ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 114-120 114-113 -0-007 0.0% 114-010
High 114-120 114-113 -0-007 0.0% 114-067
Low 114-120 114-087 -0-033 -0.1% 113-255
Close 114-120 114-113 -0-007 0.0% 114-067
Range 0-000 0-025 0-025 0-132
ATR 0-039 0-039 0-000 -1.2% 0-000
Volume
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 114-179 114-171 114-126
R3 114-154 114-146 114-119
R2 114-129 114-129 114-117
R1 114-121 114-121 114-115 114-125
PP 114-104 114-104 114-104 114-106
S1 114-096 114-096 114-110 114-100
S2 114-079 114-079 114-108
S3 114-054 114-071 114-106
S4 114-029 114-046 114-099
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-120 114-030 0-090 0.2% 0-005 0.0% 92% False False
10 114-120 113-255 0-185 0.5% 0-003 0.0% 96% False False
20 114-120 113-255 0-185 0.5% 0-001 0.0% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 114-219
2.618 114-178
1.618 114-153
1.000 114-138
0.618 114-128
HIGH 114-113
0.618 114-103
0.500 114-100
0.382 114-097
LOW 114-087
0.618 114-072
1.000 114-062
1.618 114-047
2.618 114-022
4.250 113-301
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 114-108 114-100
PP 114-104 114-088
S1 114-100 114-075

These figures are updated between 7pm and 10pm EST after a trading day.

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