ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-018 |
114-040 |
0-022 |
0.1% |
114-002 |
| High |
114-080 |
114-053 |
-0-027 |
-0.1% |
114-045 |
| Low |
114-005 |
113-242 |
-0-082 |
-0.2% |
113-222 |
| Close |
114-045 |
113-267 |
-0-098 |
-0.3% |
114-027 |
| Range |
0-075 |
0-130 |
0-055 |
73.3% |
0-142 |
| ATR |
0-103 |
0-105 |
0-002 |
1.8% |
0-000 |
| Volume |
2,088,696 |
1,475,838 |
-612,858 |
-29.3% |
3,585,011 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-044 |
114-286 |
114-019 |
|
| R3 |
114-234 |
114-156 |
113-303 |
|
| R2 |
114-104 |
114-104 |
113-291 |
|
| R1 |
114-026 |
114-026 |
113-279 |
114-000 |
| PP |
113-294 |
113-294 |
113-294 |
113-281 |
| S1 |
113-216 |
113-216 |
113-256 |
113-190 |
| S2 |
113-164 |
113-164 |
113-244 |
|
| S3 |
113-034 |
113-086 |
113-232 |
|
| S4 |
112-224 |
112-276 |
113-196 |
|
|
| 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 |
113-230 |
0-170 |
0.5% |
0-093 |
0.3% |
22% |
False |
False |
1,374,921 |
| 10 |
114-155 |
113-210 |
0-265 |
0.7% |
0-102 |
0.3% |
22% |
False |
False |
731,103 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-125 |
0.3% |
10% |
False |
False |
378,373 |
| 40 |
116-033 |
113-210 |
2-142 |
2.1% |
0-085 |
0.2% |
7% |
False |
False |
189,855 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-057 |
0.2% |
6% |
False |
False |
126,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-285 |
|
2.618 |
115-073 |
|
1.618 |
114-263 |
|
1.000 |
114-183 |
|
0.618 |
114-133 |
|
HIGH |
114-053 |
|
0.618 |
114-003 |
|
0.500 |
113-308 |
|
0.382 |
113-292 |
|
LOW |
113-242 |
|
0.618 |
113-162 |
|
1.000 |
113-112 |
|
1.618 |
113-032 |
|
2.618 |
112-222 |
|
4.250 |
112-010 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-308 |
114-001 |
| PP |
113-294 |
113-303 |
| S1 |
113-281 |
113-285 |
|