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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 117 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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