ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-207 |
114-078 |
-0-130 |
-0.4% |
114-145 |
| High |
114-247 |
114-098 |
-0-150 |
-0.4% |
115-213 |
| Low |
114-050 |
113-315 |
-0-055 |
-0.2% |
114-118 |
| Close |
114-065 |
114-070 |
0-005 |
0.0% |
114-262 |
| Range |
0-197 |
0-102 |
-0-095 |
-48.1% |
1-095 |
| ATR |
0-117 |
0-116 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,403,645 |
1,049,075 |
-354,570 |
-25.3% |
8,772,183 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-042 |
114-318 |
114-126 |
|
| R3 |
114-259 |
114-216 |
114-098 |
|
| R2 |
114-157 |
114-157 |
114-089 |
|
| R1 |
114-113 |
114-113 |
114-079 |
114-084 |
| PP |
114-054 |
114-054 |
114-054 |
114-039 |
| S1 |
114-011 |
114-011 |
114-061 |
113-301 |
| S2 |
113-272 |
113-272 |
114-051 |
|
| S3 |
113-169 |
113-228 |
114-042 |
|
| S4 |
113-067 |
113-126 |
114-014 |
|
|
| 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 |
115-038 |
113-315 |
1-042 |
1.0% |
0-120 |
0.3% |
21% |
False |
True |
1,200,284 |
| 10 |
115-213 |
113-315 |
1-218 |
1.5% |
0-155 |
0.4% |
14% |
False |
True |
1,430,605 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-118 |
0.3% |
14% |
False |
True |
1,187,315 |
| 40 |
116-093 |
113-315 |
2-098 |
2.0% |
0-089 |
0.2% |
10% |
False |
True |
938,614 |
| 60 |
116-282 |
113-315 |
2-287 |
2.5% |
0-086 |
0.2% |
8% |
False |
True |
926,362 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-080 |
0.2% |
7% |
False |
True |
699,441 |
| 100 |
117-200 |
113-315 |
3-205 |
3.2% |
0-071 |
0.2% |
6% |
False |
True |
559,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-213 |
|
2.618 |
115-046 |
|
1.618 |
114-263 |
|
1.000 |
114-200 |
|
0.618 |
114-161 |
|
HIGH |
114-098 |
|
0.618 |
114-058 |
|
0.500 |
114-046 |
|
0.382 |
114-034 |
|
LOW |
113-315 |
|
0.618 |
113-252 |
|
1.000 |
113-213 |
|
1.618 |
113-149 |
|
2.618 |
113-047 |
|
4.250 |
112-199 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-062 |
114-121 |
| PP |
114-054 |
114-104 |
| S1 |
114-046 |
114-087 |
|