ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
114-047 |
-0-028 |
-0.1% |
114-080 |
| High |
114-080 |
114-073 |
-0-007 |
0.0% |
114-178 |
| Low |
114-025 |
113-295 |
-0-050 |
-0.1% |
114-065 |
| Close |
114-053 |
114-035 |
-0-018 |
0.0% |
114-100 |
| Range |
0-055 |
0-098 |
0-042 |
77.3% |
0-113 |
| ATR |
0-086 |
0-086 |
0-001 |
1.0% |
0-000 |
| Volume |
7,135 |
21,153 |
14,018 |
196.5% |
39,574 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-000 |
114-275 |
114-089 |
|
| R3 |
114-223 |
114-178 |
114-062 |
|
| R2 |
114-125 |
114-125 |
114-053 |
|
| R1 |
114-080 |
114-080 |
114-044 |
114-054 |
| PP |
114-028 |
114-028 |
114-028 |
114-014 |
| S1 |
113-303 |
113-303 |
114-026 |
113-276 |
| S2 |
113-250 |
113-250 |
114-017 |
|
| S3 |
113-153 |
113-205 |
114-008 |
|
| S4 |
113-055 |
113-107 |
113-301 |
|
|
| 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 |
113-295 |
0-202 |
0.6% |
0-069 |
0.2% |
30% |
False |
True |
7,686 |
| 10 |
114-178 |
113-295 |
0-202 |
0.6% |
0-066 |
0.2% |
30% |
False |
True |
10,196 |
| 20 |
114-215 |
113-295 |
0-240 |
0.7% |
0-082 |
0.2% |
25% |
False |
True |
397,975 |
| 40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-102 |
0.3% |
11% |
False |
True |
827,176 |
| 60 |
116-065 |
113-295 |
2-090 |
2.0% |
0-088 |
0.2% |
8% |
False |
True |
788,047 |
| 80 |
116-282 |
113-295 |
2-307 |
2.6% |
0-085 |
0.2% |
6% |
False |
True |
820,978 |
| 100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-081 |
0.2% |
6% |
False |
True |
676,921 |
| 120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-075 |
0.2% |
5% |
False |
True |
564,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-167 |
|
2.618 |
115-008 |
|
1.618 |
114-230 |
|
1.000 |
114-170 |
|
0.618 |
114-133 |
|
HIGH |
114-073 |
|
0.618 |
114-035 |
|
0.500 |
114-024 |
|
0.382 |
114-012 |
|
LOW |
113-295 |
|
0.618 |
113-235 |
|
1.000 |
113-198 |
|
1.618 |
113-137 |
|
2.618 |
113-040 |
|
4.250 |
112-201 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-031 |
114-053 |
| PP |
114-028 |
114-047 |
| S1 |
114-024 |
114-041 |
|