ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
116-018 |
116-040 |
0-022 |
0.1% |
115-285 |
| High |
116-065 |
116-047 |
-0-018 |
0.0% |
116-065 |
| Low |
116-013 |
115-287 |
-0-045 |
-0.1% |
115-270 |
| Close |
116-053 |
115-313 |
-0-060 |
-0.2% |
116-053 |
| Range |
0-052 |
0-080 |
0-028 |
52.4% |
0-115 |
| ATR |
0-067 |
0-068 |
0-001 |
1.9% |
0-000 |
| Volume |
462,466 |
632,157 |
169,691 |
36.7% |
1,655,689 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-242 |
116-198 |
116-037 |
|
| R3 |
116-162 |
116-118 |
116-015 |
|
| R2 |
116-082 |
116-082 |
116-007 |
|
| R1 |
116-038 |
116-038 |
116-000 |
116-020 |
| PP |
116-002 |
116-002 |
116-002 |
115-314 |
| S1 |
115-278 |
115-278 |
115-305 |
115-260 |
| S2 |
115-242 |
115-242 |
115-298 |
|
| S3 |
115-162 |
115-198 |
115-291 |
|
| S4 |
115-082 |
115-118 |
115-269 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-047 |
117-005 |
116-116 |
|
| R3 |
116-252 |
116-210 |
116-084 |
|
| R2 |
116-137 |
116-137 |
116-074 |
|
| R1 |
116-095 |
116-095 |
116-063 |
116-116 |
| PP |
116-023 |
116-023 |
116-023 |
116-033 |
| S1 |
115-300 |
115-300 |
116-042 |
116-001 |
| S2 |
115-228 |
115-228 |
116-031 |
|
| S3 |
115-113 |
115-185 |
116-021 |
|
| S4 |
114-318 |
115-070 |
115-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-065 |
115-270 |
0-115 |
0.3% |
0-057 |
0.2% |
37% |
False |
False |
457,569 |
| 10 |
116-118 |
115-270 |
0-167 |
0.5% |
0-057 |
0.2% |
25% |
False |
False |
504,239 |
| 20 |
116-190 |
115-270 |
0-240 |
0.6% |
0-067 |
0.2% |
18% |
False |
False |
640,022 |
| 40 |
117-042 |
115-270 |
1-092 |
1.1% |
0-069 |
0.2% |
10% |
False |
False |
572,237 |
| 60 |
117-135 |
115-270 |
1-185 |
1.4% |
0-064 |
0.2% |
8% |
False |
False |
382,772 |
| 80 |
118-190 |
115-270 |
2-240 |
2.4% |
0-050 |
0.1% |
5% |
False |
False |
287,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-067 |
|
2.618 |
116-257 |
|
1.618 |
116-177 |
|
1.000 |
116-127 |
|
0.618 |
116-097 |
|
HIGH |
116-047 |
|
0.618 |
116-017 |
|
0.500 |
116-007 |
|
0.382 |
115-318 |
|
LOW |
115-287 |
|
0.618 |
115-238 |
|
1.000 |
115-207 |
|
1.618 |
115-158 |
|
2.618 |
115-078 |
|
4.250 |
114-267 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
116-007 |
116-016 |
| PP |
116-002 |
116-008 |
| S1 |
115-318 |
116-000 |
|