ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-093 |
114-070 |
-0-022 |
-0.1% |
114-220 |
| High |
114-102 |
114-093 |
-0-010 |
0.0% |
114-247 |
| Low |
114-002 |
114-002 |
0-000 |
0.0% |
113-315 |
| Close |
114-067 |
114-027 |
-0-040 |
-0.1% |
114-098 |
| Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-252 |
| ATR |
0-112 |
0-110 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,262,329 |
1,735,806 |
473,477 |
37.5% |
4,987,787 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-311 |
114-259 |
114-077 |
|
| R3 |
114-221 |
114-169 |
114-052 |
|
| R2 |
114-131 |
114-131 |
114-044 |
|
| R1 |
114-079 |
114-079 |
114-036 |
114-060 |
| PP |
114-041 |
114-041 |
114-041 |
114-031 |
| S1 |
113-309 |
113-309 |
114-019 |
113-290 |
| S2 |
113-271 |
113-271 |
114-011 |
|
| S3 |
113-181 |
113-219 |
114-003 |
|
| S4 |
113-091 |
113-129 |
113-298 |
|
|
| 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% |
0-113 |
0.3% |
13% |
False |
False |
1,246,309 |
| 10 |
115-038 |
113-315 |
1-042 |
1.0% |
0-112 |
0.3% |
9% |
False |
False |
1,262,372 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-121 |
0.3% |
6% |
False |
False |
1,256,378 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-090 |
0.2% |
5% |
False |
False |
983,084 |
| 60 |
116-282 |
113-315 |
2-287 |
2.5% |
0-086 |
0.2% |
4% |
False |
False |
961,979 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-081 |
0.2% |
3% |
False |
False |
746,657 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-073 |
0.2% |
3% |
False |
False |
597,418 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-061 |
0.2% |
2% |
False |
False |
497,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-155 |
|
2.618 |
115-008 |
|
1.618 |
114-238 |
|
1.000 |
114-183 |
|
0.618 |
114-148 |
|
HIGH |
114-093 |
|
0.618 |
114-058 |
|
0.500 |
114-048 |
|
0.382 |
114-037 |
|
LOW |
114-002 |
|
0.618 |
113-267 |
|
1.000 |
113-232 |
|
1.618 |
113-177 |
|
2.618 |
113-087 |
|
4.250 |
112-260 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-048 |
114-061 |
| PP |
114-041 |
114-050 |
| S1 |
114-034 |
114-039 |
|