ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 114-138 114-140 0-002 0.0% 114-118
High 114-175 114-178 0-002 0.0% 114-202
Low 114-095 114-118 0-022 0.1% 114-053
Close 114-150 114-135 -0-015 0.0% 114-087
Range 0-080 0-060 -0-020 -25.0% 0-150
ATR 0-092 0-090 -0-002 -2.5% 0-000
Volume 9,656 3,428 -6,228 -64.5% 112,752
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-003 114-289 114-168
R3 114-263 114-229 114-152
R2 114-203 114-203 114-146
R1 114-169 114-169 114-141 114-156
PP 114-143 114-143 114-143 114-137
S1 114-109 114-109 114-130 114-096
S2 114-083 114-083 114-124
S3 114-023 114-049 114-119
S4 113-283 113-309 114-102
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
5 114-178 114-053 0-125 0.3% 0-065 0.2% 66% True False 9,283
10 114-215 114-053 0-162 0.4% 0-077 0.2% 51% False False 19,129
20 114-215 113-315 0-220 0.6% 0-086 0.2% 64% False False 637,620
40 115-213 113-315 1-218 1.5% 0-100 0.3% 26% False False 910,894
60 116-118 113-315 2-122 2.1% 0-087 0.2% 18% False False 829,036
80 116-282 113-315 2-287 2.5% 0-085 0.2% 15% False False 841,685
100 117-055 113-315 3-060 2.8% 0-081 0.2% 14% False False 676,595
120 117-200 113-315 3-205 3.2% 0-072 0.2% 12% False False 563,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-113
2.618 115-015
1.618 114-275
1.000 114-238
0.618 114-215
HIGH 114-178
0.618 114-155
0.500 114-148
0.382 114-140
LOW 114-118
0.618 114-080
1.000 114-058
1.618 114-020
2.618 113-280
4.250 113-183
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 114-148 114-136
PP 114-143 114-136
S1 114-139 114-135

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

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