ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-035 |
114-070 |
0-035 |
0.1% |
114-007 |
| High |
114-107 |
114-085 |
-0-022 |
-0.1% |
114-107 |
| Low |
114-020 |
114-013 |
-0-007 |
0.0% |
113-190 |
| Close |
114-067 |
114-030 |
-0-037 |
-0.1% |
114-067 |
| Range |
0-087 |
0-072 |
-0-015 |
-17.2% |
0-237 |
| ATR |
0-095 |
0-094 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,108,354 |
759,684 |
-348,670 |
-31.5% |
5,107,374 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-260 |
114-217 |
114-070 |
|
| R3 |
114-187 |
114-145 |
114-050 |
|
| R2 |
114-115 |
114-115 |
114-043 |
|
| R1 |
114-073 |
114-073 |
114-037 |
114-058 |
| PP |
114-043 |
114-043 |
114-043 |
114-035 |
| S1 |
114-000 |
114-000 |
114-023 |
113-305 |
| S2 |
113-290 |
113-290 |
114-017 |
|
| S3 |
113-218 |
113-248 |
114-010 |
|
| S4 |
113-145 |
113-175 |
113-310 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-087 |
115-315 |
114-198 |
|
| R3 |
115-170 |
115-077 |
114-133 |
|
| R2 |
114-252 |
114-252 |
114-111 |
|
| R1 |
114-160 |
114-160 |
114-089 |
114-206 |
| PP |
114-015 |
114-015 |
114-015 |
114-038 |
| S1 |
113-243 |
113-243 |
114-046 |
113-289 |
| S2 |
113-098 |
113-098 |
114-024 |
|
| S3 |
112-180 |
113-005 |
114-002 |
|
| S4 |
111-263 |
112-088 |
113-257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-107 |
113-190 |
0-237 |
0.7% |
0-094 |
0.3% |
67% |
False |
False |
1,005,284 |
| 10 |
114-107 |
113-190 |
0-237 |
0.7% |
0-085 |
0.2% |
67% |
False |
False |
916,116 |
| 20 |
114-127 |
113-190 |
0-257 |
0.7% |
0-091 |
0.3% |
62% |
False |
False |
939,344 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-107 |
0.3% |
28% |
False |
False |
622,047 |
| 60 |
116-033 |
113-190 |
2-162 |
2.2% |
0-085 |
0.2% |
20% |
False |
False |
415,087 |
| 80 |
116-180 |
113-190 |
2-310 |
2.6% |
0-064 |
0.2% |
17% |
False |
False |
311,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-073 |
|
2.618 |
114-275 |
|
1.618 |
114-202 |
|
1.000 |
114-157 |
|
0.618 |
114-130 |
|
HIGH |
114-085 |
|
0.618 |
114-057 |
|
0.500 |
114-049 |
|
0.382 |
114-040 |
|
LOW |
114-013 |
|
0.618 |
113-288 |
|
1.000 |
113-260 |
|
1.618 |
113-215 |
|
2.618 |
113-143 |
|
4.250 |
113-024 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-049 |
114-031 |
| PP |
114-043 |
114-031 |
| S1 |
114-036 |
114-030 |
|