ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-015 |
114-042 |
0-027 |
0.1% |
114-020 |
| High |
114-073 |
114-087 |
0-015 |
0.0% |
114-110 |
| Low |
113-315 |
113-318 |
0-002 |
0.0% |
113-273 |
| Close |
114-027 |
114-060 |
0-033 |
0.1% |
113-310 |
| Range |
0-078 |
0-090 |
0-012 |
16.1% |
0-158 |
| ATR |
0-096 |
0-096 |
0-000 |
-0.5% |
0-000 |
| Volume |
999,449 |
934,847 |
-64,602 |
-6.5% |
3,983,072 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-318 |
114-279 |
114-109 |
|
| R3 |
114-228 |
114-189 |
114-085 |
|
| R2 |
114-138 |
114-138 |
114-076 |
|
| R1 |
114-099 |
114-099 |
114-068 |
114-119 |
| PP |
114-048 |
114-048 |
114-048 |
114-058 |
| S1 |
114-009 |
114-009 |
114-052 |
114-029 |
| S2 |
113-278 |
113-278 |
114-044 |
|
| S3 |
113-188 |
113-239 |
114-035 |
|
| S4 |
113-098 |
113-149 |
114-011 |
|
|
| 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 |
114-087 |
113-273 |
0-135 |
0.4% |
0-071 |
0.2% |
80% |
True |
False |
793,408 |
| 10 |
114-127 |
113-273 |
0-175 |
0.5% |
0-094 |
0.3% |
61% |
False |
False |
899,469 |
| 20 |
114-155 |
113-210 |
0-265 |
0.7% |
0-099 |
0.3% |
64% |
False |
False |
868,437 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-102 |
0.3% |
30% |
False |
False |
441,730 |
| 60 |
116-082 |
113-210 |
2-192 |
2.3% |
0-074 |
0.2% |
20% |
False |
False |
294,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-150 |
|
2.618 |
115-003 |
|
1.618 |
114-233 |
|
1.000 |
114-177 |
|
0.618 |
114-143 |
|
HIGH |
114-087 |
|
0.618 |
114-053 |
|
0.500 |
114-042 |
|
0.382 |
114-032 |
|
LOW |
113-318 |
|
0.618 |
113-262 |
|
1.000 |
113-228 |
|
1.618 |
113-172 |
|
2.618 |
113-082 |
|
4.250 |
112-255 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-054 |
114-049 |
| PP |
114-048 |
114-038 |
| S1 |
114-042 |
114-027 |
|