ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-015 |
113-305 |
-0-030 |
-0.1% |
114-020 |
| High |
114-025 |
114-025 |
0-000 |
0.0% |
114-110 |
| Low |
113-273 |
113-287 |
0-015 |
0.0% |
113-273 |
| Close |
113-310 |
114-015 |
0-025 |
0.1% |
113-310 |
| Range |
0-072 |
0-058 |
-0-015 |
-20.7% |
0-158 |
| ATR |
0-101 |
0-098 |
-0-003 |
-3.1% |
0-000 |
| Volume |
846,319 |
542,936 |
-303,383 |
-35.8% |
3,983,072 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-175 |
114-153 |
114-047 |
|
| R3 |
114-118 |
114-095 |
114-031 |
|
| R2 |
114-060 |
114-060 |
114-026 |
|
| R1 |
114-038 |
114-038 |
114-020 |
114-049 |
| PP |
114-002 |
114-002 |
114-002 |
114-008 |
| S1 |
113-300 |
113-300 |
114-010 |
113-311 |
| S2 |
113-265 |
113-265 |
114-004 |
|
| S3 |
113-207 |
113-242 |
113-319 |
|
| S4 |
113-150 |
113-185 |
113-303 |
|
|
| 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 |
114-080 |
113-273 |
0-127 |
0.3% |
0-072 |
0.2% |
49% |
False |
False |
740,206 |
| 10 |
114-127 |
113-233 |
0-215 |
0.6% |
0-098 |
0.3% |
48% |
False |
False |
962,573 |
| 20 |
114-155 |
113-210 |
0-265 |
0.7% |
0-097 |
0.3% |
47% |
False |
False |
774,471 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-101 |
0.3% |
22% |
False |
False |
393,484 |
| 60 |
116-160 |
113-210 |
2-270 |
2.5% |
0-071 |
0.2% |
14% |
False |
False |
262,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-269 |
|
2.618 |
114-176 |
|
1.618 |
114-118 |
|
1.000 |
114-082 |
|
0.618 |
114-061 |
|
HIGH |
114-025 |
|
0.618 |
114-003 |
|
0.500 |
113-316 |
|
0.382 |
113-309 |
|
LOW |
113-287 |
|
0.618 |
113-252 |
|
1.000 |
113-230 |
|
1.618 |
113-194 |
|
2.618 |
113-137 |
|
4.250 |
113-043 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-009 |
114-009 |
| PP |
114-002 |
114-003 |
| S1 |
113-316 |
113-316 |
|