ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-307 |
114-082 |
0-095 |
0.3% |
114-018 |
| High |
114-120 |
114-127 |
0-007 |
0.0% |
114-127 |
| Low |
113-285 |
114-005 |
0-040 |
0.1% |
113-233 |
| Close |
114-100 |
114-030 |
-0-070 |
-0.2% |
114-030 |
| Range |
0-155 |
0-122 |
-0-033 |
-21.0% |
0-215 |
| ATR |
0-107 |
0-108 |
0-001 |
1.0% |
0-000 |
| Volume |
1,403,566 |
1,130,824 |
-272,742 |
-19.4% |
7,188,424 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-102 |
115-028 |
114-097 |
|
| R3 |
114-299 |
114-226 |
114-064 |
|
| R2 |
114-177 |
114-177 |
114-052 |
|
| R1 |
114-103 |
114-103 |
114-041 |
114-079 |
| PP |
114-054 |
114-054 |
114-054 |
114-042 |
| S1 |
113-301 |
113-301 |
114-019 |
113-276 |
| S2 |
113-252 |
113-252 |
114-008 |
|
| S3 |
113-129 |
113-178 |
113-316 |
|
| S4 |
113-007 |
113-056 |
113-283 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-028 |
115-244 |
114-148 |
|
| R3 |
115-133 |
115-029 |
114-089 |
|
| R2 |
114-238 |
114-238 |
114-069 |
|
| R1 |
114-134 |
114-134 |
114-050 |
114-186 |
| PP |
114-023 |
114-023 |
114-023 |
114-049 |
| S1 |
113-239 |
113-239 |
114-010 |
113-291 |
| S2 |
113-128 |
113-128 |
113-311 |
|
| S3 |
112-233 |
113-024 |
113-291 |
|
| S4 |
112-018 |
112-129 |
113-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-127 |
113-233 |
0-215 |
0.6% |
0-112 |
0.3% |
55% |
True |
False |
1,437,684 |
| 10 |
114-127 |
113-222 |
0-225 |
0.6% |
0-100 |
0.3% |
57% |
True |
False |
1,079,506 |
| 20 |
115-127 |
113-210 |
1-237 |
1.5% |
0-129 |
0.4% |
25% |
False |
False |
558,221 |
| 40 |
115-227 |
113-210 |
2-017 |
1.8% |
0-094 |
0.3% |
21% |
False |
False |
280,452 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-063 |
0.2% |
15% |
False |
False |
186,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-008 |
|
2.618 |
115-128 |
|
1.618 |
115-006 |
|
1.000 |
114-250 |
|
0.618 |
114-203 |
|
HIGH |
114-127 |
|
0.618 |
114-081 |
|
0.500 |
114-066 |
|
0.382 |
114-052 |
|
LOW |
114-005 |
|
0.618 |
113-249 |
|
1.000 |
113-202 |
|
1.618 |
113-127 |
|
2.618 |
113-004 |
|
4.250 |
112-124 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-066 |
114-027 |
| PP |
114-054 |
114-023 |
| S1 |
114-042 |
114-020 |
|