ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
115-318 |
-0-042 |
-0.1% |
115-285 |
| High |
116-047 |
116-027 |
-0-020 |
-0.1% |
116-065 |
| Low |
115-287 |
115-300 |
0-013 |
0.0% |
115-270 |
| Close |
115-313 |
115-315 |
0-002 |
0.0% |
116-053 |
| Range |
0-080 |
0-047 |
-0-033 |
-40.6% |
0-115 |
| ATR |
0-068 |
0-067 |
-0-001 |
-2.2% |
0-000 |
| Volume |
632,157 |
582,585 |
-49,572 |
-7.8% |
1,655,689 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-143 |
116-117 |
116-021 |
|
| R3 |
116-096 |
116-069 |
116-008 |
|
| R2 |
116-048 |
116-048 |
116-004 |
|
| R1 |
116-022 |
116-022 |
115-319 |
116-011 |
| PP |
116-001 |
116-001 |
116-001 |
115-316 |
| S1 |
115-294 |
115-294 |
115-311 |
115-284 |
| S2 |
115-273 |
115-273 |
115-306 |
|
| S3 |
115-226 |
115-247 |
115-302 |
|
| S4 |
115-178 |
115-199 |
115-289 |
|
|
| 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 |
115-287 |
0-098 |
0.3% |
0-058 |
0.2% |
28% |
False |
False |
531,348 |
| 10 |
116-093 |
115-270 |
0-142 |
0.4% |
0-057 |
0.2% |
32% |
False |
False |
513,068 |
| 20 |
116-190 |
115-270 |
0-240 |
0.6% |
0-066 |
0.2% |
19% |
False |
False |
631,725 |
| 40 |
117-033 |
115-270 |
1-082 |
1.1% |
0-068 |
0.2% |
11% |
False |
False |
586,670 |
| 60 |
117-135 |
115-270 |
1-185 |
1.4% |
0-065 |
0.2% |
9% |
False |
False |
392,482 |
| 80 |
118-098 |
115-270 |
2-147 |
2.1% |
0-051 |
0.1% |
6% |
False |
False |
294,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-229 |
|
2.618 |
116-152 |
|
1.618 |
116-104 |
|
1.000 |
116-075 |
|
0.618 |
116-057 |
|
HIGH |
116-027 |
|
0.618 |
116-009 |
|
0.500 |
116-004 |
|
0.382 |
115-318 |
|
LOW |
115-300 |
|
0.618 |
115-271 |
|
1.000 |
115-253 |
|
1.618 |
115-223 |
|
2.618 |
115-176 |
|
4.250 |
115-098 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
116-004 |
116-016 |
| PP |
116-001 |
116-009 |
| S1 |
115-318 |
116-002 |
|