ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-193 |
115-195 |
0-002 |
0.0% |
116-040 |
| High |
115-213 |
115-222 |
0-010 |
0.0% |
116-047 |
| Low |
115-155 |
115-180 |
0-025 |
0.1% |
115-240 |
| Close |
115-200 |
115-218 |
0-018 |
0.0% |
115-255 |
| Range |
0-058 |
0-042 |
-0-015 |
-26.1% |
0-127 |
| ATR |
0-066 |
0-064 |
-0-002 |
-2.6% |
0-000 |
| Volume |
1,126,065 |
885,080 |
-240,985 |
-21.4% |
2,780,015 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-014 |
115-318 |
115-241 |
|
| R3 |
115-292 |
115-276 |
115-229 |
|
| R2 |
115-249 |
115-249 |
115-225 |
|
| R1 |
115-233 |
115-233 |
115-221 |
115-241 |
| PP |
115-207 |
115-207 |
115-207 |
115-211 |
| S1 |
115-191 |
115-191 |
115-214 |
115-199 |
| S2 |
115-164 |
115-164 |
115-210 |
|
| S3 |
115-122 |
115-148 |
115-206 |
|
| S4 |
115-079 |
115-106 |
115-194 |
|
|
| 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% |
0-059 |
0.2% |
37% |
False |
False |
832,208 |
| 10 |
116-065 |
115-155 |
0-230 |
0.6% |
0-058 |
0.2% |
27% |
False |
False |
696,696 |
| 20 |
116-190 |
115-155 |
1-035 |
1.0% |
0-065 |
0.2% |
18% |
False |
False |
655,500 |
| 40 |
116-305 |
115-155 |
1-150 |
1.3% |
0-069 |
0.2% |
13% |
False |
False |
706,820 |
| 60 |
117-065 |
115-155 |
1-230 |
1.5% |
0-067 |
0.2% |
11% |
False |
False |
473,925 |
| 80 |
117-210 |
115-155 |
2-055 |
1.9% |
0-055 |
0.1% |
9% |
False |
False |
355,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-083 |
|
2.618 |
116-014 |
|
1.618 |
115-291 |
|
1.000 |
115-265 |
|
0.618 |
115-249 |
|
HIGH |
115-222 |
|
0.618 |
115-206 |
|
0.500 |
115-201 |
|
0.382 |
115-196 |
|
LOW |
115-180 |
|
0.618 |
115-154 |
|
1.000 |
115-138 |
|
1.618 |
115-111 |
|
2.618 |
115-069 |
|
4.250 |
114-319 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-212 |
115-215 |
| PP |
115-207 |
115-213 |
| S1 |
115-201 |
115-210 |
|