ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-253 |
115-193 |
-0-060 |
-0.2% |
116-040 |
| High |
115-265 |
115-213 |
-0-052 |
-0.1% |
116-047 |
| Low |
115-187 |
115-155 |
-0-032 |
-0.1% |
115-240 |
| Close |
115-205 |
115-200 |
-0-005 |
0.0% |
115-255 |
| Range |
0-078 |
0-058 |
-0-020 |
-25.8% |
0-127 |
| ATR |
0-067 |
0-066 |
-0-001 |
-1.0% |
0-000 |
| Volume |
883,077 |
1,126,065 |
242,988 |
27.5% |
2,780,015 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-042 |
116-018 |
115-232 |
|
| R3 |
115-304 |
115-281 |
115-216 |
|
| R2 |
115-247 |
115-247 |
115-211 |
|
| R1 |
115-223 |
115-223 |
115-205 |
115-235 |
| PP |
115-189 |
115-189 |
115-189 |
115-195 |
| S1 |
115-166 |
115-166 |
115-195 |
115-178 |
| S2 |
115-132 |
115-132 |
115-189 |
|
| S3 |
115-074 |
115-108 |
115-184 |
|
| S4 |
115-017 |
115-051 |
115-168 |
|
|
| 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 |
116-002 |
115-155 |
0-167 |
0.5% |
0-065 |
0.2% |
27% |
False |
True |
800,337 |
| 10 |
116-065 |
115-155 |
0-230 |
0.6% |
0-062 |
0.2% |
20% |
False |
True |
665,842 |
| 20 |
116-190 |
115-155 |
1-035 |
1.0% |
0-066 |
0.2% |
13% |
False |
True |
647,527 |
| 40 |
116-305 |
115-155 |
1-150 |
1.3% |
0-069 |
0.2% |
10% |
False |
True |
685,116 |
| 60 |
117-087 |
115-155 |
1-252 |
1.5% |
0-067 |
0.2% |
8% |
False |
True |
459,176 |
| 80 |
117-225 |
115-155 |
2-070 |
1.9% |
0-055 |
0.1% |
6% |
False |
True |
344,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-137 |
|
2.618 |
116-043 |
|
1.618 |
115-306 |
|
1.000 |
115-270 |
|
0.618 |
115-248 |
|
HIGH |
115-213 |
|
0.618 |
115-191 |
|
0.500 |
115-184 |
|
0.382 |
115-177 |
|
LOW |
115-155 |
|
0.618 |
115-119 |
|
1.000 |
115-098 |
|
1.618 |
115-062 |
|
2.618 |
115-004 |
|
4.250 |
114-231 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-195 |
115-214 |
| PP |
115-189 |
115-209 |
| S1 |
115-184 |
115-205 |
|