ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-278 |
115-247 |
-0-030 |
-0.1% |
116-040 |
| High |
116-002 |
115-273 |
-0-050 |
-0.1% |
116-047 |
| Low |
115-245 |
115-235 |
-0-010 |
0.0% |
115-240 |
| Close |
115-255 |
115-253 |
-0-002 |
0.0% |
115-255 |
| Range |
0-078 |
0-038 |
-0-040 |
-51.6% |
0-127 |
| ATR |
0-068 |
0-066 |
-0-002 |
-3.2% |
0-000 |
| Volume |
839,547 |
427,273 |
-412,274 |
-49.1% |
2,780,015 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-046 |
116-027 |
115-273 |
|
| R3 |
116-008 |
115-309 |
115-263 |
|
| R2 |
115-291 |
115-291 |
115-259 |
|
| R1 |
115-272 |
115-272 |
115-256 |
115-281 |
| PP |
115-253 |
115-253 |
115-253 |
115-258 |
| S1 |
115-234 |
115-234 |
115-249 |
115-244 |
| S2 |
115-216 |
115-216 |
115-246 |
|
| S3 |
115-178 |
115-197 |
115-242 |
|
| S4 |
115-141 |
115-159 |
115-232 |
|
|
| 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 |
116-047 |
115-235 |
0-132 |
0.4% |
0-063 |
0.2% |
13% |
False |
True |
641,457 |
| 10 |
116-065 |
115-235 |
0-150 |
0.4% |
0-055 |
0.1% |
12% |
False |
True |
512,318 |
| 20 |
116-190 |
115-235 |
0-275 |
0.7% |
0-066 |
0.2% |
6% |
False |
True |
605,626 |
| 40 |
117-013 |
115-235 |
1-098 |
1.1% |
0-069 |
0.2% |
4% |
False |
True |
635,574 |
| 60 |
117-135 |
115-235 |
1-220 |
1.5% |
0-067 |
0.2% |
3% |
False |
True |
425,691 |
| 80 |
117-285 |
115-235 |
2-050 |
1.9% |
0-053 |
0.1% |
3% |
False |
True |
319,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-112 |
|
2.618 |
116-051 |
|
1.618 |
116-013 |
|
1.000 |
115-310 |
|
0.618 |
115-296 |
|
HIGH |
115-273 |
|
0.618 |
115-258 |
|
0.500 |
115-254 |
|
0.382 |
115-249 |
|
LOW |
115-235 |
|
0.618 |
115-212 |
|
1.000 |
115-198 |
|
1.618 |
115-174 |
|
2.618 |
115-137 |
|
4.250 |
115-076 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-254 |
115-279 |
| PP |
115-253 |
115-270 |
| S1 |
115-253 |
115-261 |
|