ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-095 |
114-110 |
0-015 |
0.0% |
114-118 |
| High |
114-130 |
114-120 |
-0-010 |
0.0% |
114-202 |
| Low |
114-080 |
114-053 |
-0-027 |
-0.1% |
114-053 |
| Close |
114-113 |
114-087 |
-0-025 |
-0.1% |
114-087 |
| Range |
0-050 |
0-067 |
0-017 |
34.9% |
0-150 |
| ATR |
0-100 |
0-098 |
-0-002 |
-2.3% |
0-000 |
| Volume |
20,542 |
10,476 |
-10,066 |
-49.0% |
112,752 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-289 |
114-256 |
114-125 |
|
| R3 |
114-222 |
114-188 |
114-106 |
|
| R2 |
114-154 |
114-154 |
114-100 |
|
| R1 |
114-121 |
114-121 |
114-094 |
114-104 |
| PP |
114-087 |
114-087 |
114-087 |
114-078 |
| S1 |
114-053 |
114-053 |
114-081 |
114-036 |
| S2 |
114-019 |
114-019 |
114-075 |
|
| S3 |
113-272 |
113-306 |
114-069 |
|
| S4 |
113-204 |
113-238 |
114-050 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-244 |
115-156 |
114-170 |
|
| R3 |
115-094 |
115-006 |
114-129 |
|
| R2 |
114-264 |
114-264 |
114-115 |
|
| R1 |
114-176 |
114-176 |
114-101 |
114-145 |
| PP |
114-114 |
114-114 |
114-114 |
114-099 |
| S1 |
114-026 |
114-026 |
114-074 |
113-315 |
| S2 |
113-284 |
113-284 |
114-060 |
|
| S3 |
113-134 |
113-196 |
114-046 |
|
| S4 |
112-304 |
113-046 |
114-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-202 |
114-053 |
0-150 |
0.4% |
0-080 |
0.2% |
23% |
False |
True |
22,550 |
| 10 |
114-215 |
114-013 |
0-202 |
0.6% |
0-092 |
0.3% |
37% |
False |
False |
425,805 |
| 20 |
115-038 |
113-315 |
1-042 |
1.0% |
0-098 |
0.3% |
26% |
False |
False |
883,440 |
| 40 |
115-222 |
113-315 |
1-227 |
1.5% |
0-101 |
0.3% |
17% |
False |
False |
1,001,989 |
| 60 |
116-190 |
113-315 |
2-195 |
2.3% |
0-089 |
0.2% |
11% |
False |
False |
883,835 |
| 80 |
116-305 |
113-315 |
2-310 |
2.6% |
0-085 |
0.2% |
10% |
False |
False |
843,553 |
| 100 |
117-087 |
113-315 |
3-092 |
2.9% |
0-080 |
0.2% |
9% |
False |
False |
676,302 |
| 120 |
117-225 |
113-315 |
3-230 |
3.3% |
0-070 |
0.2% |
8% |
False |
False |
563,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-087 |
|
2.618 |
114-297 |
|
1.618 |
114-229 |
|
1.000 |
114-187 |
|
0.618 |
114-162 |
|
HIGH |
114-120 |
|
0.618 |
114-094 |
|
0.500 |
114-086 |
|
0.382 |
114-078 |
|
LOW |
114-053 |
|
0.618 |
114-011 |
|
1.000 |
113-305 |
|
1.618 |
113-263 |
|
2.618 |
113-196 |
|
4.250 |
113-086 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-087 |
114-113 |
| PP |
114-087 |
114-104 |
| S1 |
114-086 |
114-096 |
|