ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
114-225 |
114-225 |
0-000 |
0.0% |
114-078 |
High |
114-313 |
114-238 |
-0-075 |
-0.2% |
114-190 |
Low |
114-182 |
114-225 |
0-042 |
0.1% |
113-295 |
Close |
114-202 |
114-235 |
0-033 |
0.1% |
114-160 |
Range |
0-130 |
0-013 |
-0-118 |
-90.4% |
0-215 |
ATR |
0-090 |
0-087 |
-0-004 |
-4.4% |
0-000 |
Volume |
6,244 |
70 |
-6,174 |
-98.9% |
31,636 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-270 |
114-265 |
114-242 |
|
R3 |
114-258 |
114-253 |
114-238 |
|
R2 |
114-245 |
114-245 |
114-237 |
|
R1 |
114-240 |
114-240 |
114-236 |
114-243 |
PP |
114-233 |
114-233 |
114-233 |
114-234 |
S1 |
114-227 |
114-227 |
114-234 |
114-230 |
S2 |
114-220 |
114-220 |
114-233 |
|
S3 |
114-207 |
114-215 |
114-232 |
|
S4 |
114-195 |
114-202 |
114-228 |
|
|
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 |
114-313 |
114-115 |
0-198 |
0.5% |
0-075 |
0.2% |
61% |
False |
False |
1,963 |
10 |
114-313 |
113-295 |
1-018 |
0.9% |
0-075 |
0.2% |
77% |
False |
False |
4,507 |
20 |
114-313 |
113-295 |
1-018 |
0.9% |
0-076 |
0.2% |
77% |
False |
False |
11,818 |
40 |
115-213 |
113-295 |
1-238 |
1.5% |
0-100 |
0.3% |
47% |
False |
False |
677,902 |
60 |
116-027 |
113-295 |
2-052 |
1.9% |
0-090 |
0.2% |
38% |
False |
False |
745,748 |
80 |
116-190 |
113-295 |
2-215 |
2.3% |
0-084 |
0.2% |
30% |
False |
False |
719,316 |
100 |
117-042 |
113-295 |
3-067 |
2.8% |
0-082 |
0.2% |
25% |
False |
False |
676,343 |
120 |
117-135 |
113-295 |
3-160 |
3.1% |
0-077 |
0.2% |
23% |
False |
False |
564,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-291 |
2.618 |
114-270 |
1.618 |
114-258 |
1.000 |
114-250 |
0.618 |
114-245 |
HIGH |
114-238 |
0.618 |
114-233 |
0.500 |
114-231 |
0.382 |
114-230 |
LOW |
114-225 |
0.618 |
114-217 |
1.000 |
114-212 |
1.618 |
114-205 |
2.618 |
114-192 |
4.250 |
114-172 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
114-234 |
114-228 |
PP |
114-233 |
114-221 |
S1 |
114-231 |
114-214 |
|