ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-013 |
-0-058 |
-0.2% |
114-220 |
| High |
114-093 |
114-080 |
-0-013 |
0.0% |
114-247 |
| Low |
114-002 |
114-005 |
0-002 |
0.0% |
113-315 |
| Close |
114-027 |
114-070 |
0-043 |
0.1% |
114-098 |
| Range |
0-090 |
0-075 |
-0-015 |
-16.7% |
0-252 |
| ATR |
0-110 |
0-108 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,735,806 |
1,929,225 |
193,419 |
11.1% |
4,987,787 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-277 |
114-248 |
114-111 |
|
| R3 |
114-202 |
114-173 |
114-091 |
|
| R2 |
114-127 |
114-127 |
114-084 |
|
| R1 |
114-098 |
114-098 |
114-077 |
114-113 |
| PP |
114-052 |
114-052 |
114-052 |
114-059 |
| S1 |
114-023 |
114-023 |
114-063 |
114-038 |
| S2 |
113-297 |
113-297 |
114-056 |
|
| S3 |
113-222 |
113-268 |
114-049 |
|
| S4 |
113-147 |
113-193 |
114-029 |
|
|
| 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 |
114-120 |
113-315 |
0-125 |
0.3% |
0-089 |
0.2% |
60% |
False |
False |
1,351,425 |
| 10 |
115-038 |
113-315 |
1-042 |
1.0% |
0-106 |
0.3% |
21% |
False |
False |
1,323,643 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-122 |
0.3% |
14% |
False |
False |
1,303,036 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-092 |
0.3% |
11% |
False |
False |
1,024,809 |
| 60 |
116-282 |
113-315 |
2-287 |
2.5% |
0-087 |
0.2% |
8% |
False |
False |
987,242 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-081 |
0.2% |
7% |
False |
False |
770,523 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-074 |
0.2% |
7% |
False |
False |
616,711 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-062 |
0.2% |
5% |
False |
False |
513,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-079 |
|
2.618 |
114-276 |
|
1.618 |
114-201 |
|
1.000 |
114-155 |
|
0.618 |
114-126 |
|
HIGH |
114-080 |
|
0.618 |
114-051 |
|
0.500 |
114-042 |
|
0.382 |
114-034 |
|
LOW |
114-005 |
|
0.618 |
113-279 |
|
1.000 |
113-250 |
|
1.618 |
113-204 |
|
2.618 |
113-129 |
|
4.250 |
113-006 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-061 |
114-064 |
| PP |
114-052 |
114-058 |
| S1 |
114-042 |
114-052 |
|