ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-020 |
113-313 |
-0-027 |
-0.1% |
114-018 |
| High |
114-110 |
114-033 |
-0-078 |
-0.2% |
114-127 |
| Low |
113-298 |
113-280 |
-0-018 |
0.0% |
113-233 |
| Close |
114-002 |
113-315 |
-0-007 |
0.0% |
114-030 |
| Range |
0-133 |
0-073 |
-0-060 |
-45.3% |
0-215 |
| ATR |
0-110 |
0-107 |
-0-003 |
-2.4% |
0-000 |
| Volume |
824,974 |
779,835 |
-45,139 |
-5.5% |
7,188,424 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-213 |
114-177 |
114-035 |
|
| R3 |
114-141 |
114-104 |
114-015 |
|
| R2 |
114-068 |
114-068 |
114-008 |
|
| R1 |
114-032 |
114-032 |
114-002 |
114-050 |
| PP |
113-316 |
113-316 |
113-316 |
114-005 |
| S1 |
113-279 |
113-279 |
113-308 |
113-298 |
| S2 |
113-243 |
113-243 |
113-302 |
|
| S3 |
113-171 |
113-207 |
113-295 |
|
| S4 |
113-098 |
113-134 |
113-275 |
|
|
| 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% |
0-112 |
0.3% |
38% |
False |
False |
1,045,739 |
| 10 |
114-127 |
113-230 |
0-217 |
0.6% |
0-102 |
0.3% |
39% |
False |
False |
1,210,330 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-121 |
0.3% |
19% |
False |
False |
636,232 |
| 40 |
115-202 |
113-210 |
1-312 |
1.7% |
0-098 |
0.3% |
17% |
False |
False |
320,538 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-066 |
0.2% |
12% |
False |
False |
213,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-021 |
|
2.618 |
114-222 |
|
1.618 |
114-150 |
|
1.000 |
114-105 |
|
0.618 |
114-077 |
|
HIGH |
114-033 |
|
0.618 |
114-005 |
|
0.500 |
113-316 |
|
0.382 |
113-308 |
|
LOW |
113-280 |
|
0.618 |
113-235 |
|
1.000 |
113-207 |
|
1.618 |
113-163 |
|
2.618 |
113-090 |
|
4.250 |
112-292 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-316 |
114-044 |
| PP |
113-316 |
114-027 |
| S1 |
113-315 |
114-011 |
|