ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
114-100 |
0-015 |
0.0% |
114-110 |
| High |
114-127 |
114-173 |
0-045 |
0.1% |
114-215 |
| Low |
114-060 |
114-082 |
0-022 |
0.1% |
114-013 |
| Close |
114-095 |
114-090 |
-0-005 |
0.0% |
114-125 |
| Range |
0-067 |
0-090 |
0-023 |
33.4% |
0-202 |
| ATR |
0-105 |
0-104 |
-0-001 |
-1.0% |
0-000 |
| Volume |
24,928 |
18,291 |
-6,637 |
-26.6% |
4,145,307 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-065 |
115-008 |
114-140 |
|
| R3 |
114-295 |
114-238 |
114-115 |
|
| R2 |
114-205 |
114-205 |
114-107 |
|
| R1 |
114-148 |
114-148 |
114-098 |
114-131 |
| PP |
114-115 |
114-115 |
114-115 |
114-107 |
| S1 |
114-058 |
114-058 |
114-082 |
114-041 |
| S2 |
114-025 |
114-025 |
114-074 |
|
| S3 |
113-255 |
113-287 |
114-065 |
|
| S4 |
113-165 |
113-197 |
114-041 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-085 |
115-307 |
114-236 |
|
| R3 |
115-202 |
115-105 |
114-181 |
|
| R2 |
115-000 |
115-000 |
114-162 |
|
| R1 |
114-222 |
114-222 |
114-144 |
114-271 |
| PP |
114-118 |
114-118 |
114-118 |
114-142 |
| S1 |
114-020 |
114-020 |
114-106 |
114-069 |
| S2 |
113-235 |
113-235 |
114-088 |
|
| S3 |
113-033 |
113-138 |
114-069 |
|
| S4 |
112-150 |
112-255 |
114-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-215 |
114-060 |
0-155 |
0.4% |
0-108 |
0.3% |
19% |
False |
False |
51,536 |
| 10 |
114-215 |
114-005 |
0-210 |
0.6% |
0-098 |
0.3% |
40% |
False |
False |
785,753 |
| 20 |
115-038 |
113-315 |
1-042 |
1.0% |
0-105 |
0.3% |
26% |
False |
False |
1,024,062 |
| 40 |
115-265 |
113-315 |
1-270 |
1.6% |
0-101 |
0.3% |
16% |
False |
False |
1,051,443 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-089 |
0.2% |
11% |
False |
False |
902,837 |
| 80 |
117-013 |
113-315 |
3-018 |
2.7% |
0-085 |
0.2% |
10% |
False |
False |
843,508 |
| 100 |
117-135 |
113-315 |
3-140 |
3.0% |
0-080 |
0.2% |
9% |
False |
False |
675,992 |
| 120 |
117-285 |
113-315 |
3-290 |
3.4% |
0-069 |
0.2% |
8% |
False |
False |
563,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-235 |
|
2.618 |
115-088 |
|
1.618 |
114-318 |
|
1.000 |
114-263 |
|
0.618 |
114-228 |
|
HIGH |
114-173 |
|
0.618 |
114-138 |
|
0.500 |
114-128 |
|
0.382 |
114-117 |
|
LOW |
114-082 |
|
0.618 |
114-027 |
|
1.000 |
113-312 |
|
1.618 |
113-257 |
|
2.618 |
113-167 |
|
4.250 |
113-020 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-128 |
114-131 |
| PP |
114-115 |
114-118 |
| S1 |
114-103 |
114-104 |
|