ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-013 |
114-070 |
0-058 |
0.2% |
114-093 |
| High |
114-080 |
114-142 |
0-062 |
0.2% |
114-142 |
| Low |
114-005 |
114-047 |
0-042 |
0.1% |
114-002 |
| Close |
114-070 |
114-122 |
0-052 |
0.1% |
114-122 |
| Range |
0-075 |
0-095 |
0-020 |
26.7% |
0-140 |
| ATR |
0-108 |
0-107 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,929,225 |
1,701,270 |
-227,955 |
-11.8% |
6,628,630 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-069 |
115-031 |
114-175 |
|
| R3 |
114-294 |
114-256 |
114-149 |
|
| R2 |
114-199 |
114-199 |
114-140 |
|
| R1 |
114-161 |
114-161 |
114-131 |
114-180 |
| PP |
114-104 |
114-104 |
114-104 |
114-114 |
| S1 |
114-066 |
114-066 |
114-114 |
114-085 |
| S2 |
114-009 |
114-009 |
114-105 |
|
| S3 |
113-234 |
113-291 |
114-096 |
|
| S4 |
113-139 |
113-196 |
114-070 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-189 |
115-136 |
114-199 |
|
| R3 |
115-049 |
114-316 |
114-161 |
|
| R2 |
114-229 |
114-229 |
114-148 |
|
| R1 |
114-176 |
114-176 |
114-135 |
114-202 |
| PP |
114-089 |
114-089 |
114-089 |
114-102 |
| S1 |
114-036 |
114-036 |
114-110 |
114-062 |
| S2 |
113-269 |
113-269 |
114-097 |
|
| S3 |
113-129 |
113-216 |
114-084 |
|
| S4 |
112-309 |
113-076 |
114-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-142 |
114-002 |
0-140 |
0.4% |
0-087 |
0.2% |
86% |
True |
False |
1,481,864 |
| 10 |
115-038 |
113-315 |
1-042 |
1.0% |
0-104 |
0.3% |
35% |
False |
False |
1,341,074 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-122 |
0.3% |
24% |
False |
False |
1,344,075 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-093 |
0.3% |
18% |
False |
False |
1,061,999 |
| 60 |
116-282 |
113-315 |
2-287 |
2.5% |
0-087 |
0.2% |
14% |
False |
False |
991,447 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-081 |
0.2% |
13% |
False |
False |
791,584 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-075 |
0.2% |
12% |
False |
False |
633,723 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-062 |
0.2% |
9% |
False |
False |
528,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-226 |
|
2.618 |
115-071 |
|
1.618 |
114-296 |
|
1.000 |
114-238 |
|
0.618 |
114-201 |
|
HIGH |
114-142 |
|
0.618 |
114-106 |
|
0.500 |
114-095 |
|
0.382 |
114-084 |
|
LOW |
114-047 |
|
0.618 |
113-309 |
|
1.000 |
113-272 |
|
1.618 |
113-214 |
|
2.618 |
113-119 |
|
4.250 |
112-284 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-113 |
114-106 |
| PP |
114-104 |
114-089 |
| S1 |
114-095 |
114-072 |
|