ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-278 |
113-307 |
0-030 |
0.1% |
114-002 |
| High |
113-310 |
114-120 |
0-130 |
0.4% |
114-045 |
| Low |
113-233 |
113-285 |
0-052 |
0.1% |
113-222 |
| Close |
113-298 |
114-100 |
0-122 |
0.3% |
114-027 |
| Range |
0-078 |
0-155 |
0-078 |
100.0% |
0-142 |
| ATR |
0-103 |
0-107 |
0-004 |
3.6% |
0-000 |
| Volume |
1,089,500 |
1,403,566 |
314,066 |
28.8% |
3,585,011 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-207 |
115-148 |
114-185 |
|
| R3 |
115-052 |
114-313 |
114-143 |
|
| R2 |
114-217 |
114-217 |
114-128 |
|
| R1 |
114-158 |
114-158 |
114-114 |
114-188 |
| PP |
114-062 |
114-062 |
114-062 |
114-076 |
| S1 |
114-003 |
114-003 |
114-086 |
114-032 |
| S2 |
113-227 |
113-227 |
114-072 |
|
| S3 |
113-072 |
113-168 |
114-057 |
|
| S4 |
112-237 |
113-013 |
114-015 |
|
|
| 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 |
114-120 |
113-233 |
0-207 |
0.6% |
0-107 |
0.3% |
90% |
True |
False |
1,447,374 |
| 10 |
114-120 |
113-210 |
0-230 |
0.6% |
0-099 |
0.3% |
91% |
True |
False |
971,704 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-127 |
0.3% |
38% |
False |
False |
502,290 |
| 40 |
115-265 |
113-210 |
2-055 |
1.9% |
0-091 |
0.2% |
30% |
False |
False |
252,181 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-061 |
0.2% |
23% |
False |
False |
168,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-139 |
|
2.618 |
115-206 |
|
1.618 |
115-051 |
|
1.000 |
114-275 |
|
0.618 |
114-216 |
|
HIGH |
114-120 |
|
0.618 |
114-061 |
|
0.500 |
114-042 |
|
0.382 |
114-024 |
|
LOW |
113-285 |
|
0.618 |
113-189 |
|
1.000 |
113-130 |
|
1.618 |
113-034 |
|
2.618 |
112-199 |
|
4.250 |
111-266 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-081 |
114-072 |
| PP |
114-062 |
114-044 |
| S1 |
114-042 |
114-016 |
|