ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
114-120 |
114-210 |
0-090 |
0.2% |
114-015 |
| High |
114-222 |
114-300 |
0-078 |
0.2% |
114-145 |
| Low |
114-080 |
114-200 |
0-120 |
0.3% |
114-013 |
| Close |
114-187 |
114-275 |
0-088 |
0.2% |
114-060 |
| Range |
0-142 |
0-100 |
-0-042 |
-29.8% |
0-132 |
| ATR |
0-098 |
0-099 |
0-001 |
1.1% |
0-000 |
| Volume |
1,241,314 |
1,379,359 |
138,045 |
11.1% |
3,456,338 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-238 |
115-197 |
115-010 |
|
| R3 |
115-138 |
115-097 |
114-303 |
|
| R2 |
115-038 |
115-038 |
114-293 |
|
| R1 |
114-317 |
114-317 |
114-284 |
115-018 |
| PP |
114-258 |
114-258 |
114-258 |
114-269 |
| S1 |
114-217 |
114-217 |
114-266 |
114-238 |
| S2 |
114-158 |
114-158 |
114-257 |
|
| S3 |
114-058 |
114-117 |
114-248 |
|
| S4 |
113-278 |
114-017 |
114-220 |
|
|
| 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 |
114-300 |
114-030 |
0-270 |
0.7% |
0-093 |
0.3% |
91% |
True |
False |
1,035,133 |
| 10 |
114-300 |
113-315 |
0-305 |
0.8% |
0-092 |
0.2% |
92% |
True |
False |
966,800 |
| 20 |
115-122 |
113-315 |
1-127 |
1.2% |
0-104 |
0.3% |
63% |
False |
False |
1,005,089 |
| 40 |
115-122 |
112-318 |
2-125 |
2.1% |
0-101 |
0.3% |
78% |
False |
False |
967,783 |
| 60 |
115-122 |
111-242 |
3-200 |
3.2% |
0-092 |
0.3% |
86% |
False |
False |
838,407 |
| 80 |
115-122 |
111-210 |
3-232 |
3.2% |
0-088 |
0.2% |
86% |
False |
False |
631,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-085 |
|
2.618 |
115-242 |
|
1.618 |
115-142 |
|
1.000 |
115-080 |
|
0.618 |
115-042 |
|
HIGH |
114-300 |
|
0.618 |
114-262 |
|
0.500 |
114-250 |
|
0.382 |
114-238 |
|
LOW |
114-200 |
|
0.618 |
114-138 |
|
1.000 |
114-100 |
|
1.618 |
114-038 |
|
2.618 |
113-258 |
|
4.250 |
113-095 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-267 |
114-245 |
| PP |
114-258 |
114-214 |
| S1 |
114-250 |
114-184 |
|