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 |
|
|
|
| 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 |
|