ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-167 |
114-225 |
0-058 |
0.2% |
114-173 |
| High |
114-242 |
114-282 |
0-040 |
0.1% |
114-282 |
| Low |
114-165 |
114-220 |
0-055 |
0.2% |
114-105 |
| Close |
114-240 |
114-260 |
0-020 |
0.1% |
114-260 |
| Range |
0-078 |
0-062 |
-0-015 |
-19.4% |
0-178 |
| ATR |
0-093 |
0-091 |
-0-002 |
-2.3% |
0-000 |
| Volume |
925,346 |
693,678 |
-231,668 |
-25.0% |
3,852,827 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-122 |
115-093 |
114-294 |
|
| R3 |
115-059 |
115-031 |
114-277 |
|
| R2 |
114-317 |
114-317 |
114-271 |
|
| R1 |
114-288 |
114-288 |
114-266 |
114-302 |
| PP |
114-254 |
114-254 |
114-254 |
114-261 |
| S1 |
114-226 |
114-226 |
114-254 |
114-240 |
| S2 |
114-192 |
114-192 |
114-249 |
|
| S3 |
114-129 |
114-163 |
114-243 |
|
| S4 |
114-067 |
114-101 |
114-226 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-108 |
116-042 |
115-038 |
|
| R3 |
115-251 |
115-184 |
114-309 |
|
| R2 |
115-073 |
115-073 |
114-293 |
|
| R1 |
115-007 |
115-007 |
114-276 |
115-040 |
| PP |
114-216 |
114-216 |
114-216 |
114-232 |
| S1 |
114-149 |
114-149 |
114-244 |
114-182 |
| S2 |
114-038 |
114-038 |
114-227 |
|
| S3 |
113-181 |
113-292 |
114-211 |
|
| S4 |
113-003 |
113-114 |
114-162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-282 |
114-105 |
0-178 |
0.5% |
0-066 |
0.2% |
87% |
True |
False |
770,565 |
| 10 |
114-300 |
114-030 |
0-270 |
0.7% |
0-084 |
0.2% |
85% |
False |
False |
961,226 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-085 |
0.2% |
87% |
False |
False |
919,713 |
| 40 |
115-122 |
113-113 |
2-010 |
1.8% |
0-098 |
0.3% |
72% |
False |
False |
950,242 |
| 60 |
115-122 |
112-042 |
3-080 |
2.8% |
0-093 |
0.3% |
82% |
False |
False |
922,882 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
84% |
False |
False |
697,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-228 |
|
2.618 |
115-126 |
|
1.618 |
115-064 |
|
1.000 |
115-025 |
|
0.618 |
115-001 |
|
HIGH |
114-282 |
|
0.618 |
114-259 |
|
0.500 |
114-251 |
|
0.382 |
114-244 |
|
LOW |
114-220 |
|
0.618 |
114-181 |
|
1.000 |
114-158 |
|
1.618 |
114-119 |
|
2.618 |
114-056 |
|
4.250 |
113-274 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-257 |
114-245 |
| PP |
114-254 |
114-231 |
| S1 |
114-251 |
114-216 |
|