ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-105 |
114-138 |
0-033 |
0.1% |
114-118 |
| High |
114-165 |
114-175 |
0-010 |
0.0% |
114-202 |
| Low |
114-095 |
114-095 |
0-000 |
0.0% |
114-053 |
| Close |
114-122 |
114-150 |
0-028 |
0.1% |
114-087 |
| Range |
0-070 |
0-080 |
0-010 |
14.3% |
0-150 |
| ATR |
0-093 |
0-092 |
-0-001 |
-1.0% |
0-000 |
| Volume |
7,108 |
9,656 |
2,548 |
35.8% |
112,752 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-060 |
115-025 |
114-194 |
|
| R3 |
114-300 |
114-265 |
114-172 |
|
| R2 |
114-220 |
114-220 |
114-165 |
|
| R1 |
114-185 |
114-185 |
114-157 |
114-203 |
| PP |
114-140 |
114-140 |
114-140 |
114-149 |
| S1 |
114-105 |
114-105 |
114-143 |
114-123 |
| S2 |
114-060 |
114-060 |
114-135 |
|
| S3 |
113-300 |
114-025 |
114-128 |
|
| S4 |
113-220 |
113-265 |
114-106 |
|
|
| 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 |
114-175 |
114-053 |
0-122 |
0.3% |
0-064 |
0.2% |
80% |
True |
False |
12,706 |
| 10 |
114-215 |
114-053 |
0-162 |
0.4% |
0-086 |
0.2% |
60% |
False |
False |
32,121 |
| 20 |
114-247 |
113-315 |
0-252 |
0.7% |
0-093 |
0.3% |
61% |
False |
False |
707,630 |
| 40 |
115-213 |
113-315 |
1-218 |
1.5% |
0-101 |
0.3% |
29% |
False |
False |
933,126 |
| 60 |
116-135 |
113-315 |
2-140 |
2.1% |
0-087 |
0.2% |
20% |
False |
False |
839,125 |
| 80 |
116-282 |
113-315 |
2-287 |
2.5% |
0-085 |
0.2% |
17% |
False |
False |
842,173 |
| 100 |
117-065 |
113-315 |
3-070 |
2.8% |
0-081 |
0.2% |
15% |
False |
False |
676,564 |
| 120 |
117-200 |
113-315 |
3-205 |
3.2% |
0-072 |
0.2% |
13% |
False |
False |
563,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-195 |
|
2.618 |
115-064 |
|
1.618 |
114-304 |
|
1.000 |
114-255 |
|
0.618 |
114-224 |
|
HIGH |
114-175 |
|
0.618 |
114-144 |
|
0.500 |
114-135 |
|
0.382 |
114-126 |
|
LOW |
114-095 |
|
0.618 |
114-046 |
|
1.000 |
114-015 |
|
1.618 |
113-286 |
|
2.618 |
113-206 |
|
4.250 |
113-075 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-145 |
114-140 |
| PP |
114-140 |
114-130 |
| S1 |
114-135 |
114-120 |
|