ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-187 |
114-207 |
0-020 |
0.1% |
114-145 |
| High |
114-240 |
114-247 |
0-007 |
0.0% |
115-213 |
| Low |
114-187 |
114-050 |
-0-137 |
-0.4% |
114-118 |
| Close |
114-205 |
114-065 |
-0-140 |
-0.4% |
114-262 |
| Range |
0-053 |
0-197 |
0-145 |
276.1% |
1-095 |
| ATR |
0-110 |
0-117 |
0-006 |
5.6% |
0-000 |
| Volume |
793,896 |
1,403,645 |
609,749 |
76.8% |
8,772,183 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-073 |
115-267 |
114-174 |
|
| R3 |
115-196 |
115-069 |
114-119 |
|
| R2 |
114-318 |
114-318 |
114-101 |
|
| R1 |
114-192 |
114-192 |
114-083 |
114-156 |
| PP |
114-121 |
114-121 |
114-121 |
114-103 |
| S1 |
113-314 |
113-314 |
114-047 |
113-279 |
| S2 |
113-243 |
113-243 |
114-029 |
|
| S3 |
113-046 |
113-117 |
114-011 |
|
| S4 |
112-168 |
112-239 |
113-276 |
|
|
| 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 |
114-050 |
0-307 |
0.8% |
0-124 |
0.3% |
5% |
False |
True |
1,295,861 |
| 10 |
115-213 |
114-050 |
1-162 |
1.3% |
0-153 |
0.4% |
3% |
False |
True |
1,431,863 |
| 20 |
115-213 |
114-050 |
1-162 |
1.3% |
0-114 |
0.3% |
3% |
False |
True |
1,184,168 |
| 40 |
116-118 |
114-050 |
2-067 |
1.9% |
0-088 |
0.2% |
2% |
False |
True |
924,745 |
| 60 |
116-282 |
114-050 |
2-232 |
2.4% |
0-085 |
0.2% |
2% |
False |
True |
909,707 |
| 80 |
117-055 |
114-050 |
3-005 |
2.6% |
0-080 |
0.2% |
2% |
False |
True |
686,339 |
| 100 |
117-200 |
114-050 |
3-150 |
3.0% |
0-070 |
0.2% |
1% |
False |
True |
549,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-127 |
|
2.618 |
116-124 |
|
1.618 |
115-247 |
|
1.000 |
115-125 |
|
0.618 |
115-050 |
|
HIGH |
114-247 |
|
0.618 |
114-172 |
|
0.500 |
114-149 |
|
0.382 |
114-125 |
|
LOW |
114-050 |
|
0.618 |
113-248 |
|
1.000 |
113-173 |
|
1.618 |
113-051 |
|
2.618 |
112-173 |
|
4.250 |
111-171 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-149 |
114-149 |
| PP |
114-121 |
114-121 |
| S1 |
114-093 |
114-093 |
|