ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-007 |
113-313 |
-0-015 |
0.0% |
113-305 |
| High |
114-040 |
113-318 |
-0-042 |
-0.1% |
114-093 |
| Low |
113-278 |
113-242 |
-0-035 |
-0.1% |
113-287 |
| Close |
114-010 |
113-273 |
-0-058 |
-0.2% |
114-005 |
| Range |
0-082 |
0-075 |
-0-007 |
-9.1% |
0-125 |
| ATR |
0-091 |
0-091 |
0-000 |
-0.3% |
0-000 |
| Volume |
840,634 |
710,898 |
-129,736 |
-15.4% |
3,837,039 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-183 |
114-143 |
113-314 |
|
| R3 |
114-108 |
114-068 |
113-293 |
|
| R2 |
114-033 |
114-033 |
113-286 |
|
| R1 |
113-313 |
113-313 |
113-279 |
113-295 |
| PP |
113-278 |
113-278 |
113-278 |
113-269 |
| S1 |
113-238 |
113-238 |
113-266 |
113-220 |
| S2 |
113-202 |
113-202 |
113-259 |
|
| S3 |
113-127 |
113-162 |
113-252 |
|
| S4 |
113-052 |
113-087 |
113-231 |
|
|
| 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 |
113-242 |
0-170 |
0.5% |
0-076 |
0.2% |
18% |
False |
True |
769,237 |
| 10 |
114-093 |
113-242 |
0-170 |
0.5% |
0-074 |
0.2% |
18% |
False |
True |
776,683 |
| 20 |
114-127 |
113-230 |
0-217 |
0.6% |
0-088 |
0.2% |
20% |
False |
False |
993,507 |
| 40 |
115-127 |
113-210 |
1-237 |
1.5% |
0-104 |
0.3% |
11% |
False |
False |
514,309 |
| 60 |
116-033 |
113-210 |
2-142 |
2.1% |
0-079 |
0.2% |
8% |
False |
False |
343,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-316 |
|
2.618 |
114-194 |
|
1.618 |
114-119 |
|
1.000 |
114-073 |
|
0.618 |
114-044 |
|
HIGH |
113-318 |
|
0.618 |
113-289 |
|
0.500 |
113-280 |
|
0.382 |
113-271 |
|
LOW |
113-242 |
|
0.618 |
113-196 |
|
1.000 |
113-167 |
|
1.618 |
113-121 |
|
2.618 |
113-046 |
|
4.250 |
112-244 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
113-280 |
113-310 |
| PP |
113-278 |
113-298 |
| S1 |
113-275 |
113-285 |
|