ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 09-Mar-2018

Day Change Summary
	Previous	Current
	08-Mar-2018	09-Mar-2018	Change	Change %	Previous Week
Open	114-095	114-110	0-015	0.0%	114-118
High	114-130	114-120	-0-010	0.0%	114-202
Low	114-080	114-053	-0-027	-0.1%	114-053
Close	114-113	114-087	-0-025	-0.1%	114-087
Range	0-050	0-067	0-017	34.9%	0-150
ATR	0-100	0-098	-0-002	-2.3%	0-000
Volume	20,542	10,476	-10,066	-49.0%	112,752

Daily Pivots for day following 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-289	114-256	114-125
R3	114-222	114-188	114-106
R2	114-154	114-154	114-100
R1	114-121	114-121	114-094	114-104
PP	114-087	114-087	114-087	114-078
S1	114-053	114-053	114-081	114-036
S2	114-019	114-019	114-075
S3	113-272	113-306	114-069
S4	113-204	113-238	114-050

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-244	115-156	114-170
R3	115-094	115-006	114-129
R2	114-264	114-264	114-115
R1	114-176	114-176	114-101	114-145
PP	114-114	114-114	114-114	114-099
S1	114-026	114-026	114-074	113-315
S2	113-284	113-284	114-060
S3	113-134	113-196	114-046
S4	112-304	113-046	114-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-202	114-053	0-150	0.4%	0-080	0.2%	23%	False	True	22,550
10	114-215	114-013	0-202	0.6%	0-092	0.3%	37%	False	False	425,805
20	115-038	113-315	1-042	1.0%	0-098	0.3%	26%	False	False	883,440
40	115-222	113-315	1-227	1.5%	0-101	0.3%	17%	False	False	1,001,989
60	116-190	113-315	2-195	2.3%	0-089	0.2%	11%	False	False	883,835
80	116-305	113-315	2-310	2.6%	0-085	0.2%	10%	False	False	843,553
100	117-087	113-315	3-092	2.9%	0-080	0.2%	9%	False	False	676,302
120	117-225	113-315	3-230	3.3%	0-070	0.2%	8%	False	False	563,587

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-087
2.618	114-297
1.618	114-229
1.000	114-187
0.618	114-162
HIGH	114-120
0.618	114-094
0.500	114-086
0.382	114-078
LOW	114-053
0.618	114-011
1.000	113-305
1.618	113-263
2.618	113-196
4.250	113-086

Fisher Pivots for day following 09-Mar-2018
Pivot	1 day	3 day
R1	114-087	114-113
PP	114-087	114-104
S1	114-086	114-096

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