ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-110 |
0-040 |
0.1% |
114-093 |
| High |
114-142 |
114-173 |
0-030 |
0.1% |
114-142 |
| Low |
114-047 |
114-100 |
0-053 |
0.1% |
114-002 |
| Close |
114-122 |
114-140 |
0-018 |
0.0% |
114-122 |
| Range |
0-095 |
0-073 |
-0-022 |
-23.7% |
0-140 |
| ATR |
0-107 |
0-104 |
-0-002 |
-2.3% |
0-000 |
| Volume |
1,701,270 |
2,327,677 |
626,407 |
36.8% |
6,628,630 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-035 |
115-000 |
114-180 |
|
| R3 |
114-283 |
114-248 |
114-160 |
|
| R2 |
114-210 |
114-210 |
114-153 |
|
| R1 |
114-175 |
114-175 |
114-147 |
114-193 |
| PP |
114-138 |
114-138 |
114-138 |
114-146 |
| S1 |
114-102 |
114-102 |
114-133 |
114-120 |
| S2 |
114-065 |
114-065 |
114-127 |
|
| S3 |
113-312 |
114-030 |
114-120 |
|
| S4 |
113-240 |
113-277 |
114-100 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-189 |
115-136 |
114-199 |
|
| R3 |
115-049 |
114-316 |
114-161 |
|
| R2 |
114-229 |
114-229 |
114-148 |
|
| R1 |
114-176 |
114-176 |
114-135 |
114-202 |
| PP |
114-089 |
114-089 |
114-089 |
114-102 |
| S1 |
114-036 |
114-036 |
114-110 |
114-062 |
| S2 |
113-269 |
113-269 |
114-097 |
|
| S3 |
113-129 |
113-216 |
114-084 |
|
| S4 |
112-309 |
113-076 |
114-045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-173 |
114-002 |
0-170 |
0.5% |
0-087 |
0.2% |
81% |
True |
False |
1,791,261 |
| 10 |
114-247 |
113-315 |
0-252 |
0.7% |
0-093 |
0.3% |
57% |
False |
False |
1,394,409 |
| 20 |
115-213 |
113-315 |
1-218 |
1.5% |
0-121 |
0.3% |
27% |
False |
False |
1,417,563 |
| 40 |
116-065 |
113-315 |
2-070 |
1.9% |
0-093 |
0.3% |
20% |
False |
False |
1,105,777 |
| 60 |
116-253 |
113-315 |
2-258 |
2.5% |
0-087 |
0.2% |
16% |
False |
False |
999,976 |
| 80 |
117-042 |
113-315 |
3-047 |
2.8% |
0-081 |
0.2% |
14% |
False |
False |
820,600 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-075 |
0.2% |
13% |
False |
False |
657,000 |
| 120 |
118-193 |
113-315 |
4-198 |
4.0% |
0-063 |
0.2% |
10% |
False |
False |
547,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-161 |
|
2.618 |
115-042 |
|
1.618 |
114-290 |
|
1.000 |
114-245 |
|
0.618 |
114-217 |
|
HIGH |
114-173 |
|
0.618 |
114-145 |
|
0.500 |
114-136 |
|
0.382 |
114-128 |
|
LOW |
114-100 |
|
0.618 |
114-055 |
|
1.000 |
114-027 |
|
1.618 |
113-303 |
|
2.618 |
113-230 |
|
4.250 |
113-112 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-139 |
114-123 |
| PP |
114-138 |
114-106 |
| S1 |
114-136 |
114-089 |
|