ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-015 |
114-138 |
0-122 |
0.3% |
114-007 |
| High |
114-145 |
114-198 |
0-053 |
0.1% |
114-107 |
| Low |
114-007 |
114-082 |
0-075 |
0.2% |
113-190 |
| Close |
114-120 |
114-113 |
-0-007 |
0.0% |
114-067 |
| Range |
0-138 |
0-115 |
-0-022 |
-16.4% |
0-237 |
| ATR |
0-097 |
0-098 |
0-001 |
1.3% |
0-000 |
| Volume |
1,167,487 |
1,335,101 |
167,614 |
14.4% |
5,107,374 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-156 |
115-089 |
114-176 |
|
| R3 |
115-041 |
114-294 |
114-144 |
|
| R2 |
114-246 |
114-246 |
114-134 |
|
| R1 |
114-179 |
114-179 |
114-123 |
114-155 |
| PP |
114-131 |
114-131 |
114-131 |
114-119 |
| S1 |
114-064 |
114-064 |
114-102 |
114-040 |
| S2 |
114-016 |
114-016 |
114-091 |
|
| S3 |
113-221 |
113-269 |
114-081 |
|
| S4 |
113-106 |
113-154 |
114-049 |
|
|
| 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 |
114-198 |
113-275 |
0-242 |
0.7% |
0-108 |
0.3% |
65% |
True |
False |
1,154,683 |
| 10 |
114-198 |
113-190 |
1-007 |
0.9% |
0-094 |
0.3% |
74% |
True |
False |
972,945 |
| 20 |
114-198 |
113-190 |
1-007 |
0.9% |
0-094 |
0.3% |
74% |
True |
False |
936,207 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-109 |
0.3% |
42% |
False |
False |
684,422 |
| 60 |
115-293 |
113-190 |
2-102 |
2.0% |
0-089 |
0.2% |
33% |
False |
False |
456,797 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-067 |
0.2% |
26% |
False |
False |
342,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-046 |
|
2.618 |
115-179 |
|
1.618 |
115-064 |
|
1.000 |
114-313 |
|
0.618 |
114-269 |
|
HIGH |
114-198 |
|
0.618 |
114-154 |
|
0.500 |
114-140 |
|
0.382 |
114-126 |
|
LOW |
114-082 |
|
0.618 |
114-011 |
|
1.000 |
113-287 |
|
1.618 |
113-216 |
|
2.618 |
113-101 |
|
4.250 |
112-234 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-140 |
114-109 |
| PP |
114-131 |
114-106 |
| S1 |
114-122 |
114-102 |
|