ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-313 |
114-007 |
0-015 |
0.0% |
114-018 |
| High |
114-033 |
114-080 |
0-047 |
0.1% |
114-127 |
| Low |
113-280 |
113-302 |
0-022 |
0.1% |
113-233 |
| Close |
113-315 |
113-313 |
-0-002 |
0.0% |
114-030 |
| Range |
0-073 |
0-098 |
0-025 |
34.5% |
0-215 |
| ATR |
0-107 |
0-107 |
-0-001 |
-0.6% |
0-000 |
| Volume |
779,835 |
888,452 |
108,617 |
13.9% |
7,188,424 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-311 |
114-249 |
114-046 |
|
| R3 |
114-213 |
114-152 |
114-019 |
|
| R2 |
114-116 |
114-116 |
114-010 |
|
| R1 |
114-054 |
114-054 |
114-001 |
114-036 |
| PP |
114-018 |
114-018 |
114-018 |
114-009 |
| S1 |
113-277 |
113-277 |
113-304 |
113-259 |
| S2 |
113-241 |
113-241 |
113-295 |
|
| S3 |
113-143 |
113-179 |
113-286 |
|
| S4 |
113-046 |
113-082 |
113-259 |
|
|
| 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 |
113-280 |
0-167 |
0.5% |
0-116 |
0.3% |
19% |
False |
False |
1,005,530 |
| 10 |
114-127 |
113-230 |
0-217 |
0.6% |
0-103 |
0.3% |
38% |
False |
False |
1,214,059 |
| 20 |
114-270 |
113-210 |
1-060 |
1.0% |
0-109 |
0.3% |
27% |
False |
False |
679,075 |
| 40 |
115-193 |
113-210 |
1-302 |
1.7% |
0-100 |
0.3% |
16% |
False |
False |
342,743 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-068 |
0.2% |
11% |
False |
False |
228,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-174 |
|
2.618 |
115-015 |
|
1.618 |
114-238 |
|
1.000 |
114-178 |
|
0.618 |
114-140 |
|
HIGH |
114-080 |
|
0.618 |
114-043 |
|
0.500 |
114-031 |
|
0.382 |
114-020 |
|
LOW |
113-302 |
|
0.618 |
113-242 |
|
1.000 |
113-205 |
|
1.618 |
113-145 |
|
2.618 |
113-047 |
|
4.250 |
112-208 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-031 |
114-035 |
| PP |
114-018 |
114-021 |
| S1 |
114-005 |
114-007 |
|