ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
114-138 |
114-102 |
-0-035 |
-0.1% |
114-007 |
| High |
114-198 |
114-160 |
-0-038 |
-0.1% |
114-107 |
| Low |
114-082 |
114-095 |
0-013 |
0.0% |
113-190 |
| Close |
114-113 |
114-147 |
0-035 |
0.1% |
114-067 |
| Range |
0-115 |
0-065 |
-0-050 |
-43.5% |
0-237 |
| ATR |
0-098 |
0-096 |
-0-002 |
-2.4% |
0-000 |
| Volume |
1,335,101 |
880,779 |
-454,322 |
-34.0% |
5,107,374 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-009 |
114-303 |
114-183 |
|
| R3 |
114-264 |
114-238 |
114-165 |
|
| R2 |
114-199 |
114-199 |
114-159 |
|
| R1 |
114-173 |
114-173 |
114-153 |
114-186 |
| PP |
114-134 |
114-134 |
114-134 |
114-141 |
| S1 |
114-108 |
114-108 |
114-142 |
114-121 |
| S2 |
114-069 |
114-069 |
114-136 |
|
| S3 |
114-004 |
114-043 |
114-130 |
|
| S4 |
113-259 |
113-298 |
114-112 |
|
|
| 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 |
114-198 |
114-007 |
0-190 |
0.5% |
0-095 |
0.3% |
74% |
False |
False |
1,050,281 |
| 10 |
114-198 |
113-190 |
1-007 |
0.9% |
0-093 |
0.3% |
85% |
False |
False |
988,546 |
| 20 |
114-198 |
113-190 |
1-007 |
0.9% |
0-089 |
0.2% |
85% |
False |
False |
910,068 |
| 40 |
115-127 |
113-190 |
1-257 |
1.6% |
0-108 |
0.3% |
48% |
False |
False |
706,179 |
| 60 |
115-265 |
113-190 |
2-075 |
2.0% |
0-090 |
0.2% |
39% |
False |
False |
471,477 |
| 80 |
116-160 |
113-190 |
2-290 |
2.5% |
0-068 |
0.2% |
30% |
False |
False |
353,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-116 |
|
2.618 |
115-010 |
|
1.618 |
114-265 |
|
1.000 |
114-225 |
|
0.618 |
114-200 |
|
HIGH |
114-160 |
|
0.618 |
114-135 |
|
0.500 |
114-128 |
|
0.382 |
114-120 |
|
LOW |
114-095 |
|
0.618 |
114-055 |
|
1.000 |
114-030 |
|
1.618 |
113-310 |
|
2.618 |
113-245 |
|
4.250 |
113-139 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-141 |
114-132 |
| PP |
114-134 |
114-117 |
| S1 |
114-128 |
114-102 |
|