ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-247 |
115-253 |
0-005 |
0.0% |
116-040 |
| High |
115-273 |
115-265 |
-0-008 |
0.0% |
116-047 |
| Low |
115-235 |
115-187 |
-0-048 |
-0.1% |
115-240 |
| Close |
115-253 |
115-205 |
-0-048 |
-0.1% |
115-255 |
| Range |
0-038 |
0-078 |
0-040 |
106.7% |
0-127 |
| ATR |
0-066 |
0-067 |
0-001 |
1.3% |
0-000 |
| Volume |
427,273 |
883,077 |
455,804 |
106.7% |
2,780,015 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-132 |
116-086 |
115-248 |
|
| R3 |
116-054 |
116-008 |
115-226 |
|
| R2 |
115-297 |
115-297 |
115-219 |
|
| R1 |
115-251 |
115-251 |
115-212 |
115-235 |
| PP |
115-219 |
115-219 |
115-219 |
115-211 |
| S1 |
115-173 |
115-173 |
115-198 |
115-157 |
| S2 |
115-142 |
115-142 |
115-191 |
|
| S3 |
115-064 |
115-096 |
115-184 |
|
| S4 |
114-307 |
115-018 |
115-162 |
|
|
| 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 |
116-027 |
115-187 |
0-160 |
0.4% |
0-063 |
0.2% |
11% |
False |
True |
691,641 |
| 10 |
116-065 |
115-187 |
0-198 |
0.5% |
0-060 |
0.2% |
9% |
False |
True |
574,605 |
| 20 |
116-190 |
115-187 |
1-003 |
0.9% |
0-066 |
0.2% |
5% |
False |
True |
615,206 |
| 40 |
116-315 |
115-187 |
1-128 |
1.2% |
0-070 |
0.2% |
4% |
False |
True |
657,441 |
| 60 |
117-135 |
115-187 |
1-268 |
1.6% |
0-067 |
0.2% |
3% |
False |
True |
440,409 |
| 80 |
117-258 |
115-187 |
2-070 |
1.9% |
0-054 |
0.1% |
2% |
False |
True |
330,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-274 |
|
2.618 |
116-148 |
|
1.618 |
116-070 |
|
1.000 |
116-022 |
|
0.618 |
115-313 |
|
HIGH |
115-265 |
|
0.618 |
115-235 |
|
0.500 |
115-226 |
|
0.382 |
115-217 |
|
LOW |
115-187 |
|
0.618 |
115-140 |
|
1.000 |
115-110 |
|
1.618 |
115-062 |
|
2.618 |
114-305 |
|
4.250 |
114-178 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-226 |
115-255 |
| PP |
115-219 |
115-238 |
| S1 |
115-212 |
115-222 |
|