ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 07-Mar-2018
Day Change Summary
Previous Current
06-Mar-2018 07-Mar-2018 Change Change % Previous Week
Open 114-085 114-100 0-015 0.0% 114-110
High 114-127 114-173 0-045 0.1% 114-215
Low 114-060 114-082 0-022 0.1% 114-013
Close 114-095 114-090 -0-005 0.0% 114-125
Range 0-067 0-090 0-023 33.4% 0-202
ATR 0-105 0-104 -0-001 -1.0% 0-000
Volume 24,928 18,291 -6,637 -26.6% 4,145,307
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-065 115-008 114-140
R3 114-295 114-238 114-115
R2 114-205 114-205 114-107
R1 114-148 114-148 114-098 114-131
PP 114-115 114-115 114-115 114-107
S1 114-058 114-058 114-082 114-041
S2 114-025 114-025 114-074
S3 113-255 113-287 114-065
S4 113-165 113-197 114-041
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
5 114-215 114-060 0-155 0.4% 0-108 0.3% 19% False False 51,536
10 114-215 114-005 0-210 0.6% 0-098 0.3% 40% False False 785,753
20 115-038 113-315 1-042 1.0% 0-105 0.3% 26% False False 1,024,062
40 115-265 113-315 1-270 1.6% 0-101 0.3% 16% False False 1,051,443
60 116-190 113-315 2-195 2.3% 0-089 0.2% 11% False False 902,837
80 117-013 113-315 3-018 2.7% 0-085 0.2% 10% False False 843,508
100 117-135 113-315 3-140 3.0% 0-080 0.2% 9% False False 675,992
120 117-285 113-315 3-290 3.4% 0-069 0.2% 8% False False 563,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-235
2.618 115-088
1.618 114-318
1.000 114-263
0.618 114-228
HIGH 114-173
0.618 114-138
0.500 114-128
0.382 114-117
LOW 114-082
0.618 114-027
1.000 113-312
1.618 113-257
2.618 113-167
4.250 113-020
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 114-128 114-131
PP 114-115 114-118
S1 114-103 114-104

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

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