ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-318 |
115-310 |
-0-007 |
0.0% |
115-285 |
| High |
116-027 |
115-313 |
-0-035 |
-0.1% |
116-065 |
| Low |
115-300 |
115-240 |
-0-060 |
-0.2% |
115-270 |
| Close |
115-315 |
115-278 |
-0-038 |
-0.1% |
116-053 |
| Range |
0-047 |
0-073 |
0-025 |
52.7% |
0-115 |
| ATR |
0-067 |
0-067 |
0-001 |
0.9% |
0-000 |
| Volume |
582,585 |
725,726 |
143,141 |
24.6% |
1,655,689 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-174 |
116-138 |
115-317 |
|
| R3 |
116-102 |
116-066 |
115-297 |
|
| R2 |
116-029 |
116-029 |
115-291 |
|
| R1 |
115-313 |
115-313 |
115-284 |
115-295 |
| PP |
115-277 |
115-277 |
115-277 |
115-268 |
| S1 |
115-241 |
115-241 |
115-271 |
115-222 |
| S2 |
115-204 |
115-204 |
115-264 |
|
| S3 |
115-132 |
115-168 |
115-258 |
|
| S4 |
115-059 |
115-096 |
115-238 |
|
|
| 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 |
115-240 |
0-145 |
0.4% |
0-057 |
0.2% |
26% |
False |
True |
561,184 |
| 10 |
116-065 |
115-240 |
0-145 |
0.4% |
0-055 |
0.1% |
26% |
False |
True |
512,423 |
| 20 |
116-190 |
115-240 |
0-270 |
0.7% |
0-067 |
0.2% |
14% |
False |
True |
622,862 |
| 40 |
117-033 |
115-240 |
1-113 |
1.2% |
0-069 |
0.2% |
9% |
False |
True |
604,750 |
| 60 |
117-135 |
115-240 |
1-215 |
1.4% |
0-066 |
0.2% |
7% |
False |
True |
404,577 |
| 80 |
118-033 |
115-240 |
2-113 |
2.0% |
0-052 |
0.1% |
5% |
False |
True |
303,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-301 |
|
2.618 |
116-182 |
|
1.618 |
116-110 |
|
1.000 |
116-065 |
|
0.618 |
116-037 |
|
HIGH |
115-313 |
|
0.618 |
115-285 |
|
0.500 |
115-276 |
|
0.382 |
115-268 |
|
LOW |
115-240 |
|
0.618 |
115-195 |
|
1.000 |
115-167 |
|
1.618 |
115-123 |
|
2.618 |
115-050 |
|
4.250 |
114-252 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-277 |
115-304 |
| PP |
115-277 |
115-295 |
| S1 |
115-276 |
115-286 |
|