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 |
|
|
|
| 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 |
|