ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
114-105 |
0-025 |
0.1% |
114-118 |
| High |
114-115 |
114-165 |
0-050 |
0.1% |
114-202 |
| Low |
114-065 |
114-095 |
0-030 |
0.1% |
114-053 |
| Close |
114-110 |
114-122 |
0-012 |
0.0% |
114-087 |
| Range |
0-050 |
0-070 |
0-020 |
39.9% |
0-150 |
| ATR |
0-094 |
0-093 |
-0-002 |
-1.8% |
0-000 |
| Volume |
15,750 |
7,108 |
-8,642 |
-54.9% |
112,752 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-017 |
114-300 |
114-161 |
|
| R3 |
114-267 |
114-230 |
114-142 |
|
| R2 |
114-197 |
114-197 |
114-135 |
|
| R1 |
114-160 |
114-160 |
114-129 |
114-179 |
| PP |
114-127 |
114-127 |
114-127 |
114-137 |
| S1 |
114-090 |
114-090 |
114-116 |
114-109 |
| S2 |
114-058 |
114-058 |
114-110 |
|
| S3 |
113-308 |
114-020 |
114-103 |
|
| S4 |
113-238 |
113-270 |
114-084 |
|
|
| 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% |
0-066 |
0.2% |
58% |
False |
False |
14,433 |
| 10 |
114-215 |
114-013 |
0-202 |
0.6% |
0-085 |
0.2% |
54% |
False |
False |
55,400 |
| 20 |
114-247 |
113-315 |
0-252 |
0.7% |
0-092 |
0.3% |
50% |
False |
False |
746,842 |
| 40 |
115-213 |
113-315 |
1-218 |
1.5% |
0-101 |
0.3% |
24% |
False |
False |
955,632 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-088 |
0.2% |
15% |
False |
False |
853,457 |
| 80 |
116-305 |
113-315 |
2-310 |
2.6% |
0-085 |
0.2% |
13% |
False |
False |
842,997 |
| 100 |
117-065 |
113-315 |
3-070 |
2.8% |
0-081 |
0.2% |
12% |
False |
False |
676,473 |
| 120 |
117-200 |
113-315 |
3-205 |
3.2% |
0-071 |
0.2% |
11% |
False |
False |
563,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-142 |
|
2.618 |
115-028 |
|
1.618 |
114-278 |
|
1.000 |
114-235 |
|
0.618 |
114-208 |
|
HIGH |
114-165 |
|
0.618 |
114-138 |
|
0.500 |
114-130 |
|
0.382 |
114-122 |
|
LOW |
114-095 |
|
0.618 |
114-052 |
|
1.000 |
114-025 |
|
1.618 |
113-302 |
|
2.618 |
113-232 |
|
4.250 |
113-118 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-130 |
114-118 |
| PP |
114-127 |
114-113 |
| S1 |
114-125 |
114-109 |
|