ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-215 |
114-220 |
0-005 |
0.0% |
114-145 |
| High |
115-038 |
114-220 |
-0-138 |
-0.4% |
115-213 |
| Low |
114-175 |
114-155 |
-0-020 |
-0.1% |
114-118 |
| Close |
114-262 |
114-198 |
-0-065 |
-0.2% |
114-262 |
| Range |
0-182 |
0-065 |
-0-118 |
-64.4% |
1-095 |
| ATR |
0-115 |
0-115 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,794,327 |
960,477 |
-833,850 |
-46.5% |
8,772,183 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-066 |
115-037 |
114-233 |
|
| R3 |
115-001 |
114-292 |
114-215 |
|
| R2 |
114-256 |
114-256 |
114-209 |
|
| R1 |
114-227 |
114-227 |
114-203 |
114-209 |
| PP |
114-191 |
114-191 |
114-191 |
114-182 |
| S1 |
114-162 |
114-162 |
114-192 |
114-144 |
| S2 |
114-126 |
114-126 |
114-186 |
|
| S3 |
114-061 |
114-097 |
114-180 |
|
| S4 |
113-316 |
114-032 |
114-162 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-269 |
118-041 |
115-171 |
|
| R3 |
117-174 |
116-266 |
115-057 |
|
| R2 |
116-079 |
116-079 |
115-019 |
|
| R1 |
115-171 |
115-171 |
114-301 |
115-285 |
| PP |
114-304 |
114-304 |
114-304 |
115-041 |
| S1 |
114-076 |
114-076 |
114-224 |
114-190 |
| S2 |
113-209 |
113-209 |
114-186 |
|
| S3 |
112-114 |
112-301 |
114-148 |
|
| S4 |
111-019 |
111-206 |
114-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-213 |
114-118 |
1-095 |
1.1% |
0-165 |
0.5% |
19% |
False |
False |
1,564,261 |
| 10 |
115-213 |
114-093 |
1-120 |
1.2% |
0-147 |
0.4% |
24% |
False |
False |
1,444,927 |
| 20 |
115-213 |
114-093 |
1-120 |
1.2% |
0-109 |
0.3% |
24% |
False |
False |
1,164,421 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-085 |
0.2% |
14% |
False |
False |
906,765 |
| 60 |
116-305 |
114-093 |
2-212 |
2.3% |
0-083 |
0.2% |
12% |
False |
False |
875,049 |
| 80 |
117-065 |
114-093 |
2-292 |
2.5% |
0-078 |
0.2% |
11% |
False |
False |
658,881 |
| 100 |
117-200 |
114-093 |
3-107 |
2.9% |
0-067 |
0.2% |
10% |
False |
False |
527,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-176 |
|
2.618 |
115-070 |
|
1.618 |
115-005 |
|
1.000 |
114-285 |
|
0.618 |
114-260 |
|
HIGH |
114-220 |
|
0.618 |
114-195 |
|
0.500 |
114-188 |
|
0.382 |
114-180 |
|
LOW |
114-155 |
|
0.618 |
114-115 |
|
1.000 |
114-090 |
|
1.618 |
114-050 |
|
2.618 |
113-305 |
|
4.250 |
113-199 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-194 |
114-238 |
| PP |
114-191 |
114-224 |
| S1 |
114-188 |
114-211 |
|