ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-173 |
114-302 |
0-130 |
0.4% |
114-013 |
| High |
114-290 |
115-122 |
0-152 |
0.4% |
114-170 |
| Low |
114-170 |
114-227 |
0-057 |
0.2% |
113-305 |
| Close |
114-220 |
115-098 |
0-198 |
0.5% |
114-140 |
| Range |
0-120 |
0-215 |
0-095 |
79.2% |
0-185 |
| ATR |
0-098 |
0-107 |
0-009 |
9.0% |
0-000 |
| Volume |
963,916 |
1,778,369 |
814,453 |
84.5% |
2,825,969 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-048 |
116-288 |
115-216 |
|
| R3 |
116-153 |
116-073 |
115-157 |
|
| R2 |
115-258 |
115-258 |
115-137 |
|
| R1 |
115-178 |
115-178 |
115-117 |
115-218 |
| PP |
115-042 |
115-042 |
115-042 |
115-062 |
| S1 |
114-282 |
114-282 |
115-078 |
115-002 |
| S2 |
114-147 |
114-147 |
115-058 |
|
| S3 |
113-252 |
114-067 |
115-038 |
|
| S4 |
113-037 |
113-172 |
114-299 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-013 |
115-262 |
114-242 |
|
| R3 |
115-148 |
115-077 |
114-191 |
|
| R2 |
114-283 |
114-283 |
114-174 |
|
| R1 |
114-212 |
114-212 |
114-157 |
114-248 |
| PP |
114-098 |
114-098 |
114-098 |
114-116 |
| S1 |
114-027 |
114-027 |
114-123 |
114-062 |
| S2 |
113-233 |
113-233 |
114-106 |
|
| S3 |
113-048 |
113-162 |
114-089 |
|
| S4 |
112-183 |
112-297 |
114-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-122 |
113-315 |
1-127 |
1.2% |
0-139 |
0.4% |
94% |
True |
False |
1,012,706 |
| 10 |
115-122 |
113-222 |
1-220 |
1.5% |
0-125 |
0.3% |
95% |
True |
False |
1,004,901 |
| 20 |
115-122 |
113-045 |
2-078 |
1.9% |
0-104 |
0.3% |
97% |
True |
False |
1,019,289 |
| 40 |
115-122 |
111-242 |
3-200 |
3.1% |
0-091 |
0.2% |
98% |
True |
False |
798,700 |
| 60 |
115-122 |
111-230 |
3-212 |
3.2% |
0-085 |
0.2% |
98% |
True |
False |
537,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-076 |
|
2.618 |
117-045 |
|
1.618 |
116-150 |
|
1.000 |
116-018 |
|
0.618 |
115-255 |
|
HIGH |
115-122 |
|
0.618 |
115-040 |
|
0.500 |
115-015 |
|
0.382 |
114-310 |
|
LOW |
114-227 |
|
0.618 |
114-095 |
|
1.000 |
114-012 |
|
1.618 |
113-200 |
|
2.618 |
112-305 |
|
4.250 |
111-274 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
115-070 |
115-053 |
| PP |
115-042 |
115-008 |
| S1 |
115-015 |
114-284 |
|