ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-215 |
114-160 |
-0-055 |
-0.1% |
114-150 |
| High |
114-280 |
114-180 |
-0-100 |
-0.3% |
115-122 |
| Low |
114-155 |
114-085 |
-0-070 |
-0.2% |
114-125 |
| Close |
114-187 |
114-107 |
-0-080 |
-0.2% |
114-242 |
| Range |
0-125 |
0-095 |
-0-030 |
-24.0% |
0-318 |
| ATR |
0-117 |
0-116 |
-0-001 |
-0.9% |
0-000 |
| Volume |
956,687 |
822,403 |
-134,284 |
-14.0% |
4,843,977 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-089 |
115-033 |
114-160 |
|
| R3 |
114-314 |
114-258 |
114-134 |
|
| R2 |
114-219 |
114-219 |
114-125 |
|
| R1 |
114-163 |
114-163 |
114-116 |
114-144 |
| PP |
114-124 |
114-124 |
114-124 |
114-114 |
| S1 |
114-068 |
114-068 |
114-099 |
114-049 |
| S2 |
114-029 |
114-029 |
114-090 |
|
| S3 |
113-254 |
113-293 |
114-081 |
|
| S4 |
113-159 |
113-198 |
114-055 |
|
|
| 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 |
114-085 |
1-038 |
1.0% |
0-157 |
0.4% |
6% |
False |
True |
1,197,119 |
| 10 |
115-122 |
113-305 |
1-138 |
1.3% |
0-140 |
0.4% |
27% |
False |
False |
944,903 |
| 20 |
115-122 |
113-113 |
2-010 |
1.8% |
0-110 |
0.3% |
48% |
False |
False |
1,009,356 |
| 40 |
115-122 |
111-250 |
3-192 |
3.1% |
0-096 |
0.3% |
71% |
False |
False |
877,071 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
71% |
False |
False |
590,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-264 |
|
2.618 |
115-109 |
|
1.618 |
115-014 |
|
1.000 |
114-275 |
|
0.618 |
114-239 |
|
HIGH |
114-180 |
|
0.618 |
114-144 |
|
0.500 |
114-132 |
|
0.382 |
114-121 |
|
LOW |
114-085 |
|
0.618 |
114-026 |
|
1.000 |
113-310 |
|
1.618 |
113-251 |
|
2.618 |
113-156 |
|
4.250 |
113-001 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-132 |
114-260 |
| PP |
114-124 |
114-209 |
| S1 |
114-116 |
114-158 |
|