ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-158 |
-0-013 |
0.0% |
114-078 |
| High |
114-190 |
114-173 |
-0-018 |
0.0% |
114-190 |
| Low |
114-122 |
114-118 |
-0-005 |
0.0% |
113-295 |
| Close |
114-160 |
114-122 |
-0-038 |
-0.1% |
114-160 |
| Range |
0-068 |
0-055 |
-0-013 |
-18.5% |
0-215 |
| ATR |
0-088 |
0-086 |
-0-002 |
-2.7% |
0-000 |
| Volume |
10 |
1,444 |
1,434 |
14,340.0% |
31,636 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-303 |
114-268 |
114-153 |
|
| R3 |
114-248 |
114-213 |
114-138 |
|
| R2 |
114-193 |
114-193 |
114-133 |
|
| R1 |
114-158 |
114-158 |
114-128 |
114-148 |
| PP |
114-138 |
114-138 |
114-138 |
114-133 |
| S1 |
114-102 |
114-102 |
114-117 |
114-092 |
| S2 |
114-082 |
114-082 |
114-112 |
|
| S3 |
114-027 |
114-047 |
114-107 |
|
| S4 |
113-292 |
113-312 |
114-092 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-113 |
116-032 |
114-278 |
|
| R3 |
115-218 |
115-137 |
114-219 |
|
| R2 |
115-003 |
115-003 |
114-199 |
|
| R1 |
114-242 |
114-242 |
114-180 |
114-283 |
| PP |
114-108 |
114-108 |
114-108 |
114-129 |
| S1 |
114-027 |
114-027 |
114-140 |
114-068 |
| S2 |
113-213 |
113-213 |
114-121 |
|
| S3 |
112-318 |
113-132 |
114-101 |
|
| S4 |
112-103 |
112-237 |
114-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-190 |
113-295 |
0-215 |
0.6% |
0-074 |
0.2% |
69% |
False |
False |
5,999 |
| 10 |
114-190 |
113-295 |
0-215 |
0.6% |
0-071 |
0.2% |
69% |
False |
False |
5,690 |
| 20 |
114-215 |
113-295 |
0-240 |
0.7% |
0-081 |
0.2% |
61% |
False |
False |
100,151 |
| 40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-101 |
0.3% |
26% |
False |
False |
758,857 |
| 60 |
116-065 |
113-295 |
2-090 |
2.0% |
0-089 |
0.2% |
20% |
False |
False |
770,568 |
| 80 |
116-253 |
113-295 |
2-278 |
2.5% |
0-086 |
0.2% |
16% |
False |
False |
775,020 |
| 100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-081 |
0.2% |
14% |
False |
False |
676,510 |
| 120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-076 |
0.2% |
13% |
False |
False |
564,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-086 |
|
2.618 |
114-317 |
|
1.618 |
114-262 |
|
1.000 |
114-228 |
|
0.618 |
114-207 |
|
HIGH |
114-173 |
|
0.618 |
114-151 |
|
0.500 |
114-145 |
|
0.382 |
114-139 |
|
LOW |
114-118 |
|
0.618 |
114-084 |
|
1.000 |
114-062 |
|
1.618 |
114-029 |
|
2.618 |
113-293 |
|
4.250 |
113-204 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-145 |
114-133 |
| PP |
114-138 |
114-129 |
| S1 |
114-130 |
114-126 |
|