ECBOT 5 Year T-Note Future March 2019
| Trading Metrics calculated at close of trading on 21-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
114-227 |
114-213 |
-0-015 |
0.0% |
114-253 |
| High |
114-238 |
114-218 |
-0-020 |
-0.1% |
114-260 |
| Low |
114-198 |
114-133 |
-0-065 |
-0.2% |
114-115 |
| Close |
114-202 |
114-150 |
-0-052 |
-0.1% |
114-175 |
| Range |
0-040 |
0-085 |
0-045 |
112.5% |
0-145 |
| ATR |
0-082 |
0-082 |
0-000 |
0.3% |
0-000 |
| Volume |
979,497 |
2,111,210 |
1,131,713 |
115.5% |
3,843,592 |
|
| Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-102 |
115-051 |
114-197 |
|
| R3 |
115-017 |
114-286 |
114-173 |
|
| R2 |
114-252 |
114-252 |
114-166 |
|
| R1 |
114-201 |
114-201 |
114-158 |
114-184 |
| PP |
114-167 |
114-167 |
114-167 |
114-158 |
| S1 |
114-116 |
114-116 |
114-142 |
114-099 |
| S2 |
114-082 |
114-082 |
114-134 |
|
| S3 |
113-317 |
114-031 |
114-127 |
|
| S4 |
113-232 |
113-266 |
114-103 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-298 |
115-222 |
114-255 |
|
| R3 |
115-153 |
115-077 |
114-215 |
|
| R2 |
115-008 |
115-008 |
114-202 |
|
| R1 |
114-252 |
114-252 |
114-188 |
114-218 |
| PP |
114-183 |
114-183 |
114-183 |
114-166 |
| S1 |
114-107 |
114-107 |
114-162 |
114-073 |
| S2 |
114-038 |
114-038 |
114-148 |
|
| S3 |
113-213 |
113-282 |
114-135 |
|
| S4 |
113-068 |
113-137 |
114-095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-238 |
114-118 |
0-120 |
0.3% |
0-076 |
0.2% |
27% |
False |
False |
1,149,655 |
| 10 |
114-282 |
114-115 |
0-167 |
0.5% |
0-071 |
0.2% |
21% |
False |
False |
950,621 |
| 20 |
114-300 |
114-030 |
0-270 |
0.7% |
0-079 |
0.2% |
44% |
False |
False |
959,425 |
| 40 |
115-122 |
113-305 |
1-138 |
1.2% |
0-096 |
0.3% |
36% |
False |
False |
942,510 |
| 60 |
115-122 |
112-222 |
2-220 |
2.3% |
0-092 |
0.3% |
66% |
False |
False |
1,028,905 |
| 80 |
115-122 |
111-242 |
3-200 |
3.2% |
0-089 |
0.2% |
75% |
False |
False |
794,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-259 |
|
2.618 |
115-120 |
|
1.618 |
115-035 |
|
1.000 |
114-302 |
|
0.618 |
114-270 |
|
HIGH |
114-218 |
|
0.618 |
114-185 |
|
0.500 |
114-175 |
|
0.382 |
114-165 |
|
LOW |
114-133 |
|
0.618 |
114-080 |
|
1.000 |
114-048 |
|
1.618 |
113-315 |
|
2.618 |
113-230 |
|
4.250 |
113-091 |
|
|
| Fisher Pivots for day following 21-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
114-175 |
114-185 |
| PP |
114-167 |
114-173 |
| S1 |
114-158 |
114-162 |
|