ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 114-078 114-075 -0-002 0.0% 114-080
High 114-130 114-080 -0-050 -0.1% 114-178
Low 114-058 114-025 -0-033 -0.1% 114-065
Close 114-102 114-053 -0-050 -0.1% 114-100
Range 0-073 0-055 -0-018 -24.1% 0-113
ATR 0-086 0-086 -0-001 -0.7% 0-000
Volume 3,085 7,135 4,050 131.3% 39,574
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 114-218 114-190 114-083
R3 114-163 114-135 114-068
R2 114-108 114-108 114-063
R1 114-080 114-080 114-058 114-066
PP 114-053 114-053 114-053 114-046
S1 114-025 114-025 114-047 114-011
S2 113-317 113-317 114-042
S3 113-262 113-290 114-037
S4 113-207 113-235 114-022
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
5 114-178 114-025 0-153 0.4% 0-065 0.2% 18% False True 5,387
10 114-178 114-025 0-153 0.4% 0-065 0.2% 18% False True 9,910
20 114-215 114-002 0-213 0.6% 0-082 0.2% 24% False False 483,707
40 115-213 113-315 1-218 1.5% 0-101 0.3% 11% False False 844,721
60 116-065 113-315 2-070 1.9% 0-087 0.2% 8% False False 796,848
80 116-282 113-315 2-287 2.5% 0-085 0.2% 6% False False 827,818
100 117-042 113-315 3-047 2.8% 0-081 0.2% 6% False False 676,717
120 117-135 113-315 3-140 3.0% 0-074 0.2% 5% False False 564,001
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-314
2.618 114-224
1.618 114-169
1.000 114-135
0.618 114-114
HIGH 114-080
0.618 114-059
0.500 114-052
0.382 114-046
LOW 114-025
0.618 113-311
1.000 113-290
1.618 113-256
2.618 113-201
4.250 113-111
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 114-053 114-088
PP 114-053 114-076
S1 114-052 114-064

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

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