
-56.1% |
0-230 |
| ATR |
0-091 |
0-091 |
0-000 |
0.1% |
0-000 |
| Volume |
53 |
156 |
103 |
194.3% |
8,573 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-048 |
116-032 |
115-270 |
|
| R3 |
116-003 |
115-307 |
115-257 |
|
| R2 |
115-278 |
115-278 |
115-253 |
|
| R1 |
115-262 |
115-262 |
115-249 |
115-270 |
| PP |
115-233 |
115-233 |
115-233 |
115-238 |
| S1 |
115-217 |
115-217 |
115-241 |
115-225 |
| S2 |
115-188 |
115-188 |
115-237 |
|
| S3 |
115-143 |
115-172 |
115-233 |
|
| S4 |
115-098 |
115-127 |
115-220 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-003 |
117-194 |
116-051 |
|
| R3 |
117-093 |
116-284 |
115-308 |
|
| R2 |
116-183 |
116-183 |
115-287 |
|
| R1 |
116-054 |
116-054 |
115-266 |
116-119 |
| PP |
115-273 |
115-273 |
115-273 |
115-306 |
| S1 |
115-144 |
115-144 |
115-224 |
115-209 |
| S2 |
115-043 |
115-043 |
115-203 |
|
| S3 |
114-133 |
114-234 |
115-182 |
|
| S4 |
113-223 |
114-004 |
115-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-082 |
115-173 |
0-230 |
0.6% |
0-104 |
0.3% |
32% |
False |
False |
1,714 |
| 10 |
116-082 |
114-253 |
1-150 |
1.3% |
0-094 |
0.3% |
66% |
False |
False |
11,174 |
| 20 |
116-082 |
114-055 |
2-027 |
1.8% |
0-080 |
0.2% |
76% |
False |
False |
18,128 |
| 40 |
116-082 |
114-055 |
2-027 |
1.8% |
0-077 |
0.2% |
76% |
False |
False |
536,975 |
| 60 |
116-082 |
113-315 |
2-087 |
2.0% |
0-086 |
0.2% |
78% |
False |
False |
693,013 |
| 80 |
116-082 |
112-318 |
3-085 |
2.8% |
0-089 |
0.2% |
85% |
False |
False |
752,379 |
| 100 |
116-082 |
111-242 |
4-160 |
3.9% |
0-086 |
0.2% |
89% |
False |
False |
717,834 |
| 120 |
116-082 |
111-210 |
4-192 |
4.0% |
0-085 |
0.2% |
89% |
False |
False |
600,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-121 |
|
2.618 |
116-048 |
|
1.618 |
116-003 |
|
1.000 |
115-295 |
|
0.618 |
115-278 |
|
HIGH |
115-250 |
|
0.618 |
115-233 |
|
0.500 |
115-228 |
|
0.382 |
115-222 |
|
LOW |
115-205 |
|
0.618 |
115-177 |
|
1.000 |
115-160 |
|
1.618 |
115-132 |
|
2.618 |
115-087 |
|
4.250 |
115-014 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-239 |
115-304 |
| PP |
115-233 |
115-284 |
| S1 |
115-228 |
115-265 |
|