ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-120 |
0-050 |
0.1% |
114-015 |
| High |
114-133 |
114-222 |
0-090 |
0.2% |
114-145 |
| Low |
114-067 |
114-080 |
0-013 |
0.0% |
114-013 |
| Close |
114-122 |
114-187 |
0-065 |
0.2% |
114-060 |
| Range |
0-065 |
0-142 |
0-077 |
119.1% |
0-132 |
| ATR |
0-094 |
0-098 |
0-003 |
3.6% |
0-000 |
| Volume |
792,013 |
1,241,314 |
449,301 |
56.7% |
3,456,338 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-271 |
115-212 |
114-266 |
|
| R3 |
115-128 |
115-069 |
114-227 |
|
| R2 |
114-306 |
114-306 |
114-214 |
|
| R1 |
114-247 |
114-247 |
114-201 |
114-276 |
| PP |
114-163 |
114-163 |
114-163 |
114-178 |
| S1 |
114-104 |
114-104 |
114-174 |
114-134 |
| S2 |
114-021 |
114-021 |
114-161 |
|
| S3 |
113-198 |
113-282 |
114-148 |
|
| S4 |
113-056 |
113-139 |
114-109 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-150 |
115-077 |
114-133 |
|
| R3 |
115-017 |
114-265 |
114-096 |
|
| R2 |
114-205 |
114-205 |
114-084 |
|
| R1 |
114-132 |
114-132 |
114-072 |
114-169 |
| PP |
114-073 |
114-073 |
114-073 |
114-091 |
| S1 |
114-000 |
114-000 |
114-048 |
114-036 |
| S2 |
113-260 |
113-260 |
114-036 |
|
| S3 |
113-128 |
113-188 |
114-024 |
|
| S4 |
112-315 |
113-055 |
113-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-222 |
114-030 |
0-192 |
0.5% |
0-089 |
0.2% |
82% |
True |
False |
927,575 |
| 10 |
114-222 |
113-315 |
0-227 |
0.6% |
0-087 |
0.2% |
85% |
True |
False |
907,360 |
| 20 |
115-122 |
113-315 |
1-127 |
1.2% |
0-105 |
0.3% |
43% |
False |
False |
984,317 |
| 40 |
115-122 |
112-245 |
2-198 |
2.3% |
0-101 |
0.3% |
70% |
False |
False |
960,563 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-093 |
0.3% |
78% |
False |
False |
815,777 |
| 80 |
115-122 |
111-210 |
3-232 |
3.3% |
0-088 |
0.2% |
79% |
False |
False |
614,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-188 |
|
2.618 |
115-276 |
|
1.618 |
115-133 |
|
1.000 |
115-045 |
|
0.618 |
114-311 |
|
HIGH |
114-222 |
|
0.618 |
114-168 |
|
0.500 |
114-151 |
|
0.382 |
114-134 |
|
LOW |
114-080 |
|
0.618 |
113-312 |
|
1.000 |
113-258 |
|
1.618 |
113-169 |
|
2.618 |
113-027 |
|
4.250 |
112-114 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-175 |
114-167 |
| PP |
114-163 |
114-147 |
| S1 |
114-151 |
114-126 |
|