ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-158 |
114-162 |
0-005 |
0.0% |
114-078 |
| High |
114-173 |
114-222 |
0-050 |
0.1% |
114-190 |
| Low |
114-118 |
114-115 |
-0-002 |
0.0% |
113-295 |
| Close |
114-122 |
114-215 |
0-093 |
0.3% |
114-160 |
| Range |
0-055 |
0-107 |
0-052 |
95.4% |
0-215 |
| ATR |
0-086 |
0-087 |
0-002 |
1.8% |
0-000 |
| Volume |
1,444 |
2,050 |
606 |
42.0% |
31,636 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-187 |
115-148 |
114-274 |
|
| R3 |
115-079 |
115-041 |
114-245 |
|
| R2 |
114-292 |
114-292 |
114-235 |
|
| R1 |
114-253 |
114-253 |
114-225 |
114-272 |
| PP |
114-184 |
114-184 |
114-184 |
114-194 |
| S1 |
114-146 |
114-146 |
114-205 |
114-165 |
| S2 |
114-077 |
114-077 |
114-195 |
|
| S3 |
113-289 |
114-038 |
114-185 |
|
| S4 |
113-182 |
113-251 |
114-156 |
|
|
| 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 |
114-222 |
113-295 |
0-247 |
0.7% |
0-085 |
0.2% |
97% |
True |
False |
4,982 |
| 10 |
114-222 |
113-295 |
0-247 |
0.7% |
0-075 |
0.2% |
97% |
True |
False |
5,184 |
| 20 |
114-222 |
113-295 |
0-247 |
0.7% |
0-080 |
0.2% |
97% |
True |
False |
30,292 |
| 40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-101 |
0.3% |
43% |
False |
False |
735,949 |
| 60 |
116-065 |
113-295 |
2-090 |
2.0% |
0-090 |
0.2% |
33% |
False |
False |
763,886 |
| 80 |
116-227 |
113-295 |
2-252 |
2.4% |
0-086 |
0.2% |
27% |
False |
False |
759,951 |
| 100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-081 |
0.2% |
23% |
False |
False |
676,438 |
| 120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-077 |
0.2% |
21% |
False |
False |
564,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-039 |
|
2.618 |
115-184 |
|
1.618 |
115-076 |
|
1.000 |
115-010 |
|
0.618 |
114-289 |
|
HIGH |
114-222 |
|
0.618 |
114-181 |
|
0.500 |
114-169 |
|
0.382 |
114-156 |
|
LOW |
114-115 |
|
0.618 |
114-049 |
|
1.000 |
114-008 |
|
1.618 |
113-261 |
|
2.618 |
113-154 |
|
4.250 |
112-298 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-200 |
114-200 |
| PP |
114-184 |
114-184 |
| S1 |
114-169 |
114-169 |
|