ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
113-295 |
114-018 |
0-042 |
0.1% |
114-002 |
| High |
114-045 |
114-080 |
0-035 |
0.1% |
114-045 |
| Low |
113-270 |
114-005 |
0-055 |
0.2% |
113-222 |
| Close |
114-027 |
114-045 |
0-018 |
0.0% |
114-027 |
| Range |
0-095 |
0-075 |
-0-020 |
-21.0% |
0-142 |
| ATR |
0-106 |
0-103 |
-0-002 |
-2.1% |
0-000 |
| Volume |
1,179,272 |
2,088,696 |
909,424 |
77.1% |
3,585,011 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-268 |
114-232 |
114-086 |
|
| R3 |
114-193 |
114-157 |
114-066 |
|
| R2 |
114-118 |
114-118 |
114-059 |
|
| R1 |
114-082 |
114-082 |
114-052 |
114-100 |
| PP |
114-043 |
114-043 |
114-043 |
114-052 |
| S1 |
114-007 |
114-007 |
114-038 |
114-025 |
| S2 |
113-288 |
113-288 |
114-031 |
|
| S3 |
113-213 |
113-252 |
114-024 |
|
| S4 |
113-138 |
113-177 |
114-004 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-099 |
115-046 |
114-106 |
|
| R3 |
114-277 |
114-223 |
114-067 |
|
| R2 |
114-134 |
114-134 |
114-054 |
|
| R1 |
114-081 |
114-081 |
114-041 |
114-107 |
| PP |
113-312 |
113-312 |
113-312 |
114-005 |
| S1 |
113-258 |
113-258 |
114-014 |
113-285 |
| S2 |
113-169 |
113-169 |
114-001 |
|
| S3 |
113-027 |
113-116 |
113-308 |
|
| S4 |
112-204 |
112-293 |
113-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-080 |
113-222 |
0-178 |
0.5% |
0-088 |
0.2% |
80% |
True |
False |
1,134,741 |
| 10 |
114-155 |
113-210 |
0-265 |
0.7% |
0-096 |
0.3% |
58% |
False |
False |
586,369 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-123 |
0.3% |
28% |
False |
False |
304,749 |
| 40 |
116-033 |
113-210 |
2-142 |
2.1% |
0-082 |
0.2% |
20% |
False |
False |
152,959 |
| 60 |
116-180 |
113-210 |
2-290 |
2.5% |
0-055 |
0.1% |
17% |
False |
False |
101,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-079 |
|
2.618 |
114-276 |
|
1.618 |
114-201 |
|
1.000 |
114-155 |
|
0.618 |
114-126 |
|
HIGH |
114-080 |
|
0.618 |
114-051 |
|
0.500 |
114-042 |
|
0.382 |
114-034 |
|
LOW |
114-005 |
|
0.618 |
113-279 |
|
1.000 |
113-250 |
|
1.618 |
113-204 |
|
2.618 |
113-129 |
|
4.250 |
113-006 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-044 |
114-028 |
| PP |
114-043 |
114-012 |
| S1 |
114-042 |
113-315 |
|