ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-313 |
113-245 |
-0-068 |
-0.2% |
113-305 |
| High |
113-318 |
113-298 |
-0-020 |
-0.1% |
114-093 |
| Low |
113-242 |
113-190 |
-0-052 |
-0.1% |
113-287 |
| Close |
113-273 |
113-255 |
-0-018 |
0.0% |
114-005 |
| Range |
0-075 |
0-107 |
0-032 |
43.3% |
0-125 |
| ATR |
0-091 |
0-092 |
0-001 |
1.3% |
0-000 |
| Volume |
710,898 |
1,044,699 |
333,801 |
47.0% |
3,837,039 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-250 |
114-200 |
113-314 |
|
| R3 |
114-142 |
114-092 |
113-285 |
|
| R2 |
114-035 |
114-035 |
113-275 |
|
| R1 |
113-305 |
113-305 |
113-265 |
114-010 |
| PP |
113-248 |
113-248 |
113-248 |
113-260 |
| S1 |
113-198 |
113-198 |
113-245 |
113-223 |
| S2 |
113-140 |
113-140 |
113-235 |
|
| S3 |
113-033 |
113-090 |
113-225 |
|
| S4 |
112-245 |
112-303 |
113-196 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-077 |
115-006 |
114-074 |
|
| R3 |
114-272 |
114-201 |
114-039 |
|
| R2 |
114-147 |
114-147 |
114-028 |
|
| R1 |
114-076 |
114-076 |
114-016 |
114-111 |
| PP |
114-022 |
114-022 |
114-022 |
114-039 |
| S1 |
113-271 |
113-271 |
113-314 |
113-306 |
| S2 |
113-217 |
113-217 |
113-302 |
|
| S3 |
113-092 |
113-146 |
113-291 |
|
| S4 |
112-287 |
113-021 |
113-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-093 |
113-190 |
0-222 |
0.6% |
0-080 |
0.2% |
29% |
False |
True |
791,207 |
| 10 |
114-093 |
113-190 |
0-222 |
0.6% |
0-075 |
0.2% |
29% |
False |
True |
792,308 |
| 20 |
114-127 |
113-190 |
0-257 |
0.7% |
0-089 |
0.2% |
25% |
False |
True |
1,003,183 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-106 |
0.3% |
11% |
False |
True |
540,399 |
| 60 |
116-033 |
113-190 |
2-162 |
2.2% |
0-080 |
0.2% |
8% |
False |
True |
360,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-114 |
|
2.618 |
114-259 |
|
1.618 |
114-151 |
|
1.000 |
114-085 |
|
0.618 |
114-044 |
|
HIGH |
113-298 |
|
0.618 |
113-256 |
|
0.500 |
113-244 |
|
0.382 |
113-231 |
|
LOW |
113-190 |
|
0.618 |
113-124 |
|
1.000 |
113-083 |
|
1.618 |
113-016 |
|
2.618 |
112-229 |
|
4.250 |
112-053 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-251 |
113-275 |
| PP |
113-248 |
113-268 |
| S1 |
113-244 |
113-262 |
|