ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 06-Mar-2018

Day Change Summary
	Previous	Current
	05-Mar-2018	06-Mar-2018	Change	Change %	Previous Week
Open	114-118	114-085	-0-033	-0.1%	114-110
High	114-202	114-127	-0-075	-0.2%	114-215
Low	114-080	114-060	-0-020	-0.1%	114-013
Close	114-100	114-095	-0-005	0.0%	114-125
Range	0-122	0-067	-0-055	-44.9%	0-202
ATR	0-108	0-105	-0-003	-2.7%	0-000
Volume	38,515	24,928	-13,587	-35.3%	4,145,307

Daily Pivots for day following 06-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-297	114-263	114-132
R3	114-229	114-196	114-114
R2	114-162	114-162	114-107
R1	114-128	114-128	114-101	114-145
PP	114-094	114-094	114-094	114-102
S1	114-061	114-061	114-089	114-078
S2	114-027	114-027	114-083
S3	113-279	113-313	114-076
S4	113-212	113-246	114-058

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%	0-104	0.3%	41%	False	False	96,367
10	114-215	114-002	0-213	0.6%	0-098	0.3%	44%	False	False	957,505
20	115-213	113-315	1-218	1.5%	0-117	0.3%	19%	False	False	1,134,299
40	115-273	113-315	1-278	1.6%	0-100	0.3%	17%	False	False	1,061,667
60	116-190	113-315	2-195	2.3%	0-089	0.2%	12%	False	False	914,639
80	117-025	113-315	3-030	2.7%	0-085	0.2%	10%	False	False	843,422
100	117-135	113-315	3-140	3.0%	0-080	0.2%	9%	False	False	675,809
120	117-310	113-315	3-315	3.5%	0-068	0.2%	8%	False	False	563,176

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	115-094
2.618	114-304
1.618	114-237
1.000	114-195
0.618	114-169
HIGH	114-127
0.618	114-102
0.500	114-094
0.382	114-086
LOW	114-060
0.618	114-018
1.000	113-313
1.618	113-271
2.618	113-203
4.250	113-093

Fisher Pivots for day following 06-Mar-2018
Pivot	1 day	3 day
R1	114-095	114-138
PP	114-094	114-123
S1	114-094	114-109

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols