ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-310 |
115-278 |
-0-033 |
-0.1% |
116-040 |
| High |
115-313 |
116-002 |
0-010 |
0.0% |
116-047 |
| Low |
115-240 |
115-245 |
0-005 |
0.0% |
115-240 |
| Close |
115-278 |
115-255 |
-0-022 |
-0.1% |
115-255 |
| Range |
0-073 |
0-078 |
0-005 |
6.9% |
0-127 |
| ATR |
0-067 |
0-068 |
0-001 |
1.1% |
0-000 |
| Volume |
725,726 |
839,547 |
113,821 |
15.7% |
2,780,015 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-187 |
116-138 |
115-298 |
|
| R3 |
116-109 |
116-061 |
115-276 |
|
| R2 |
116-032 |
116-032 |
115-269 |
|
| R1 |
115-303 |
115-303 |
115-262 |
115-289 |
| PP |
115-274 |
115-274 |
115-274 |
115-267 |
| S1 |
115-226 |
115-226 |
115-248 |
115-211 |
| S2 |
115-197 |
115-197 |
115-241 |
|
| S3 |
115-119 |
115-148 |
115-234 |
|
| S4 |
115-042 |
115-071 |
115-212 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-030 |
116-270 |
116-005 |
|
| R3 |
116-222 |
116-142 |
115-290 |
|
| R2 |
116-095 |
116-095 |
115-278 |
|
| R1 |
116-015 |
116-015 |
115-267 |
115-311 |
| PP |
115-287 |
115-287 |
115-287 |
115-276 |
| S1 |
115-208 |
115-208 |
115-243 |
115-184 |
| S2 |
115-160 |
115-160 |
115-232 |
|
| S3 |
115-033 |
115-080 |
115-220 |
|
| S4 |
114-225 |
114-273 |
115-185 |
|
|
| 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% |
0-066 |
0.2% |
10% |
False |
False |
648,496 |
| 10 |
116-065 |
115-240 |
0-145 |
0.4% |
0-056 |
0.2% |
10% |
False |
False |
524,513 |
| 20 |
116-190 |
115-240 |
0-270 |
0.7% |
0-067 |
0.2% |
6% |
False |
False |
620,582 |
| 40 |
117-025 |
115-240 |
1-105 |
1.1% |
0-069 |
0.2% |
4% |
False |
False |
625,176 |
| 60 |
117-135 |
115-240 |
1-215 |
1.4% |
0-067 |
0.2% |
3% |
False |
False |
418,570 |
| 80 |
117-310 |
115-240 |
2-070 |
1.9% |
0-053 |
0.1% |
2% |
False |
False |
313,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-012 |
|
2.618 |
116-205 |
|
1.618 |
116-128 |
|
1.000 |
116-080 |
|
0.618 |
116-050 |
|
HIGH |
116-002 |
|
0.618 |
115-293 |
|
0.500 |
115-284 |
|
0.382 |
115-275 |
|
LOW |
115-245 |
|
0.618 |
115-197 |
|
1.000 |
115-167 |
|
1.618 |
115-120 |
|
2.618 |
115-042 |
|
4.250 |
114-236 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-284 |
115-294 |
| PP |
115-274 |
115-281 |
| S1 |
115-265 |
115-268 |
|