ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-082 |
114-020 |
-0-062 |
-0.2% |
114-018 |
| High |
114-127 |
114-110 |
-0-017 |
0.0% |
114-127 |
| Low |
114-005 |
113-298 |
-0-027 |
-0.1% |
113-233 |
| Close |
114-030 |
114-002 |
-0-028 |
-0.1% |
114-030 |
| Range |
0-122 |
0-133 |
0-010 |
8.2% |
0-215 |
| ATR |
0-108 |
0-110 |
0-002 |
1.6% |
0-000 |
| Volume |
1,130,824 |
824,974 |
-305,850 |
-27.0% |
7,188,424 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-108 |
115-028 |
114-075 |
|
| R3 |
114-295 |
114-215 |
114-039 |
|
| R2 |
114-163 |
114-163 |
114-027 |
|
| R1 |
114-083 |
114-083 |
114-015 |
114-056 |
| PP |
114-030 |
114-030 |
114-030 |
114-017 |
| S1 |
113-270 |
113-270 |
113-310 |
113-244 |
| S2 |
113-217 |
113-217 |
113-298 |
|
| S3 |
113-085 |
113-137 |
113-286 |
|
| S4 |
112-272 |
113-005 |
113-250 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-028 |
115-244 |
114-148 |
|
| R3 |
115-133 |
115-029 |
114-089 |
|
| R2 |
114-238 |
114-238 |
114-069 |
|
| R1 |
114-134 |
114-134 |
114-050 |
114-186 |
| PP |
114-023 |
114-023 |
114-023 |
114-049 |
| S1 |
113-239 |
113-239 |
114-010 |
113-291 |
| S2 |
113-128 |
113-128 |
113-311 |
|
| S3 |
112-233 |
113-024 |
113-291 |
|
| S4 |
112-018 |
112-129 |
113-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-127 |
113-233 |
0-215 |
0.6% |
0-124 |
0.3% |
42% |
False |
False |
1,184,940 |
| 10 |
114-127 |
113-222 |
0-225 |
0.6% |
0-106 |
0.3% |
44% |
False |
False |
1,159,840 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-131 |
0.4% |
20% |
False |
False |
598,728 |
| 40 |
115-202 |
113-210 |
1-312 |
1.7% |
0-096 |
0.3% |
18% |
False |
False |
301,076 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-065 |
0.2% |
12% |
False |
False |
200,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-033 |
|
2.618 |
115-137 |
|
1.618 |
115-004 |
|
1.000 |
114-243 |
|
0.618 |
114-192 |
|
HIGH |
114-110 |
|
0.618 |
114-059 |
|
0.500 |
114-044 |
|
0.382 |
114-028 |
|
LOW |
113-298 |
|
0.618 |
113-216 |
|
1.000 |
113-165 |
|
1.618 |
113-083 |
|
2.618 |
112-271 |
|
4.250 |
112-054 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-044 |
114-046 |
| PP |
114-030 |
114-032 |
| S1 |
114-016 |
114-017 |
|