ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
113-280 |
114-035 |
0-075 |
0.2% |
114-007 |
| High |
114-082 |
114-107 |
0-025 |
0.1% |
114-107 |
| Low |
113-275 |
114-020 |
0-065 |
0.2% |
113-190 |
| Close |
114-033 |
114-067 |
0-035 |
0.1% |
114-067 |
| Range |
0-127 |
0-087 |
-0-040 |
-31.4% |
0-237 |
| ATR |
0-096 |
0-095 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,402,789 |
1,108,354 |
-294,435 |
-21.0% |
5,107,374 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-007 |
114-285 |
114-116 |
|
| R3 |
114-240 |
114-197 |
114-092 |
|
| R2 |
114-152 |
114-152 |
114-084 |
|
| R1 |
114-110 |
114-110 |
114-076 |
114-131 |
| PP |
114-065 |
114-065 |
114-065 |
114-076 |
| S1 |
114-022 |
114-022 |
114-059 |
114-044 |
| S2 |
113-298 |
113-298 |
114-051 |
|
| S3 |
113-210 |
113-255 |
114-043 |
|
| S4 |
113-123 |
113-168 |
114-019 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-087 |
115-315 |
114-198 |
|
| R3 |
115-170 |
115-077 |
114-133 |
|
| R2 |
114-252 |
114-252 |
114-111 |
|
| R1 |
114-160 |
114-160 |
114-089 |
114-206 |
| PP |
114-015 |
114-015 |
114-015 |
114-038 |
| S1 |
113-243 |
113-243 |
114-046 |
113-289 |
| S2 |
113-098 |
113-098 |
114-024 |
|
| S3 |
112-180 |
113-005 |
114-002 |
|
| S4 |
111-263 |
112-088 |
113-257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-107 |
113-190 |
0-237 |
0.6% |
0-096 |
0.3% |
83% |
True |
False |
1,021,474 |
| 10 |
114-107 |
113-190 |
0-237 |
0.6% |
0-084 |
0.2% |
83% |
True |
False |
894,441 |
| 20 |
114-127 |
113-190 |
0-257 |
0.7% |
0-092 |
0.3% |
77% |
False |
False |
1,005,795 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-108 |
0.3% |
34% |
False |
False |
603,114 |
| 60 |
116-033 |
113-190 |
2-162 |
2.2% |
0-084 |
0.2% |
25% |
False |
False |
402,426 |
| 80 |
116-210 |
113-190 |
3-020 |
2.7% |
0-063 |
0.2% |
20% |
False |
False |
301,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-159 |
|
2.618 |
115-017 |
|
1.618 |
114-249 |
|
1.000 |
114-195 |
|
0.618 |
114-162 |
|
HIGH |
114-107 |
|
0.618 |
114-074 |
|
0.500 |
114-064 |
|
0.382 |
114-053 |
|
LOW |
114-020 |
|
0.618 |
113-286 |
|
1.000 |
113-253 |
|
1.618 |
113-198 |
|
2.618 |
113-111 |
|
4.250 |
112-288 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-066 |
114-041 |
| PP |
114-065 |
114-015 |
| S1 |
114-064 |
113-309 |
|