ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
114-150 |
0-010 |
0.0% |
114-080 |
| High |
114-178 |
114-150 |
-0-027 |
-0.1% |
114-178 |
| Low |
114-118 |
114-093 |
-0-025 |
-0.1% |
114-065 |
| Close |
114-135 |
114-100 |
-0-035 |
-0.1% |
114-100 |
| Range |
0-060 |
0-058 |
-0-002 |
-4.2% |
0-113 |
| ATR |
0-090 |
0-087 |
-0-002 |
-2.6% |
0-000 |
| Volume |
3,428 |
3,632 |
204 |
6.0% |
39,574 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-287 |
114-251 |
114-132 |
|
| R3 |
114-229 |
114-193 |
114-116 |
|
| R2 |
114-172 |
114-172 |
114-111 |
|
| R1 |
114-136 |
114-136 |
114-105 |
114-125 |
| PP |
114-114 |
114-114 |
114-114 |
114-109 |
| S1 |
114-078 |
114-078 |
114-095 |
114-068 |
| S2 |
114-057 |
114-057 |
114-089 |
|
| S3 |
113-319 |
114-021 |
114-084 |
|
| S4 |
113-262 |
113-283 |
114-068 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-132 |
115-068 |
114-162 |
|
| R3 |
115-019 |
114-276 |
114-131 |
|
| R2 |
114-227 |
114-227 |
114-121 |
|
| R1 |
114-163 |
114-163 |
114-110 |
114-195 |
| PP |
114-114 |
114-114 |
114-114 |
114-130 |
| S1 |
114-051 |
114-051 |
114-090 |
114-082 |
| S2 |
114-002 |
114-002 |
114-079 |
|
| S3 |
113-209 |
113-258 |
114-069 |
|
| S4 |
113-097 |
113-146 |
114-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-178 |
114-065 |
0-113 |
0.3% |
0-064 |
0.2% |
31% |
False |
False |
7,914 |
| 10 |
114-202 |
114-053 |
0-150 |
0.4% |
0-072 |
0.2% |
32% |
False |
False |
15,232 |
| 20 |
114-215 |
114-002 |
0-213 |
0.6% |
0-084 |
0.2% |
46% |
False |
False |
585,347 |
| 40 |
115-213 |
113-315 |
1-218 |
1.5% |
0-101 |
0.3% |
20% |
False |
False |
886,331 |
| 60 |
116-093 |
113-315 |
2-098 |
2.0% |
0-087 |
0.2% |
14% |
False |
False |
820,859 |
| 80 |
116-282 |
113-315 |
2-287 |
2.5% |
0-085 |
0.2% |
11% |
False |
False |
841,108 |
| 100 |
117-042 |
113-315 |
3-047 |
2.8% |
0-081 |
0.2% |
10% |
False |
False |
676,622 |
| 120 |
117-200 |
113-315 |
3-205 |
3.2% |
0-073 |
0.2% |
9% |
False |
False |
563,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-074 |
|
2.618 |
114-301 |
|
1.618 |
114-243 |
|
1.000 |
114-208 |
|
0.618 |
114-186 |
|
HIGH |
114-150 |
|
0.618 |
114-128 |
|
0.500 |
114-121 |
|
0.382 |
114-114 |
|
LOW |
114-093 |
|
0.618 |
114-057 |
|
1.000 |
114-035 |
|
1.618 |
113-319 |
|
2.618 |
113-262 |
|
4.250 |
113-168 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-121 |
114-135 |
| PP |
114-114 |
114-123 |
| S1 |
114-107 |
114-112 |
|