ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
114-095 |
-0-005 |
0.0% |
114-110 |
| High |
114-173 |
114-130 |
-0-042 |
-0.1% |
114-215 |
| Low |
114-082 |
114-080 |
-0-002 |
0.0% |
114-013 |
| Close |
114-090 |
114-113 |
0-022 |
0.1% |
114-125 |
| Range |
0-090 |
0-050 |
-0-040 |
-44.4% |
0-202 |
| ATR |
0-104 |
0-100 |
-0-004 |
-3.7% |
0-000 |
| Volume |
18,291 |
20,542 |
2,251 |
12.3% |
4,145,307 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-258 |
114-235 |
114-140 |
|
| R3 |
114-208 |
114-185 |
114-126 |
|
| R2 |
114-158 |
114-158 |
114-122 |
|
| R1 |
114-135 |
114-135 |
114-117 |
114-146 |
| PP |
114-108 |
114-108 |
114-108 |
114-113 |
| S1 |
114-085 |
114-085 |
114-108 |
114-096 |
| S2 |
114-057 |
114-057 |
114-103 |
|
| S3 |
114-007 |
114-035 |
114-099 |
|
| S4 |
113-277 |
113-305 |
114-085 |
|
|
| 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% |
0-089 |
0.2% |
34% |
False |
False |
28,974 |
| 10 |
114-215 |
114-013 |
0-202 |
0.6% |
0-095 |
0.3% |
49% |
False |
False |
594,885 |
| 20 |
115-038 |
113-315 |
1-042 |
1.0% |
0-101 |
0.3% |
32% |
False |
False |
959,264 |
| 40 |
115-222 |
113-315 |
1-227 |
1.5% |
0-100 |
0.3% |
21% |
False |
False |
1,029,879 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-089 |
0.2% |
14% |
False |
False |
891,655 |
| 80 |
116-315 |
113-315 |
3-000 |
2.6% |
0-085 |
0.2% |
12% |
False |
False |
843,660 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-081 |
0.2% |
11% |
False |
False |
676,197 |
| 120 |
117-258 |
113-315 |
3-262 |
3.3% |
0-070 |
0.2% |
10% |
False |
False |
563,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-023 |
|
2.618 |
114-261 |
|
1.618 |
114-211 |
|
1.000 |
114-180 |
|
0.618 |
114-161 |
|
HIGH |
114-130 |
|
0.618 |
114-111 |
|
0.500 |
114-105 |
|
0.382 |
114-099 |
|
LOW |
114-080 |
|
0.618 |
114-049 |
|
1.000 |
114-030 |
|
1.618 |
113-319 |
|
2.618 |
113-269 |
|
4.250 |
113-187 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-110 |
114-116 |
| PP |
114-108 |
114-115 |
| S1 |
114-105 |
114-114 |
|