ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-310 |
114-015 |
0-025 |
0.1% |
114-020 |
| High |
114-040 |
114-025 |
-0-015 |
0.0% |
114-110 |
| Low |
113-300 |
113-273 |
-0-027 |
-0.1% |
113-273 |
| Close |
114-015 |
113-310 |
-0-025 |
-0.1% |
113-310 |
| Range |
0-060 |
0-072 |
0-012 |
20.8% |
0-158 |
| ATR |
0-103 |
0-101 |
-0-002 |
-2.1% |
0-000 |
| Volume |
643,492 |
846,319 |
202,827 |
31.5% |
3,983,072 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-207 |
114-171 |
114-030 |
|
| R3 |
114-134 |
114-098 |
114-010 |
|
| R2 |
114-062 |
114-062 |
114-003 |
|
| R1 |
114-026 |
114-026 |
113-317 |
114-008 |
| PP |
113-309 |
113-309 |
113-309 |
113-300 |
| S1 |
113-273 |
113-273 |
113-303 |
113-255 |
| S2 |
113-237 |
113-237 |
113-297 |
|
| S3 |
113-164 |
113-201 |
113-290 |
|
| S4 |
113-092 |
113-128 |
113-270 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-170 |
115-078 |
114-077 |
|
| R3 |
115-013 |
114-240 |
114-033 |
|
| R2 |
114-175 |
114-175 |
114-019 |
|
| R1 |
114-083 |
114-083 |
114-004 |
114-050 |
| PP |
114-018 |
114-018 |
114-018 |
114-001 |
| S1 |
113-245 |
113-245 |
113-296 |
113-213 |
| S2 |
113-180 |
113-180 |
113-281 |
|
| S3 |
113-023 |
113-088 |
113-267 |
|
| S4 |
112-185 |
112-250 |
113-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-110 |
113-273 |
0-158 |
0.4% |
0-087 |
0.2% |
24% |
False |
True |
796,614 |
| 10 |
114-127 |
113-233 |
0-215 |
0.6% |
0-100 |
0.3% |
36% |
False |
False |
1,117,149 |
| 20 |
114-270 |
113-210 |
1-060 |
1.0% |
0-103 |
0.3% |
26% |
False |
False |
749,003 |
| 40 |
115-150 |
113-210 |
1-260 |
1.6% |
0-100 |
0.3% |
17% |
False |
False |
379,940 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-070 |
0.2% |
11% |
False |
False |
253,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-013 |
|
2.618 |
114-215 |
|
1.618 |
114-142 |
|
1.000 |
114-097 |
|
0.618 |
114-070 |
|
HIGH |
114-025 |
|
0.618 |
113-317 |
|
0.500 |
113-309 |
|
0.382 |
113-300 |
|
LOW |
113-273 |
|
0.618 |
113-228 |
|
1.000 |
113-200 |
|
1.618 |
113-155 |
|
2.618 |
113-083 |
|
4.250 |
112-284 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-310 |
114-016 |
| PP |
113-309 |
114-008 |
| S1 |
113-309 |
113-319 |
|