ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-007 |
113-310 |
-0-017 |
0.0% |
114-018 |
| High |
114-080 |
114-040 |
-0-040 |
-0.1% |
114-127 |
| Low |
113-302 |
113-300 |
-0-002 |
0.0% |
113-233 |
| Close |
113-313 |
114-015 |
0-022 |
0.1% |
114-030 |
| Range |
0-098 |
0-060 |
-0-038 |
-38.5% |
0-215 |
| ATR |
0-107 |
0-103 |
-0-003 |
-3.1% |
0-000 |
| Volume |
888,452 |
643,492 |
-244,960 |
-27.6% |
7,188,424 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-192 |
114-163 |
114-048 |
|
| R3 |
114-132 |
114-103 |
114-032 |
|
| R2 |
114-072 |
114-072 |
114-026 |
|
| R1 |
114-043 |
114-043 |
114-021 |
114-058 |
| PP |
114-012 |
114-012 |
114-012 |
114-019 |
| S1 |
113-303 |
113-303 |
114-010 |
113-318 |
| S2 |
113-272 |
113-272 |
114-004 |
|
| S3 |
113-212 |
113-243 |
113-319 |
|
| S4 |
113-152 |
113-183 |
113-302 |
|
|
| 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 |
113-280 |
0-167 |
0.5% |
0-097 |
0.3% |
33% |
False |
False |
853,515 |
| 10 |
114-127 |
113-233 |
0-215 |
0.6% |
0-102 |
0.3% |
48% |
False |
False |
1,150,444 |
| 20 |
114-270 |
113-210 |
1-060 |
1.0% |
0-106 |
0.3% |
33% |
False |
False |
709,528 |
| 40 |
115-150 |
113-210 |
1-260 |
1.6% |
0-100 |
0.3% |
22% |
False |
False |
358,829 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-069 |
0.2% |
14% |
False |
False |
239,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-295 |
|
2.618 |
114-197 |
|
1.618 |
114-137 |
|
1.000 |
114-100 |
|
0.618 |
114-077 |
|
HIGH |
114-040 |
|
0.618 |
114-017 |
|
0.500 |
114-010 |
|
0.382 |
114-003 |
|
LOW |
113-300 |
|
0.618 |
113-263 |
|
1.000 |
113-240 |
|
1.618 |
113-203 |
|
2.618 |
113-143 |
|
4.250 |
113-045 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-013 |
114-020 |
| PP |
114-012 |
114-018 |
| S1 |
114-010 |
114-017 |
|