ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
114-170 |
0-085 |
0.2% |
114-110 |
| High |
114-207 |
114-215 |
0-008 |
0.0% |
114-215 |
| Low |
114-062 |
114-100 |
0-038 |
0.1% |
114-013 |
| Close |
114-190 |
114-125 |
-0-065 |
-0.2% |
114-125 |
| Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
0-202 |
| ATR |
0-106 |
0-107 |
0-001 |
0.6% |
0-000 |
| Volume |
133,349 |
42,597 |
-90,752 |
-68.1% |
4,145,307 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-172 |
115-103 |
114-188 |
|
| R3 |
115-057 |
114-308 |
114-157 |
|
| R2 |
114-262 |
114-262 |
114-146 |
|
| R1 |
114-193 |
114-193 |
114-136 |
114-170 |
| PP |
114-147 |
114-147 |
114-147 |
114-135 |
| S1 |
114-078 |
114-078 |
114-114 |
114-055 |
| S2 |
114-032 |
114-032 |
114-104 |
|
| S3 |
113-237 |
113-283 |
114-093 |
|
| S4 |
113-122 |
113-168 |
114-062 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-085 |
115-307 |
114-236 |
|
| R3 |
115-202 |
115-105 |
114-181 |
|
| R2 |
115-000 |
115-000 |
114-162 |
|
| R1 |
114-222 |
114-222 |
114-144 |
114-271 |
| PP |
114-118 |
114-118 |
114-118 |
114-142 |
| S1 |
114-020 |
114-020 |
114-106 |
114-069 |
| S2 |
113-235 |
113-235 |
114-088 |
|
| S3 |
113-033 |
113-138 |
114-069 |
|
| S4 |
112-150 |
112-255 |
114-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-215 |
114-013 |
0-202 |
0.6% |
0-105 |
0.3% |
56% |
True |
False |
829,061 |
| 10 |
114-215 |
114-002 |
0-213 |
0.6% |
0-096 |
0.3% |
58% |
True |
False |
1,155,463 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-125 |
0.3% |
24% |
False |
False |
1,293,034 |
| 40 |
116-002 |
113-315 |
2-007 |
1.8% |
0-099 |
0.3% |
20% |
False |
False |
1,099,213 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-088 |
0.2% |
16% |
False |
False |
943,383 |
| 80 |
117-033 |
113-315 |
3-038 |
2.7% |
0-083 |
0.2% |
13% |
False |
False |
842,941 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-078 |
0.2% |
12% |
False |
False |
675,174 |
| 120 |
118-098 |
113-315 |
4-102 |
3.8% |
0-067 |
0.2% |
9% |
False |
False |
562,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-064 |
|
2.618 |
115-196 |
|
1.618 |
115-081 |
|
1.000 |
115-010 |
|
0.618 |
114-286 |
|
HIGH |
114-215 |
|
0.618 |
114-171 |
|
0.500 |
114-158 |
|
0.382 |
114-144 |
|
LOW |
114-100 |
|
0.618 |
114-029 |
|
1.000 |
113-305 |
|
1.618 |
113-234 |
|
2.618 |
113-119 |
|
4.250 |
112-251 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-158 |
114-121 |
| PP |
114-147 |
114-118 |
| S1 |
114-136 |
114-114 |
|