ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-162 |
114-225 |
0-062 |
0.2% |
114-078 |
| High |
114-222 |
114-313 |
0-090 |
0.2% |
114-190 |
| Low |
114-115 |
114-182 |
0-067 |
0.2% |
113-295 |
| Close |
114-215 |
114-202 |
-0-013 |
0.0% |
114-160 |
| Range |
0-107 |
0-130 |
0-023 |
21.0% |
0-215 |
| ATR |
0-087 |
0-090 |
0-003 |
3.5% |
0-000 |
| Volume |
2,050 |
6,244 |
4,194 |
204.6% |
31,636 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-303 |
115-223 |
114-274 |
|
| R3 |
115-173 |
115-093 |
114-238 |
|
| R2 |
115-043 |
115-043 |
114-226 |
|
| R1 |
114-283 |
114-283 |
114-214 |
114-258 |
| PP |
114-233 |
114-233 |
114-233 |
114-220 |
| S1 |
114-152 |
114-152 |
114-191 |
114-127 |
| S2 |
114-102 |
114-102 |
114-179 |
|
| S3 |
113-292 |
114-022 |
114-167 |
|
| S4 |
113-162 |
113-212 |
114-131 |
|
|
| 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 |
114-313 |
114-075 |
0-238 |
0.6% |
0-091 |
0.2% |
54% |
True |
False |
2,000 |
| 10 |
114-313 |
113-295 |
1-018 |
0.9% |
0-080 |
0.2% |
67% |
True |
False |
4,843 |
| 20 |
114-313 |
113-295 |
1-018 |
0.9% |
0-083 |
0.2% |
67% |
True |
False |
18,482 |
| 40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-103 |
0.3% |
41% |
False |
False |
714,124 |
| 60 |
116-047 |
113-295 |
2-072 |
1.9% |
0-091 |
0.2% |
32% |
False |
False |
756,282 |
| 80 |
116-227 |
113-295 |
2-252 |
2.4% |
0-086 |
0.2% |
25% |
False |
False |
742,518 |
| 100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-082 |
0.2% |
22% |
False |
False |
676,381 |
| 120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-078 |
0.2% |
20% |
False |
False |
564,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-225 |
|
2.618 |
116-013 |
|
1.618 |
115-203 |
|
1.000 |
115-123 |
|
0.618 |
115-073 |
|
HIGH |
114-313 |
|
0.618 |
114-263 |
|
0.500 |
114-248 |
|
0.382 |
114-232 |
|
LOW |
114-182 |
|
0.618 |
114-102 |
|
1.000 |
114-052 |
|
1.618 |
113-292 |
|
2.618 |
113-162 |
|
4.250 |
112-270 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-248 |
114-214 |
| PP |
114-233 |
114-210 |
| S1 |
114-217 |
114-206 |
|