ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-078 |
-0-073 |
-0.2% |
114-080 |
| High |
114-150 |
114-130 |
-0-020 |
-0.1% |
114-178 |
| Low |
114-093 |
114-058 |
-0-035 |
-0.1% |
114-065 |
| Close |
114-100 |
114-102 |
0-002 |
0.0% |
114-100 |
| Range |
0-058 |
0-073 |
0-015 |
26.1% |
0-113 |
| ATR |
0-087 |
0-086 |
-0-001 |
-1.2% |
0-000 |
| Volume |
3,632 |
3,085 |
-547 |
-15.1% |
39,574 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-314 |
114-281 |
114-142 |
|
| R3 |
114-242 |
114-208 |
114-122 |
|
| R2 |
114-169 |
114-169 |
114-116 |
|
| R1 |
114-136 |
114-136 |
114-109 |
114-153 |
| PP |
114-097 |
114-097 |
114-097 |
114-105 |
| S1 |
114-063 |
114-063 |
114-096 |
114-080 |
| S2 |
114-024 |
114-024 |
114-089 |
|
| S3 |
113-272 |
113-311 |
114-083 |
|
| S4 |
113-199 |
113-238 |
114-063 |
|
|
| 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 |
114-058 |
0-120 |
0.3% |
0-068 |
0.2% |
37% |
False |
True |
5,381 |
| 10 |
114-178 |
114-053 |
0-125 |
0.3% |
0-067 |
0.2% |
40% |
False |
False |
11,689 |
| 20 |
114-215 |
114-002 |
0-213 |
0.6% |
0-084 |
0.2% |
47% |
False |
False |
546,467 |
| 40 |
115-213 |
113-315 |
1-218 |
1.5% |
0-101 |
0.3% |
20% |
False |
False |
864,333 |
| 60 |
116-065 |
113-315 |
2-070 |
1.9% |
0-087 |
0.2% |
15% |
False |
False |
808,707 |
| 80 |
116-282 |
113-315 |
2-287 |
2.5% |
0-085 |
0.2% |
12% |
False |
False |
835,923 |
| 100 |
117-042 |
113-315 |
3-047 |
2.8% |
0-081 |
0.2% |
11% |
False |
False |
676,649 |
| 120 |
117-185 |
113-315 |
3-190 |
3.1% |
0-073 |
0.2% |
9% |
False |
False |
563,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-118 |
|
2.618 |
115-000 |
|
1.618 |
114-247 |
|
1.000 |
114-203 |
|
0.618 |
114-175 |
|
HIGH |
114-130 |
|
0.618 |
114-102 |
|
0.500 |
114-094 |
|
0.382 |
114-085 |
|
LOW |
114-058 |
|
0.618 |
114-013 |
|
1.000 |
113-305 |
|
1.618 |
113-260 |
|
2.618 |
113-188 |
|
4.250 |
113-069 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-100 |
114-118 |
| PP |
114-097 |
114-113 |
| S1 |
114-094 |
114-107 |
|