ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
114-130 |
0-020 |
0.1% |
114-093 |
| High |
114-173 |
114-147 |
-0-025 |
-0.1% |
114-142 |
| Low |
114-100 |
114-022 |
-0-078 |
-0.2% |
114-002 |
| Close |
114-140 |
114-047 |
-0-093 |
-0.3% |
114-122 |
| Range |
0-073 |
0-125 |
0-052 |
72.4% |
0-140 |
| ATR |
0-104 |
0-106 |
0-001 |
1.4% |
0-000 |
| Volume |
2,327,677 |
1,399,238 |
-928,439 |
-39.9% |
6,628,630 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-127 |
115-052 |
114-116 |
|
| R3 |
115-002 |
114-247 |
114-082 |
|
| R2 |
114-197 |
114-197 |
114-070 |
|
| R1 |
114-122 |
114-122 |
114-059 |
114-097 |
| PP |
114-072 |
114-072 |
114-072 |
114-060 |
| S1 |
113-317 |
113-317 |
114-036 |
113-292 |
| S2 |
113-267 |
113-267 |
114-025 |
|
| S3 |
113-143 |
113-193 |
114-013 |
|
| S4 |
113-018 |
113-068 |
113-299 |
|
|
| 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 |
114-173 |
114-002 |
0-170 |
0.5% |
0-092 |
0.3% |
26% |
False |
False |
1,818,643 |
| 10 |
114-247 |
113-315 |
0-252 |
0.7% |
0-099 |
0.3% |
21% |
False |
False |
1,438,285 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-123 |
0.3% |
10% |
False |
False |
1,441,606 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-095 |
0.3% |
7% |
False |
False |
1,130,683 |
| 60 |
116-227 |
113-315 |
2-232 |
2.4% |
0-088 |
0.2% |
6% |
False |
False |
1,003,171 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-082 |
0.2% |
5% |
False |
False |
837,974 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-076 |
0.2% |
5% |
False |
False |
670,992 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-064 |
0.2% |
4% |
False |
False |
559,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-039 |
|
2.618 |
115-155 |
|
1.618 |
115-030 |
|
1.000 |
114-272 |
|
0.618 |
114-225 |
|
HIGH |
114-147 |
|
0.618 |
114-100 |
|
0.500 |
114-085 |
|
0.382 |
114-070 |
|
LOW |
114-022 |
|
0.618 |
113-265 |
|
1.000 |
113-218 |
|
1.618 |
113-140 |
|
2.618 |
113-015 |
|
4.250 |
112-131 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-085 |
114-098 |
| PP |
114-072 |
114-081 |
| S1 |
114-060 |
114-064 |
|