ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-055 |
114-035 |
-0-020 |
-0.1% |
113-305 |
| High |
114-093 |
114-058 |
-0-035 |
-0.1% |
114-093 |
| Low |
114-022 |
113-315 |
-0-027 |
-0.1% |
113-287 |
| Close |
114-042 |
114-005 |
-0-038 |
-0.1% |
114-005 |
| Range |
0-070 |
0-062 |
-0-008 |
-10.7% |
0-125 |
| ATR |
0-094 |
0-092 |
-0-002 |
-2.4% |
0-000 |
| Volume |
724,770 |
635,037 |
-89,733 |
-12.4% |
3,837,039 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-207 |
114-168 |
114-039 |
|
| R3 |
114-144 |
114-106 |
114-022 |
|
| R2 |
114-082 |
114-082 |
114-016 |
|
| R1 |
114-043 |
114-043 |
114-011 |
114-031 |
| PP |
114-019 |
114-019 |
114-019 |
114-013 |
| S1 |
113-301 |
113-301 |
113-319 |
113-289 |
| S2 |
113-277 |
113-277 |
113-314 |
|
| S3 |
113-214 |
113-238 |
113-308 |
|
| S4 |
113-152 |
113-176 |
113-291 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-077 |
115-006 |
114-074 |
|
| R3 |
114-272 |
114-201 |
114-039 |
|
| R2 |
114-147 |
114-147 |
114-028 |
|
| R1 |
114-076 |
114-076 |
114-016 |
114-111 |
| PP |
114-022 |
114-022 |
114-022 |
114-039 |
| S1 |
113-271 |
113-271 |
113-314 |
113-306 |
| S2 |
113-217 |
113-217 |
113-302 |
|
| S3 |
113-092 |
113-146 |
113-291 |
|
| S4 |
112-287 |
113-021 |
113-256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-093 |
113-287 |
0-125 |
0.3% |
0-072 |
0.2% |
30% |
False |
False |
767,407 |
| 10 |
114-110 |
113-273 |
0-158 |
0.4% |
0-079 |
0.2% |
33% |
False |
False |
782,011 |
| 20 |
114-127 |
113-222 |
0-225 |
0.6% |
0-090 |
0.2% |
46% |
False |
False |
930,759 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-103 |
0.3% |
21% |
False |
False |
475,595 |
| 60 |
116-033 |
113-210 |
2-142 |
2.1% |
0-076 |
0.2% |
15% |
False |
False |
317,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-003 |
|
2.618 |
114-221 |
|
1.618 |
114-159 |
|
1.000 |
114-120 |
|
0.618 |
114-096 |
|
HIGH |
114-058 |
|
0.618 |
114-034 |
|
0.500 |
114-026 |
|
0.382 |
114-019 |
|
LOW |
113-315 |
|
0.618 |
113-276 |
|
1.000 |
113-253 |
|
1.618 |
113-214 |
|
2.618 |
113-151 |
|
4.250 |
113-049 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-026 |
114-044 |
| PP |
114-019 |
114-031 |
| S1 |
114-012 |
114-018 |
|