ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-047 |
114-075 |
0-028 |
0.1% |
114-080 |
| High |
114-073 |
114-170 |
0-098 |
0.3% |
114-178 |
| Low |
113-295 |
114-075 |
0-100 |
0.3% |
114-065 |
| Close |
114-035 |
114-127 |
0-092 |
0.3% |
114-100 |
| Range |
0-098 |
0-095 |
-0-002 |
-2.6% |
0-113 |
| ATR |
0-086 |
0-090 |
0-003 |
4.0% |
0-000 |
| Volume |
21,153 |
253 |
-20,900 |
-98.8% |
39,574 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-089 |
115-043 |
114-180 |
|
| R3 |
114-314 |
114-268 |
114-154 |
|
| R2 |
114-219 |
114-219 |
114-145 |
|
| R1 |
114-173 |
114-173 |
114-136 |
114-196 |
| PP |
114-124 |
114-124 |
114-124 |
114-136 |
| S1 |
114-078 |
114-078 |
114-119 |
114-101 |
| S2 |
114-029 |
114-029 |
114-110 |
|
| S3 |
113-254 |
113-303 |
114-101 |
|
| S4 |
113-159 |
113-208 |
114-075 |
|
|
| 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 |
114-170 |
113-295 |
0-195 |
0.5% |
0-076 |
0.2% |
78% |
True |
False |
7,051 |
| 10 |
114-178 |
113-295 |
0-202 |
0.6% |
0-071 |
0.2% |
75% |
False |
False |
8,167 |
| 20 |
114-215 |
113-295 |
0-240 |
0.7% |
0-083 |
0.2% |
64% |
False |
False |
301,526 |
| 40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-102 |
0.3% |
27% |
False |
False |
802,281 |
| 60 |
116-065 |
113-295 |
2-090 |
2.0% |
0-089 |
0.2% |
21% |
False |
False |
783,715 |
| 80 |
116-282 |
113-295 |
2-307 |
2.6% |
0-086 |
0.2% |
16% |
False |
False |
815,813 |
| 100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-081 |
0.2% |
15% |
False |
False |
676,723 |
| 120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-075 |
0.2% |
14% |
False |
False |
564,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-254 |
|
2.618 |
115-099 |
|
1.618 |
115-004 |
|
1.000 |
114-265 |
|
0.618 |
114-229 |
|
HIGH |
114-170 |
|
0.618 |
114-134 |
|
0.500 |
114-123 |
|
0.382 |
114-111 |
|
LOW |
114-075 |
|
0.618 |
114-016 |
|
1.000 |
113-300 |
|
1.618 |
113-241 |
|
2.618 |
113-146 |
|
4.250 |
112-311 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-126 |
114-109 |
| PP |
114-124 |
114-091 |
| S1 |
114-123 |
114-073 |
|