ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-225 |
114-253 |
0-028 |
0.1% |
114-173 |
| High |
114-282 |
114-260 |
-0-022 |
-0.1% |
114-282 |
| Low |
114-220 |
114-193 |
-0-027 |
-0.1% |
114-105 |
| Close |
114-260 |
114-205 |
-0-055 |
-0.1% |
114-260 |
| Range |
0-062 |
0-067 |
0-005 |
8.0% |
0-178 |
| ATR |
0-091 |
0-089 |
-0-002 |
-1.8% |
0-000 |
| Volume |
693,678 |
646,348 |
-47,330 |
-6.8% |
3,852,827 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-102 |
115-061 |
114-242 |
|
| R3 |
115-034 |
114-313 |
114-224 |
|
| R2 |
114-287 |
114-287 |
114-217 |
|
| R1 |
114-246 |
114-246 |
114-211 |
114-232 |
| PP |
114-219 |
114-219 |
114-219 |
114-213 |
| S1 |
114-178 |
114-178 |
114-199 |
114-165 |
| S2 |
114-152 |
114-152 |
114-193 |
|
| S3 |
114-084 |
114-111 |
114-186 |
|
| S4 |
114-017 |
114-043 |
114-168 |
|
|
| 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% |
0-067 |
0.2% |
56% |
False |
False |
747,912 |
| 10 |
114-300 |
114-067 |
0-233 |
0.6% |
0-084 |
0.2% |
59% |
False |
False |
934,312 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-083 |
0.2% |
69% |
False |
False |
910,839 |
| 40 |
115-122 |
113-113 |
2-010 |
1.8% |
0-098 |
0.3% |
63% |
False |
False |
944,166 |
| 60 |
115-122 |
112-067 |
3-055 |
2.8% |
0-093 |
0.3% |
77% |
False |
False |
932,640 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-090 |
0.2% |
80% |
False |
False |
705,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-227 |
|
2.618 |
115-117 |
|
1.618 |
115-049 |
|
1.000 |
115-007 |
|
0.618 |
114-302 |
|
HIGH |
114-260 |
|
0.618 |
114-234 |
|
0.500 |
114-226 |
|
0.382 |
114-218 |
|
LOW |
114-193 |
|
0.618 |
114-151 |
|
1.000 |
114-125 |
|
1.618 |
114-083 |
|
2.618 |
114-016 |
|
4.250 |
113-226 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-226 |
114-224 |
| PP |
114-219 |
114-217 |
| S1 |
114-212 |
114-211 |
|