ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-040 |
113-278 |
-0-082 |
-0.2% |
114-002 |
| High |
114-053 |
113-310 |
-0-062 |
-0.2% |
114-045 |
| Low |
113-242 |
113-233 |
-0-010 |
0.0% |
113-222 |
| Close |
113-267 |
113-298 |
0-030 |
0.1% |
114-027 |
| Range |
0-130 |
0-078 |
-0-053 |
-40.4% |
0-142 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,475,838 |
1,089,500 |
-386,338 |
-26.2% |
3,585,011 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-193 |
114-163 |
114-020 |
|
| R3 |
114-115 |
114-085 |
113-319 |
|
| R2 |
114-038 |
114-038 |
113-312 |
|
| R1 |
114-008 |
114-008 |
113-305 |
114-023 |
| PP |
113-280 |
113-280 |
113-280 |
113-288 |
| S1 |
113-250 |
113-250 |
113-290 |
113-265 |
| S2 |
113-203 |
113-203 |
113-283 |
|
| S3 |
113-125 |
113-173 |
113-276 |
|
| S4 |
113-047 |
113-095 |
113-255 |
|
|
| 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% |
0-090 |
0.2% |
40% |
False |
False |
1,422,588 |
| 10 |
114-155 |
113-210 |
0-265 |
0.7% |
0-104 |
0.3% |
33% |
False |
False |
837,405 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-125 |
0.3% |
16% |
False |
False |
432,638 |
| 40 |
115-293 |
113-210 |
2-082 |
2.0% |
0-087 |
0.2% |
12% |
False |
False |
217,092 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-058 |
0.2% |
10% |
False |
False |
144,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-319 |
|
2.618 |
114-193 |
|
1.618 |
114-115 |
|
1.000 |
114-068 |
|
0.618 |
114-038 |
|
HIGH |
113-310 |
|
0.618 |
113-280 |
|
0.500 |
113-271 |
|
0.382 |
113-262 |
|
LOW |
113-233 |
|
0.618 |
113-185 |
|
1.000 |
113-155 |
|
1.618 |
113-107 |
|
2.618 |
113-030 |
|
4.250 |
112-223 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-289 |
113-316 |
| PP |
113-280 |
113-310 |
| S1 |
113-271 |
113-304 |
|