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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 4 trading days

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

Download as Excel Spreadsheet

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

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