ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
115-107 |
114-215 |
-0-212 |
-0.6% |
114-150 |
| High |
115-115 |
114-280 |
-0-155 |
-0.4% |
115-122 |
| Low |
114-205 |
114-155 |
-0-050 |
-0.1% |
114-125 |
| Close |
114-242 |
114-187 |
-0-055 |
-0.1% |
114-242 |
| Range |
0-230 |
0-125 |
-0-105 |
-45.7% |
0-318 |
| ATR |
0-116 |
0-117 |
0-001 |
0.6% |
0-000 |
| Volume |
1,464,224 |
956,687 |
-507,537 |
-34.7% |
4,843,977 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-262 |
115-190 |
114-256 |
|
| R3 |
115-137 |
115-065 |
114-222 |
|
| R2 |
115-012 |
115-012 |
114-210 |
|
| R1 |
114-260 |
114-260 |
114-199 |
114-234 |
| PP |
114-207 |
114-207 |
114-207 |
114-194 |
| S1 |
114-135 |
114-135 |
114-176 |
114-109 |
| S2 |
114-083 |
114-083 |
114-165 |
|
| S3 |
113-278 |
114-010 |
114-153 |
|
| S4 |
113-153 |
113-205 |
114-119 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-263 |
117-090 |
115-097 |
|
| R3 |
116-265 |
116-093 |
115-010 |
|
| R2 |
115-267 |
115-267 |
114-301 |
|
| R1 |
115-095 |
115-095 |
114-272 |
115-181 |
| PP |
114-270 |
114-270 |
114-270 |
114-313 |
| S1 |
114-097 |
114-097 |
114-213 |
114-184 |
| S2 |
113-272 |
113-272 |
114-184 |
|
| S3 |
112-275 |
113-100 |
114-155 |
|
| S4 |
111-277 |
112-102 |
114-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-122 |
114-125 |
0-318 |
0.9% |
0-161 |
0.4% |
20% |
False |
False |
1,160,132 |
| 10 |
115-122 |
113-250 |
1-192 |
1.4% |
0-139 |
0.4% |
50% |
False |
False |
956,492 |
| 20 |
115-122 |
113-110 |
2-012 |
1.8% |
0-112 |
0.3% |
61% |
False |
False |
1,040,428 |
| 40 |
115-122 |
111-242 |
3-200 |
3.2% |
0-095 |
0.3% |
78% |
False |
False |
858,025 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
78% |
False |
False |
577,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-171 |
|
2.618 |
115-287 |
|
1.618 |
115-162 |
|
1.000 |
115-085 |
|
0.618 |
115-037 |
|
HIGH |
114-280 |
|
0.618 |
114-232 |
|
0.500 |
114-218 |
|
0.382 |
114-203 |
|
LOW |
114-155 |
|
0.618 |
114-078 |
|
1.000 |
114-030 |
|
1.618 |
113-273 |
|
2.618 |
113-148 |
|
4.250 |
112-264 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-218 |
114-299 |
| PP |
114-207 |
114-262 |
| S1 |
114-197 |
114-225 |
|