ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
113-242 |
113-295 |
0-053 |
0.1% |
114-002 |
| High |
113-305 |
114-045 |
0-060 |
0.2% |
114-045 |
| Low |
113-230 |
113-270 |
0-040 |
0.1% |
113-222 |
| Close |
113-295 |
114-027 |
0-052 |
0.1% |
114-027 |
| Range |
0-075 |
0-095 |
0-020 |
26.7% |
0-142 |
| ATR |
0-106 |
0-106 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,279,635 |
1,179,272 |
-100,363 |
-7.8% |
3,585,011 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-292 |
114-255 |
114-080 |
|
| R3 |
114-197 |
114-160 |
114-054 |
|
| R2 |
114-102 |
114-102 |
114-045 |
|
| R1 |
114-065 |
114-065 |
114-036 |
114-084 |
| PP |
114-007 |
114-007 |
114-007 |
114-017 |
| S1 |
113-290 |
113-290 |
114-019 |
113-309 |
| S2 |
113-233 |
113-233 |
114-010 |
|
| S3 |
113-138 |
113-195 |
114-001 |
|
| S4 |
113-043 |
113-100 |
113-295 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-099 |
115-046 |
114-106 |
|
| R3 |
114-277 |
114-223 |
114-067 |
|
| R2 |
114-134 |
114-134 |
114-054 |
|
| R1 |
114-081 |
114-081 |
114-041 |
114-107 |
| PP |
113-312 |
113-312 |
113-312 |
114-005 |
| S1 |
113-258 |
113-258 |
114-014 |
113-285 |
| S2 |
113-169 |
113-169 |
114-001 |
|
| S3 |
113-027 |
113-116 |
113-308 |
|
| S4 |
112-204 |
112-293 |
113-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-045 |
113-222 |
0-142 |
0.4% |
0-089 |
0.2% |
88% |
True |
False |
721,329 |
| 10 |
114-270 |
113-210 |
1-060 |
1.0% |
0-106 |
0.3% |
36% |
False |
False |
380,857 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-124 |
0.3% |
25% |
False |
False |
200,433 |
| 40 |
116-033 |
113-210 |
2-142 |
2.1% |
0-080 |
0.2% |
18% |
False |
False |
100,741 |
| 60 |
116-210 |
113-210 |
3-000 |
2.6% |
0-054 |
0.1% |
14% |
False |
False |
67,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-129 |
|
2.618 |
114-294 |
|
1.618 |
114-199 |
|
1.000 |
114-140 |
|
0.618 |
114-104 |
|
HIGH |
114-045 |
|
0.618 |
114-009 |
|
0.500 |
113-318 |
|
0.382 |
113-306 |
|
LOW |
113-270 |
|
0.618 |
113-211 |
|
1.000 |
113-175 |
|
1.618 |
113-116 |
|
2.618 |
113-021 |
|
4.250 |
112-186 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-017 |
114-011 |
| PP |
114-007 |
113-314 |
| S1 |
113-318 |
113-298 |
|