ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-138 |
114-140 |
0-002 |
0.0% |
114-118 |
| High |
114-175 |
114-178 |
0-002 |
0.0% |
114-202 |
| Low |
114-095 |
114-118 |
0-022 |
0.1% |
114-053 |
| Close |
114-150 |
114-135 |
-0-015 |
0.0% |
114-087 |
| Range |
0-080 |
0-060 |
-0-020 |
-25.0% |
0-150 |
| ATR |
0-092 |
0-090 |
-0-002 |
-2.5% |
0-000 |
| Volume |
9,656 |
3,428 |
-6,228 |
-64.5% |
112,752 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-003 |
114-289 |
114-168 |
|
| R3 |
114-263 |
114-229 |
114-152 |
|
| R2 |
114-203 |
114-203 |
114-146 |
|
| R1 |
114-169 |
114-169 |
114-141 |
114-156 |
| PP |
114-143 |
114-143 |
114-143 |
114-137 |
| S1 |
114-109 |
114-109 |
114-130 |
114-096 |
| S2 |
114-083 |
114-083 |
114-124 |
|
| S3 |
114-023 |
114-049 |
114-119 |
|
| S4 |
113-283 |
113-309 |
114-102 |
|
|
| 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 |
114-178 |
114-053 |
0-125 |
0.3% |
0-065 |
0.2% |
66% |
True |
False |
9,283 |
| 10 |
114-215 |
114-053 |
0-162 |
0.4% |
0-077 |
0.2% |
51% |
False |
False |
19,129 |
| 20 |
114-215 |
113-315 |
0-220 |
0.6% |
0-086 |
0.2% |
64% |
False |
False |
637,620 |
| 40 |
115-213 |
113-315 |
1-218 |
1.5% |
0-100 |
0.3% |
26% |
False |
False |
910,894 |
| 60 |
116-118 |
113-315 |
2-122 |
2.1% |
0-087 |
0.2% |
18% |
False |
False |
829,036 |
| 80 |
116-282 |
113-315 |
2-287 |
2.5% |
0-085 |
0.2% |
15% |
False |
False |
841,685 |
| 100 |
117-055 |
113-315 |
3-060 |
2.8% |
0-081 |
0.2% |
14% |
False |
False |
676,595 |
| 120 |
117-200 |
113-315 |
3-205 |
3.2% |
0-072 |
0.2% |
12% |
False |
False |
563,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-113 |
|
2.618 |
115-015 |
|
1.618 |
114-275 |
|
1.000 |
114-238 |
|
0.618 |
114-215 |
|
HIGH |
114-178 |
|
0.618 |
114-155 |
|
0.500 |
114-148 |
|
0.382 |
114-140 |
|
LOW |
114-118 |
|
0.618 |
114-080 |
|
1.000 |
114-058 |
|
1.618 |
114-020 |
|
2.618 |
113-280 |
|
4.250 |
113-183 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-148 |
114-136 |
| PP |
114-143 |
114-136 |
| S1 |
114-139 |
114-135 |
|