ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
114-080 |
-0-030 |
-0.1% |
114-118 |
| High |
114-120 |
114-115 |
-0-005 |
0.0% |
114-202 |
| Low |
114-053 |
114-065 |
0-012 |
0.0% |
114-053 |
| Close |
114-087 |
114-110 |
0-023 |
0.1% |
114-087 |
| Range |
0-067 |
0-050 |
-0-017 |
-25.9% |
0-150 |
| ATR |
0-098 |
0-094 |
-0-003 |
-3.5% |
0-000 |
| Volume |
10,476 |
15,750 |
5,274 |
50.3% |
112,752 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-247 |
114-228 |
114-138 |
|
| R3 |
114-197 |
114-178 |
114-124 |
|
| R2 |
114-147 |
114-147 |
114-119 |
|
| R1 |
114-128 |
114-128 |
114-115 |
114-138 |
| PP |
114-097 |
114-097 |
114-097 |
114-101 |
| S1 |
114-078 |
114-078 |
114-105 |
114-088 |
| S2 |
114-047 |
114-047 |
114-101 |
|
| S3 |
113-317 |
114-028 |
114-096 |
|
| S4 |
113-267 |
113-298 |
114-083 |
|
|
| 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 |
114-173 |
114-053 |
0-120 |
0.3% |
0-065 |
0.2% |
48% |
False |
False |
17,997 |
| 10 |
114-215 |
114-013 |
0-202 |
0.6% |
0-090 |
0.2% |
48% |
False |
False |
194,613 |
| 20 |
114-247 |
113-315 |
0-252 |
0.7% |
0-091 |
0.2% |
46% |
False |
False |
794,511 |
| 40 |
115-213 |
113-315 |
1-218 |
1.5% |
0-101 |
0.3% |
21% |
False |
False |
980,256 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-089 |
0.2% |
14% |
False |
False |
872,004 |
| 80 |
116-305 |
113-315 |
2-310 |
2.6% |
0-085 |
0.2% |
12% |
False |
False |
843,538 |
| 100 |
117-065 |
113-315 |
3-070 |
2.8% |
0-080 |
0.2% |
11% |
False |
False |
676,458 |
| 120 |
117-210 |
113-315 |
3-215 |
3.2% |
0-071 |
0.2% |
10% |
False |
False |
563,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-008 |
|
2.618 |
114-246 |
|
1.618 |
114-196 |
|
1.000 |
114-165 |
|
0.618 |
114-146 |
|
HIGH |
114-115 |
|
0.618 |
114-096 |
|
0.500 |
114-090 |
|
0.382 |
114-084 |
|
LOW |
114-065 |
|
0.618 |
114-034 |
|
1.000 |
114-015 |
|
1.618 |
113-304 |
|
2.618 |
113-254 |
|
4.250 |
113-172 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-103 |
114-104 |
| PP |
114-097 |
114-098 |
| S1 |
114-090 |
114-091 |
|