ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-305 |
114-015 |
0-030 |
0.1% |
114-020 |
| High |
114-025 |
114-073 |
0-048 |
0.1% |
114-110 |
| Low |
113-287 |
113-315 |
0-028 |
0.1% |
113-273 |
| Close |
114-015 |
114-027 |
0-012 |
0.0% |
113-310 |
| Range |
0-058 |
0-078 |
0-020 |
34.8% |
0-158 |
| ATR |
0-098 |
0-096 |
-0-001 |
-1.5% |
0-000 |
| Volume |
542,936 |
999,449 |
456,513 |
84.1% |
3,983,072 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-264 |
114-223 |
114-070 |
|
| R3 |
114-187 |
114-146 |
114-049 |
|
| R2 |
114-109 |
114-109 |
114-042 |
|
| R1 |
114-068 |
114-068 |
114-035 |
114-089 |
| PP |
114-032 |
114-032 |
114-032 |
114-042 |
| S1 |
113-311 |
113-311 |
114-020 |
114-011 |
| S2 |
113-274 |
113-274 |
114-013 |
|
| S3 |
113-197 |
113-233 |
114-006 |
|
| S4 |
113-119 |
113-156 |
113-305 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-170 |
115-078 |
114-077 |
|
| R3 |
115-013 |
114-240 |
114-033 |
|
| R2 |
114-175 |
114-175 |
114-019 |
|
| R1 |
114-083 |
114-083 |
114-004 |
114-050 |
| PP |
114-018 |
114-018 |
114-018 |
114-001 |
| S1 |
113-245 |
113-245 |
113-296 |
113-213 |
| S2 |
113-180 |
113-180 |
113-281 |
|
| S3 |
113-023 |
113-088 |
113-267 |
|
| S4 |
112-185 |
112-250 |
113-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-080 |
113-273 |
0-127 |
0.3% |
0-073 |
0.2% |
59% |
False |
False |
784,129 |
| 10 |
114-127 |
113-233 |
0-215 |
0.6% |
0-093 |
0.3% |
53% |
False |
False |
914,934 |
| 20 |
114-155 |
113-210 |
0-265 |
0.7% |
0-097 |
0.3% |
52% |
False |
False |
823,019 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-101 |
0.3% |
25% |
False |
False |
418,408 |
| 60 |
116-125 |
113-210 |
2-235 |
2.4% |
0-072 |
0.2% |
16% |
False |
False |
279,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-082 |
|
2.618 |
114-275 |
|
1.618 |
114-198 |
|
1.000 |
114-150 |
|
0.618 |
114-120 |
|
HIGH |
114-073 |
|
0.618 |
114-043 |
|
0.500 |
114-034 |
|
0.382 |
114-025 |
|
LOW |
113-315 |
|
0.618 |
113-267 |
|
1.000 |
113-238 |
|
1.618 |
113-190 |
|
2.618 |
113-112 |
|
4.250 |
112-306 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-034 |
114-022 |
| PP |
114-032 |
114-018 |
| S1 |
114-030 |
114-013 |
|