ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
114-170 |
0-095 |
0.3% |
114-078 |
| High |
114-170 |
114-190 |
0-020 |
0.1% |
114-190 |
| Low |
114-075 |
114-122 |
0-047 |
0.1% |
113-295 |
| Close |
114-127 |
114-160 |
0-033 |
0.1% |
114-160 |
| Range |
0-095 |
0-068 |
-0-027 |
-28.9% |
0-215 |
| ATR |
0-090 |
0-088 |
-0-002 |
-1.8% |
0-000 |
| Volume |
253 |
10 |
-243 |
-96.0% |
31,636 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-040 |
115-008 |
114-197 |
|
| R3 |
114-293 |
114-260 |
114-179 |
|
| R2 |
114-225 |
114-225 |
114-172 |
|
| R1 |
114-193 |
114-193 |
114-166 |
114-175 |
| PP |
114-158 |
114-158 |
114-158 |
114-149 |
| S1 |
114-125 |
114-125 |
114-154 |
114-107 |
| S2 |
114-090 |
114-090 |
114-148 |
|
| S3 |
114-022 |
114-057 |
114-141 |
|
| S4 |
113-275 |
113-310 |
114-123 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-113 |
116-032 |
114-278 |
|
| R3 |
115-218 |
115-137 |
114-219 |
|
| R2 |
115-003 |
115-003 |
114-199 |
|
| R1 |
114-242 |
114-242 |
114-180 |
114-283 |
| PP |
114-108 |
114-108 |
114-108 |
114-129 |
| S1 |
114-027 |
114-027 |
114-140 |
114-068 |
| S2 |
113-213 |
113-213 |
114-121 |
|
| S3 |
112-318 |
113-132 |
114-101 |
|
| S4 |
112-103 |
112-237 |
114-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-190 |
113-295 |
0-215 |
0.6% |
0-078 |
0.2% |
86% |
True |
False |
6,327 |
| 10 |
114-190 |
113-295 |
0-215 |
0.6% |
0-071 |
0.2% |
86% |
True |
False |
7,121 |
| 20 |
114-215 |
113-295 |
0-240 |
0.7% |
0-082 |
0.2% |
77% |
False |
False |
216,463 |
| 40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-102 |
0.3% |
33% |
False |
False |
780,269 |
| 60 |
116-065 |
113-295 |
2-090 |
2.0% |
0-089 |
0.2% |
25% |
False |
False |
780,153 |
| 80 |
116-282 |
113-295 |
2-307 |
2.6% |
0-086 |
0.2% |
20% |
False |
False |
797,701 |
| 100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-081 |
0.2% |
18% |
False |
False |
676,560 |
| 120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-076 |
0.2% |
17% |
False |
False |
564,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-157 |
|
2.618 |
115-047 |
|
1.618 |
114-299 |
|
1.000 |
114-258 |
|
0.618 |
114-232 |
|
HIGH |
114-190 |
|
0.618 |
114-164 |
|
0.500 |
114-156 |
|
0.382 |
114-148 |
|
LOW |
114-122 |
|
0.618 |
114-081 |
|
1.000 |
114-055 |
|
1.618 |
114-013 |
|
2.618 |
113-266 |
|
4.250 |
113-156 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-159 |
114-134 |
| PP |
114-158 |
114-108 |
| S1 |
114-156 |
114-083 |
|