ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-078 |
114-053 |
-0-025 |
-0.1% |
114-220 |
| High |
114-098 |
114-120 |
0-022 |
0.1% |
114-247 |
| Low |
113-315 |
114-045 |
0-050 |
0.1% |
113-315 |
| Close |
114-070 |
114-098 |
0-027 |
0.1% |
114-098 |
| Range |
0-102 |
0-075 |
-0-027 |
-26.8% |
0-252 |
| ATR |
0-116 |
0-113 |
-0-003 |
-2.5% |
0-000 |
| Volume |
1,049,075 |
780,694 |
-268,381 |
-25.6% |
4,987,787 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-313 |
114-280 |
114-139 |
|
| R3 |
114-238 |
114-205 |
114-118 |
|
| R2 |
114-163 |
114-163 |
114-111 |
|
| R1 |
114-130 |
114-130 |
114-104 |
114-146 |
| PP |
114-087 |
114-087 |
114-087 |
114-096 |
| S1 |
114-055 |
114-055 |
114-091 |
114-071 |
| S2 |
114-012 |
114-012 |
114-084 |
|
| S3 |
113-257 |
113-300 |
114-077 |
|
| S4 |
113-182 |
113-225 |
114-056 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-231 |
116-097 |
114-236 |
|
| R3 |
115-298 |
115-164 |
114-167 |
|
| R2 |
115-046 |
115-046 |
114-144 |
|
| R1 |
114-232 |
114-232 |
114-121 |
114-172 |
| PP |
114-113 |
114-113 |
114-113 |
114-084 |
| S1 |
113-299 |
113-299 |
114-074 |
113-240 |
| S2 |
113-181 |
113-181 |
114-051 |
|
| S3 |
112-248 |
113-047 |
114-028 |
|
| S4 |
111-316 |
112-114 |
113-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-247 |
113-315 |
0-252 |
0.7% |
0-098 |
0.3% |
41% |
False |
False |
997,557 |
| 10 |
115-213 |
113-315 |
1-218 |
1.5% |
0-153 |
0.4% |
19% |
False |
False |
1,375,997 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-118 |
0.3% |
19% |
False |
False |
1,182,200 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-089 |
0.2% |
14% |
False |
False |
939,827 |
| 60 |
116-282 |
113-315 |
2-287 |
2.5% |
0-086 |
0.2% |
11% |
False |
False |
932,408 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-080 |
0.2% |
10% |
False |
False |
709,195 |
| 100 |
117-185 |
113-315 |
3-190 |
3.1% |
0-071 |
0.2% |
9% |
False |
False |
567,437 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-059 |
0.2% |
7% |
False |
False |
472,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-119 |
|
2.618 |
114-316 |
|
1.618 |
114-241 |
|
1.000 |
114-195 |
|
0.618 |
114-166 |
|
HIGH |
114-120 |
|
0.618 |
114-091 |
|
0.500 |
114-082 |
|
0.382 |
114-074 |
|
LOW |
114-045 |
|
0.618 |
113-319 |
|
1.000 |
113-290 |
|
1.618 |
113-244 |
|
2.618 |
113-169 |
|
4.250 |
113-046 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-093 |
114-121 |
| PP |
114-087 |
114-113 |
| S1 |
114-082 |
114-105 |
|