ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-220 |
114-187 |
-0-033 |
-0.1% |
114-145 |
| High |
114-220 |
114-240 |
0-020 |
0.1% |
115-213 |
| Low |
114-155 |
114-187 |
0-032 |
0.1% |
114-118 |
| Close |
114-198 |
114-205 |
0-007 |
0.0% |
114-262 |
| Range |
0-065 |
0-053 |
-0-012 |
-19.2% |
1-095 |
| ATR |
0-115 |
0-110 |
-0-004 |
-3.9% |
0-000 |
| Volume |
960,477 |
793,896 |
-166,581 |
-17.3% |
8,772,183 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-048 |
115-019 |
114-234 |
|
| R3 |
114-316 |
114-287 |
114-219 |
|
| R2 |
114-263 |
114-263 |
114-215 |
|
| R1 |
114-234 |
114-234 |
114-210 |
114-249 |
| PP |
114-211 |
114-211 |
114-211 |
114-218 |
| S1 |
114-182 |
114-182 |
114-200 |
114-196 |
| S2 |
114-158 |
114-158 |
114-195 |
|
| S3 |
114-106 |
114-129 |
114-191 |
|
| S4 |
114-053 |
114-077 |
114-176 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-269 |
118-041 |
115-171 |
|
| R3 |
117-174 |
116-266 |
115-057 |
|
| R2 |
116-079 |
116-079 |
115-019 |
|
| R1 |
115-171 |
115-171 |
114-301 |
115-285 |
| PP |
114-304 |
114-304 |
114-304 |
115-041 |
| S1 |
114-076 |
114-076 |
114-224 |
114-190 |
| S2 |
113-209 |
113-209 |
114-186 |
|
| S3 |
112-114 |
112-301 |
114-148 |
|
| S4 |
111-019 |
111-206 |
114-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-038 |
114-118 |
0-240 |
0.7% |
0-111 |
0.3% |
36% |
False |
False |
1,278,434 |
| 10 |
115-213 |
114-093 |
1-120 |
1.2% |
0-144 |
0.4% |
26% |
False |
False |
1,436,392 |
| 20 |
115-213 |
114-093 |
1-120 |
1.2% |
0-109 |
0.3% |
26% |
False |
False |
1,158,621 |
| 40 |
116-135 |
114-093 |
2-042 |
1.9% |
0-084 |
0.2% |
16% |
False |
False |
904,872 |
| 60 |
116-282 |
114-093 |
2-190 |
2.3% |
0-083 |
0.2% |
14% |
False |
False |
887,021 |
| 80 |
117-065 |
114-093 |
2-292 |
2.5% |
0-078 |
0.2% |
12% |
False |
False |
668,797 |
| 100 |
117-200 |
114-093 |
3-107 |
2.9% |
0-068 |
0.2% |
11% |
False |
False |
535,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-143 |
|
2.618 |
115-057 |
|
1.618 |
115-005 |
|
1.000 |
114-293 |
|
0.618 |
114-272 |
|
HIGH |
114-240 |
|
0.618 |
114-220 |
|
0.500 |
114-214 |
|
0.382 |
114-208 |
|
LOW |
114-187 |
|
0.618 |
114-155 |
|
1.000 |
114-135 |
|
1.618 |
114-103 |
|
2.618 |
114-050 |
|
4.250 |
113-284 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-214 |
114-256 |
| PP |
114-211 |
114-239 |
| S1 |
114-208 |
114-222 |
|