ECBOT 5 Year T-Note Future September 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 |
114-030 |
114-120 |
0-090 |
0.2% |
114-010 |
High |
114-030 |
114-120 |
0-090 |
0.2% |
114-067 |
Low |
114-030 |
114-120 |
0-090 |
0.2% |
113-255 |
Close |
114-030 |
114-120 |
0-090 |
0.2% |
114-067 |
Range |
|
|
|
|
|
ATR |
0-035 |
0-039 |
0-004 |
11.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-120 |
114-120 |
114-120 |
|
R3 |
114-120 |
114-120 |
114-120 |
|
R2 |
114-120 |
114-120 |
114-120 |
|
R1 |
114-120 |
114-120 |
114-120 |
114-120 |
PP |
114-120 |
114-120 |
114-120 |
114-120 |
S1 |
114-120 |
114-120 |
114-120 |
114-120 |
S2 |
114-120 |
114-120 |
114-120 |
|
S3 |
114-120 |
114-120 |
114-120 |
|
S4 |
114-120 |
114-120 |
114-120 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-101 |
115-057 |
114-140 |
|
R3 |
114-288 |
114-244 |
114-104 |
|
R2 |
114-156 |
114-156 |
114-092 |
|
R1 |
114-112 |
114-112 |
114-080 |
114-134 |
PP |
114-023 |
114-023 |
114-023 |
114-034 |
S1 |
113-299 |
113-299 |
114-055 |
114-001 |
S2 |
113-211 |
113-211 |
114-043 |
|
S3 |
113-078 |
113-167 |
114-031 |
|
S4 |
112-266 |
113-034 |
113-315 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-120 |
2.618 |
114-120 |
1.618 |
114-120 |
1.000 |
114-120 |
0.618 |
114-120 |
HIGH |
114-120 |
0.618 |
114-120 |
0.500 |
114-120 |
0.382 |
114-120 |
LOW |
114-120 |
0.618 |
114-120 |
1.000 |
114-120 |
1.618 |
114-120 |
2.618 |
114-120 |
4.250 |
114-120 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
114-120 |
114-105 |
PP |
114-120 |
114-090 |
S1 |
114-120 |
114-075 |
|