ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-130 |
114-058 |
-0-073 |
-0.2% |
114-093 |
| High |
114-147 |
114-082 |
-0-065 |
-0.2% |
114-142 |
| Low |
114-022 |
114-013 |
-0-010 |
0.0% |
114-002 |
| Close |
114-047 |
114-073 |
0-025 |
0.1% |
114-122 |
| Range |
0-125 |
0-070 |
-0-055 |
-44.0% |
0-140 |
| ATR |
0-106 |
0-103 |
-0-003 |
-2.4% |
0-000 |
| Volume |
1,399,238 |
242,446 |
-1,156,792 |
-82.7% |
6,628,630 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-266 |
114-239 |
114-111 |
|
| R3 |
114-196 |
114-169 |
114-092 |
|
| R2 |
114-126 |
114-126 |
114-085 |
|
| R1 |
114-099 |
114-099 |
114-079 |
114-112 |
| PP |
114-056 |
114-056 |
114-056 |
114-063 |
| S1 |
114-029 |
114-029 |
114-066 |
114-043 |
| S2 |
113-306 |
113-306 |
114-060 |
|
| S3 |
113-236 |
113-279 |
114-053 |
|
| S4 |
113-166 |
113-209 |
114-034 |
|
|
| 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 |
114-005 |
0-168 |
0.5% |
0-088 |
0.2% |
40% |
False |
False |
1,519,971 |
| 10 |
114-247 |
113-315 |
0-252 |
0.7% |
0-100 |
0.3% |
31% |
False |
False |
1,383,140 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-122 |
0.3% |
14% |
False |
False |
1,409,766 |
| 40 |
116-047 |
113-315 |
2-052 |
1.9% |
0-096 |
0.3% |
11% |
False |
False |
1,125,183 |
| 60 |
116-227 |
113-315 |
2-232 |
2.4% |
0-087 |
0.2% |
9% |
False |
False |
983,863 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-082 |
0.2% |
8% |
False |
False |
840,856 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-077 |
0.2% |
7% |
False |
False |
673,417 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-065 |
0.2% |
5% |
False |
False |
561,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-060 |
|
2.618 |
114-266 |
|
1.618 |
114-196 |
|
1.000 |
114-152 |
|
0.618 |
114-126 |
|
HIGH |
114-082 |
|
0.618 |
114-056 |
|
0.500 |
114-048 |
|
0.382 |
114-039 |
|
LOW |
114-013 |
|
0.618 |
113-289 |
|
1.000 |
113-263 |
|
1.618 |
113-219 |
|
2.618 |
113-149 |
|
4.250 |
113-035 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-064 |
114-093 |
| PP |
114-056 |
114-086 |
| S1 |
114-048 |
114-079 |
|