ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-042 |
114-055 |
0-013 |
0.0% |
114-020 |
| High |
114-087 |
114-093 |
0-005 |
0.0% |
114-110 |
| Low |
113-318 |
114-022 |
0-025 |
0.1% |
113-273 |
| Close |
114-060 |
114-042 |
-0-018 |
0.0% |
113-310 |
| Range |
0-090 |
0-070 |
-0-020 |
-22.2% |
0-158 |
| ATR |
0-096 |
0-094 |
-0-002 |
-1.9% |
0-000 |
| Volume |
934,847 |
724,770 |
-210,077 |
-22.5% |
3,983,072 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-263 |
114-223 |
114-081 |
|
| R3 |
114-193 |
114-153 |
114-062 |
|
| R2 |
114-123 |
114-123 |
114-055 |
|
| R1 |
114-083 |
114-083 |
114-049 |
114-068 |
| PP |
114-053 |
114-053 |
114-053 |
114-045 |
| S1 |
114-012 |
114-012 |
114-036 |
113-317 |
| S2 |
113-302 |
113-302 |
114-030 |
|
| S3 |
113-232 |
113-262 |
114-023 |
|
| S4 |
113-162 |
113-192 |
114-004 |
|
|
| 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 |
114-093 |
113-273 |
0-140 |
0.4% |
0-073 |
0.2% |
64% |
True |
False |
809,664 |
| 10 |
114-127 |
113-273 |
0-175 |
0.5% |
0-085 |
0.2% |
51% |
False |
False |
831,589 |
| 20 |
114-127 |
113-210 |
0-237 |
0.7% |
0-092 |
0.3% |
64% |
False |
False |
901,647 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-102 |
0.3% |
27% |
False |
False |
459,809 |
| 60 |
116-075 |
113-210 |
2-185 |
2.3% |
0-075 |
0.2% |
18% |
False |
False |
306,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-070 |
|
2.618 |
114-276 |
|
1.618 |
114-206 |
|
1.000 |
114-163 |
|
0.618 |
114-136 |
|
HIGH |
114-093 |
|
0.618 |
114-066 |
|
0.500 |
114-058 |
|
0.382 |
114-049 |
|
LOW |
114-022 |
|
0.618 |
113-299 |
|
1.000 |
113-272 |
|
1.618 |
113-229 |
|
2.618 |
113-159 |
|
4.250 |
113-045 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-058 |
114-044 |
| PP |
114-053 |
114-043 |
| S1 |
114-047 |
114-043 |
|