ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-118 |
-0-053 |
-0.1% |
114-110 |
| High |
114-215 |
114-202 |
-0-013 |
0.0% |
114-215 |
| Low |
114-100 |
114-080 |
-0-020 |
-0.1% |
114-013 |
| Close |
114-125 |
114-100 |
-0-025 |
-0.1% |
114-125 |
| Range |
0-115 |
0-122 |
0-007 |
6.5% |
0-202 |
| ATR |
0-107 |
0-108 |
0-001 |
1.0% |
0-000 |
| Volume |
42,597 |
38,515 |
-4,082 |
-9.6% |
4,145,307 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-175 |
115-100 |
114-167 |
|
| R3 |
115-052 |
114-297 |
114-134 |
|
| R2 |
114-250 |
114-250 |
114-122 |
|
| R1 |
114-175 |
114-175 |
114-111 |
114-151 |
| PP |
114-127 |
114-127 |
114-127 |
114-116 |
| S1 |
114-053 |
114-053 |
114-089 |
114-029 |
| S2 |
114-005 |
114-005 |
114-078 |
|
| S3 |
113-203 |
113-250 |
114-066 |
|
| S4 |
113-080 |
113-128 |
114-033 |
|
|
| 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% |
0-115 |
0.3% |
43% |
False |
False |
371,229 |
| 10 |
114-215 |
114-002 |
0-213 |
0.6% |
0-101 |
0.3% |
46% |
False |
False |
1,081,245 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-127 |
0.3% |
20% |
False |
False |
1,228,621 |
| 40 |
116-002 |
113-315 |
2-007 |
1.8% |
0-100 |
0.3% |
16% |
False |
False |
1,082,033 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-089 |
0.2% |
13% |
False |
False |
928,976 |
| 80 |
117-033 |
113-315 |
3-038 |
2.7% |
0-084 |
0.2% |
11% |
False |
False |
843,391 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-079 |
0.2% |
10% |
False |
False |
675,559 |
| 120 |
118-033 |
113-315 |
4-038 |
3.6% |
0-068 |
0.2% |
8% |
False |
False |
562,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-083 |
|
2.618 |
115-203 |
|
1.618 |
115-081 |
|
1.000 |
115-005 |
|
0.618 |
114-278 |
|
HIGH |
114-202 |
|
0.618 |
114-156 |
|
0.500 |
114-141 |
|
0.382 |
114-127 |
|
LOW |
114-080 |
|
0.618 |
114-004 |
|
1.000 |
113-278 |
|
1.618 |
113-202 |
|
2.618 |
113-079 |
|
4.250 |
112-199 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-141 |
114-139 |
| PP |
114-127 |
114-126 |
| S1 |
114-114 |
114-113 |
|