ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-078 |
114-080 |
0-002 |
0.0% |
114-165 |
| High |
114-090 |
114-145 |
0-055 |
0.2% |
114-238 |
| Low |
114-030 |
114-065 |
0-035 |
0.1% |
113-315 |
| Close |
114-060 |
114-127 |
0-067 |
0.2% |
114-018 |
| Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-242 |
| ATR |
0-101 |
0-100 |
-0-001 |
-1.1% |
0-000 |
| Volume |
802,380 |
841,571 |
39,191 |
4.9% |
4,501,844 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-032 |
115-000 |
114-171 |
|
| R3 |
114-272 |
114-240 |
114-149 |
|
| R2 |
114-192 |
114-192 |
114-142 |
|
| R1 |
114-160 |
114-160 |
114-135 |
114-176 |
| PP |
114-112 |
114-112 |
114-112 |
114-121 |
| S1 |
114-080 |
114-080 |
114-120 |
114-096 |
| S2 |
114-032 |
114-032 |
114-113 |
|
| S3 |
113-272 |
114-000 |
114-105 |
|
| S4 |
113-192 |
113-240 |
114-083 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-171 |
116-017 |
114-151 |
|
| R3 |
115-248 |
115-094 |
114-084 |
|
| R2 |
115-006 |
115-006 |
114-062 |
|
| R1 |
114-172 |
114-172 |
114-040 |
114-128 |
| PP |
114-083 |
114-083 |
114-083 |
114-061 |
| S1 |
113-249 |
113-249 |
113-315 |
113-205 |
| S2 |
113-161 |
113-161 |
113-293 |
|
| S3 |
112-238 |
113-007 |
113-271 |
|
| S4 |
111-316 |
112-084 |
113-204 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-185 |
113-315 |
0-190 |
0.5% |
0-091 |
0.2% |
70% |
False |
False |
898,468 |
| 10 |
114-238 |
113-315 |
0-242 |
0.7% |
0-087 |
0.2% |
55% |
False |
False |
892,392 |
| 20 |
115-122 |
113-305 |
1-138 |
1.2% |
0-113 |
0.3% |
31% |
False |
False |
947,125 |
| 40 |
115-122 |
112-230 |
2-212 |
2.3% |
0-099 |
0.3% |
63% |
False |
False |
1,051,803 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-091 |
0.2% |
73% |
False |
False |
753,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-165 |
|
2.618 |
115-034 |
|
1.618 |
114-274 |
|
1.000 |
114-225 |
|
0.618 |
114-194 |
|
HIGH |
114-145 |
|
0.618 |
114-114 |
|
0.500 |
114-105 |
|
0.382 |
114-096 |
|
LOW |
114-065 |
|
0.618 |
114-016 |
|
1.000 |
113-305 |
|
1.618 |
113-256 |
|
2.618 |
113-176 |
|
4.250 |
113-045 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-120 |
114-111 |
| PP |
114-112 |
114-095 |
| S1 |
114-105 |
114-079 |
|