ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-218 |
114-178 |
-0-040 |
-0.1% |
114-173 |
| High |
114-222 |
114-182 |
-0-040 |
-0.1% |
114-282 |
| Low |
114-162 |
114-115 |
-0-047 |
-0.1% |
114-105 |
| Close |
114-185 |
114-130 |
-0-055 |
-0.1% |
114-260 |
| Range |
0-060 |
0-067 |
0-007 |
12.5% |
0-178 |
| ATR |
0-087 |
0-086 |
-0-001 |
-1.4% |
0-000 |
| Volume |
657,941 |
834,618 |
176,677 |
26.9% |
3,852,827 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-025 |
114-305 |
114-167 |
|
| R3 |
114-277 |
114-237 |
114-149 |
|
| R2 |
114-210 |
114-210 |
114-142 |
|
| R1 |
114-170 |
114-170 |
114-136 |
114-156 |
| PP |
114-143 |
114-143 |
114-143 |
114-136 |
| S1 |
114-103 |
114-103 |
114-124 |
114-089 |
| S2 |
114-075 |
114-075 |
114-118 |
|
| S3 |
114-008 |
114-035 |
114-111 |
|
| S4 |
113-260 |
113-288 |
114-093 |
|
|
| 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 |
114-115 |
0-167 |
0.5% |
0-067 |
0.2% |
9% |
False |
True |
751,586 |
| 10 |
114-300 |
114-105 |
0-195 |
0.5% |
0-076 |
0.2% |
13% |
False |
False |
880,235 |
| 20 |
114-300 |
113-315 |
0-305 |
0.8% |
0-082 |
0.2% |
44% |
False |
False |
893,798 |
| 40 |
115-122 |
113-160 |
1-282 |
1.6% |
0-099 |
0.3% |
48% |
False |
False |
938,424 |
| 60 |
115-122 |
112-150 |
2-292 |
2.5% |
0-092 |
0.3% |
66% |
False |
False |
954,549 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
73% |
False |
False |
724,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-149 |
|
2.618 |
115-039 |
|
1.618 |
114-292 |
|
1.000 |
114-250 |
|
0.618 |
114-224 |
|
HIGH |
114-182 |
|
0.618 |
114-157 |
|
0.500 |
114-149 |
|
0.382 |
114-141 |
|
LOW |
114-115 |
|
0.618 |
114-073 |
|
1.000 |
114-048 |
|
1.618 |
114-006 |
|
2.618 |
113-258 |
|
4.250 |
113-148 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-149 |
114-188 |
| PP |
114-143 |
114-168 |
| S1 |
114-136 |
114-149 |
|