ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-058 |
114-085 |
0-027 |
0.1% |
114-093 |
| High |
114-082 |
114-207 |
0-125 |
0.3% |
114-142 |
| Low |
114-013 |
114-062 |
0-050 |
0.1% |
114-002 |
| Close |
114-073 |
114-190 |
0-118 |
0.3% |
114-122 |
| Range |
0-070 |
0-145 |
0-075 |
107.2% |
0-140 |
| ATR |
0-103 |
0-106 |
0-003 |
2.9% |
0-000 |
| Volume |
242,446 |
133,349 |
-109,097 |
-45.0% |
6,628,630 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-268 |
115-214 |
114-270 |
|
| R3 |
115-123 |
115-069 |
114-230 |
|
| R2 |
114-298 |
114-298 |
114-217 |
|
| R1 |
114-244 |
114-244 |
114-203 |
114-271 |
| PP |
114-153 |
114-153 |
114-153 |
114-167 |
| S1 |
114-099 |
114-099 |
114-177 |
114-126 |
| S2 |
114-008 |
114-008 |
114-163 |
|
| S3 |
113-183 |
113-274 |
114-150 |
|
| S4 |
113-038 |
113-129 |
114-110 |
|
|
| 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 |
114-207 |
114-013 |
0-195 |
0.5% |
0-101 |
0.3% |
91% |
True |
False |
1,160,796 |
| 10 |
114-207 |
113-315 |
0-212 |
0.6% |
0-095 |
0.3% |
92% |
True |
False |
1,256,110 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-124 |
0.3% |
36% |
False |
False |
1,343,987 |
| 40 |
116-027 |
113-315 |
2-032 |
1.8% |
0-097 |
0.3% |
29% |
False |
False |
1,112,713 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-087 |
0.2% |
23% |
False |
False |
955,149 |
| 80 |
117-042 |
113-315 |
3-047 |
2.7% |
0-083 |
0.2% |
19% |
False |
False |
842,475 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-078 |
0.2% |
18% |
False |
False |
674,748 |
| 120 |
118-190 |
113-315 |
4-195 |
4.0% |
0-066 |
0.2% |
13% |
False |
False |
562,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-184 |
|
2.618 |
115-267 |
|
1.618 |
115-122 |
|
1.000 |
115-032 |
|
0.618 |
114-297 |
|
HIGH |
114-207 |
|
0.618 |
114-152 |
|
0.500 |
114-135 |
|
0.382 |
114-118 |
|
LOW |
114-062 |
|
0.618 |
113-293 |
|
1.000 |
113-238 |
|
1.618 |
113-148 |
|
2.618 |
113-003 |
|
4.250 |
112-086 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-172 |
114-163 |
| PP |
114-153 |
114-137 |
| S1 |
114-135 |
114-110 |
|