ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 114-140 114-150 0-010 0.0% 114-080
High 114-178 114-150 -0-027 -0.1% 114-178
Low 114-118 114-093 -0-025 -0.1% 114-065
Close 114-135 114-100 -0-035 -0.1% 114-100
Range 0-060 0-058 -0-002 -4.2% 0-113
ATR 0-090 0-087 -0-002 -2.6% 0-000
Volume 3,428 3,632 204 6.0% 39,574
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 114-287 114-251 114-132
R3 114-229 114-193 114-116
R2 114-172 114-172 114-111
R1 114-136 114-136 114-105 114-125
PP 114-114 114-114 114-114 114-109
S1 114-078 114-078 114-095 114-068
S2 114-057 114-057 114-089
S3 113-319 114-021 114-084
S4 113-262 113-283 114-068
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-132 115-068 114-162
R3 115-019 114-276 114-131
R2 114-227 114-227 114-121
R1 114-163 114-163 114-110 114-195
PP 114-114 114-114 114-114 114-130
S1 114-051 114-051 114-090 114-082
S2 114-002 114-002 114-079
S3 113-209 113-258 114-069
S4 113-097 113-146 114-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-178 114-065 0-113 0.3% 0-064 0.2% 31% False False 7,914
10 114-202 114-053 0-150 0.4% 0-072 0.2% 32% False False 15,232
20 114-215 114-002 0-213 0.6% 0-084 0.2% 46% False False 585,347
40 115-213 113-315 1-218 1.5% 0-101 0.3% 20% False False 886,331
60 116-093 113-315 2-098 2.0% 0-087 0.2% 14% False False 820,859
80 116-282 113-315 2-287 2.5% 0-085 0.2% 11% False False 841,108
100 117-042 113-315 3-047 2.8% 0-081 0.2% 10% False False 676,622
120 117-200 113-315 3-205 3.2% 0-073 0.2% 9% False False 563,916
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-074
2.618 114-301
1.618 114-243
1.000 114-208
0.618 114-186
HIGH 114-150
0.618 114-128
0.500 114-121
0.382 114-114
LOW 114-093
0.618 114-057
1.000 114-035
1.618 113-319
2.618 113-262
4.250 113-168
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 114-121 114-135
PP 114-114 114-123
S1 114-107 114-112

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

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