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
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 34 trading days
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

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

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