ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-053 |
114-093 |
0-040 |
0.1% |
114-220 |
| High |
114-120 |
114-102 |
-0-018 |
0.0% |
114-247 |
| Low |
114-045 |
114-002 |
-0-042 |
-0.1% |
113-315 |
| Close |
114-098 |
114-067 |
-0-030 |
-0.1% |
114-098 |
| Range |
0-075 |
0-100 |
0-025 |
33.3% |
0-252 |
| ATR |
0-113 |
0-112 |
-0-001 |
-0.8% |
0-000 |
| Volume |
780,694 |
1,262,329 |
481,635 |
61.7% |
4,987,787 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-037 |
114-312 |
114-122 |
|
| R3 |
114-257 |
114-212 |
114-095 |
|
| R2 |
114-157 |
114-157 |
114-086 |
|
| R1 |
114-112 |
114-112 |
114-077 |
114-085 |
| PP |
114-057 |
114-057 |
114-057 |
114-044 |
| S1 |
114-012 |
114-012 |
114-058 |
113-305 |
| S2 |
113-277 |
113-277 |
114-049 |
|
| S3 |
113-177 |
113-232 |
114-040 |
|
| S4 |
113-077 |
113-132 |
114-012 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-231 |
116-097 |
114-236 |
|
| R3 |
115-298 |
115-164 |
114-167 |
|
| R2 |
115-046 |
115-046 |
114-144 |
|
| R1 |
114-232 |
114-232 |
114-121 |
114-172 |
| PP |
114-113 |
114-113 |
114-113 |
114-084 |
| S1 |
113-299 |
113-299 |
114-074 |
113-240 |
| S2 |
113-181 |
113-181 |
114-051 |
|
| S3 |
112-248 |
113-047 |
114-028 |
|
| S4 |
111-316 |
112-114 |
113-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-247 |
113-315 |
0-252 |
0.7% |
0-105 |
0.3% |
29% |
False |
False |
1,057,927 |
| 10 |
115-213 |
113-315 |
1-218 |
1.5% |
0-135 |
0.4% |
13% |
False |
False |
1,311,094 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-120 |
0.3% |
13% |
False |
False |
1,205,735 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-089 |
0.2% |
10% |
False |
False |
953,419 |
| 60 |
116-282 |
113-315 |
2-287 |
2.5% |
0-086 |
0.2% |
8% |
False |
False |
942,522 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-080 |
0.2% |
7% |
False |
False |
724,970 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-072 |
0.2% |
7% |
False |
False |
580,060 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-060 |
0.2% |
5% |
False |
False |
483,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-207 |
|
2.618 |
115-044 |
|
1.618 |
114-264 |
|
1.000 |
114-202 |
|
0.618 |
114-164 |
|
HIGH |
114-102 |
|
0.618 |
114-064 |
|
0.500 |
114-052 |
|
0.382 |
114-041 |
|
LOW |
114-002 |
|
0.618 |
113-261 |
|
1.000 |
113-222 |
|
1.618 |
113-161 |
|
2.618 |
113-061 |
|
4.250 |
112-217 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-062 |
114-064 |
| PP |
114-057 |
114-061 |
| S1 |
114-052 |
114-058 |
|