ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-245 |
113-280 |
0-035 |
0.1% |
113-305 |
| High |
113-298 |
114-082 |
0-105 |
0.3% |
114-093 |
| Low |
113-190 |
113-275 |
0-085 |
0.2% |
113-287 |
| Close |
113-255 |
114-033 |
0-098 |
0.3% |
114-005 |
| Range |
0-107 |
0-127 |
0-020 |
18.6% |
0-125 |
| ATR |
0-092 |
0-096 |
0-004 |
4.3% |
0-000 |
| Volume |
1,044,699 |
1,402,789 |
358,090 |
34.3% |
3,837,039 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-086 |
115-027 |
114-103 |
|
| R3 |
114-278 |
114-219 |
114-068 |
|
| R2 |
114-151 |
114-151 |
114-056 |
|
| R1 |
114-092 |
114-092 |
114-044 |
114-121 |
| PP |
114-023 |
114-023 |
114-023 |
114-038 |
| S1 |
113-284 |
113-284 |
114-021 |
113-314 |
| S2 |
113-216 |
113-216 |
114-009 |
|
| S3 |
113-088 |
113-157 |
113-317 |
|
| S4 |
112-281 |
113-029 |
113-282 |
|
|
| 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 |
114-082 |
113-190 |
0-212 |
0.6% |
0-091 |
0.2% |
76% |
True |
False |
926,811 |
| 10 |
114-093 |
113-190 |
0-222 |
0.6% |
0-082 |
0.2% |
73% |
False |
False |
868,237 |
| 20 |
114-127 |
113-190 |
0-257 |
0.7% |
0-092 |
0.3% |
63% |
False |
False |
1,009,341 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-108 |
0.3% |
28% |
False |
False |
575,444 |
| 60 |
116-033 |
113-190 |
2-162 |
2.2% |
0-083 |
0.2% |
20% |
False |
False |
383,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-304 |
|
2.618 |
115-096 |
|
1.618 |
114-289 |
|
1.000 |
114-210 |
|
0.618 |
114-161 |
|
HIGH |
114-082 |
|
0.618 |
114-034 |
|
0.500 |
114-019 |
|
0.382 |
114-004 |
|
LOW |
113-275 |
|
0.618 |
113-196 |
|
1.000 |
113-148 |
|
1.618 |
113-069 |
|
2.618 |
112-261 |
|
4.250 |
112-053 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-028 |
114-014 |
| PP |
114-023 |
113-315 |
| S1 |
114-019 |
113-296 |
|