ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
114-015 |
-0-055 |
-0.2% |
114-007 |
| High |
114-085 |
114-145 |
0-060 |
0.2% |
114-107 |
| Low |
114-013 |
114-007 |
-0-005 |
0.0% |
113-190 |
| Close |
114-030 |
114-120 |
0-090 |
0.2% |
114-067 |
| Range |
0-072 |
0-138 |
0-065 |
89.7% |
0-237 |
| ATR |
0-094 |
0-097 |
0-003 |
3.3% |
0-000 |
| Volume |
759,684 |
1,167,487 |
407,803 |
53.7% |
5,107,374 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-183 |
115-129 |
114-196 |
|
| R3 |
115-046 |
114-312 |
114-158 |
|
| R2 |
114-228 |
114-228 |
114-145 |
|
| R1 |
114-174 |
114-174 |
114-133 |
114-201 |
| PP |
114-091 |
114-091 |
114-091 |
114-104 |
| S1 |
114-037 |
114-037 |
114-107 |
114-064 |
| S2 |
113-273 |
113-273 |
114-095 |
|
| S3 |
113-136 |
113-219 |
114-082 |
|
| S4 |
112-318 |
113-082 |
114-044 |
|
|
| 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 |
114-145 |
113-190 |
0-275 |
0.8% |
0-106 |
0.3% |
91% |
True |
False |
1,096,602 |
| 10 |
114-145 |
113-190 |
0-275 |
0.8% |
0-091 |
0.2% |
91% |
True |
False |
932,919 |
| 20 |
114-145 |
113-190 |
0-275 |
0.8% |
0-092 |
0.3% |
91% |
True |
False |
923,927 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-108 |
0.3% |
43% |
False |
False |
651,150 |
| 60 |
116-033 |
113-190 |
2-162 |
2.2% |
0-088 |
0.2% |
31% |
False |
False |
434,545 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-066 |
0.2% |
27% |
False |
False |
325,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-089 |
|
2.618 |
115-185 |
|
1.618 |
115-047 |
|
1.000 |
114-282 |
|
0.618 |
114-230 |
|
HIGH |
114-145 |
|
0.618 |
114-092 |
|
0.500 |
114-076 |
|
0.382 |
114-060 |
|
LOW |
114-007 |
|
0.618 |
113-243 |
|
1.000 |
113-190 |
|
1.618 |
113-105 |
|
2.618 |
112-288 |
|
4.250 |
112-063 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-105 |
114-105 |
| PP |
114-091 |
114-091 |
| S1 |
114-076 |
114-076 |
|