ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-035 |
114-007 |
-0-028 |
-0.1% |
113-305 |
| High |
114-058 |
114-040 |
-0-018 |
0.0% |
114-093 |
| Low |
113-315 |
113-278 |
-0-038 |
-0.1% |
113-287 |
| Close |
114-005 |
114-010 |
0-005 |
0.0% |
114-005 |
| Range |
0-062 |
0-082 |
0-020 |
32.0% |
0-125 |
| ATR |
0-092 |
0-091 |
-0-001 |
-0.7% |
0-000 |
| Volume |
635,037 |
840,634 |
205,597 |
32.4% |
3,837,039 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-250 |
114-213 |
114-055 |
|
| R3 |
114-167 |
114-130 |
114-033 |
|
| R2 |
114-085 |
114-085 |
114-025 |
|
| R1 |
114-048 |
114-048 |
114-018 |
114-066 |
| PP |
114-003 |
114-003 |
114-003 |
114-012 |
| S1 |
113-285 |
113-285 |
114-002 |
113-304 |
| S2 |
113-240 |
113-240 |
113-315 |
|
| S3 |
113-158 |
113-203 |
113-307 |
|
| S4 |
113-075 |
113-120 |
113-285 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-077 |
115-006 |
114-074 |
|
| R3 |
114-272 |
114-201 |
114-039 |
|
| R2 |
114-147 |
114-147 |
114-028 |
|
| R1 |
114-076 |
114-076 |
114-016 |
114-111 |
| PP |
114-022 |
114-022 |
114-022 |
114-039 |
| S1 |
113-271 |
113-271 |
113-314 |
113-306 |
| S2 |
113-217 |
113-217 |
113-302 |
|
| S3 |
113-092 |
113-146 |
113-291 |
|
| S4 |
112-287 |
113-021 |
113-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-093 |
113-278 |
0-135 |
0.4% |
0-076 |
0.2% |
39% |
False |
True |
826,947 |
| 10 |
114-093 |
113-273 |
0-140 |
0.4% |
0-074 |
0.2% |
41% |
False |
False |
783,577 |
| 20 |
114-127 |
113-222 |
0-225 |
0.6% |
0-090 |
0.2% |
48% |
False |
False |
971,709 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-103 |
0.3% |
22% |
False |
False |
496,553 |
| 60 |
116-033 |
113-210 |
2-142 |
2.1% |
0-077 |
0.2% |
15% |
False |
False |
331,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-071 |
|
2.618 |
114-256 |
|
1.618 |
114-173 |
|
1.000 |
114-122 |
|
0.618 |
114-091 |
|
HIGH |
114-040 |
|
0.618 |
114-008 |
|
0.500 |
113-319 |
|
0.382 |
113-309 |
|
LOW |
113-278 |
|
0.618 |
113-227 |
|
1.000 |
113-195 |
|
1.618 |
113-144 |
|
2.618 |
113-062 |
|
4.250 |
112-247 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-006 |
114-025 |
| PP |
114-003 |
114-020 |
| S1 |
113-319 |
114-015 |
|