ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-195 |
115-193 |
-0-002 |
0.0% |
115-247 |
| High |
115-222 |
115-202 |
-0-020 |
-0.1% |
115-273 |
| Low |
115-180 |
115-118 |
-0-062 |
-0.2% |
115-118 |
| Close |
115-218 |
115-170 |
-0-047 |
-0.1% |
115-170 |
| Range |
0-042 |
0-085 |
0-042 |
100.0% |
0-155 |
| ATR |
0-064 |
0-067 |
0-003 |
3.9% |
0-000 |
| Volume |
885,080 |
992,091 |
107,011 |
12.1% |
4,313,586 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-098 |
116-059 |
115-217 |
|
| R3 |
116-013 |
115-294 |
115-193 |
|
| R2 |
115-248 |
115-248 |
115-186 |
|
| R1 |
115-209 |
115-209 |
115-178 |
115-186 |
| PP |
115-163 |
115-163 |
115-163 |
115-152 |
| S1 |
115-124 |
115-124 |
115-162 |
115-101 |
| S2 |
115-078 |
115-078 |
115-154 |
|
| S3 |
114-313 |
115-039 |
115-147 |
|
| S4 |
114-228 |
114-274 |
115-123 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-012 |
116-246 |
115-255 |
|
| R3 |
116-177 |
116-091 |
115-213 |
|
| R2 |
116-022 |
116-022 |
115-198 |
|
| R1 |
115-256 |
115-256 |
115-184 |
115-221 |
| PP |
115-187 |
115-187 |
115-187 |
115-169 |
| S1 |
115-101 |
115-101 |
115-156 |
115-066 |
| S2 |
115-032 |
115-032 |
115-142 |
|
| S3 |
114-197 |
114-266 |
115-127 |
|
| S4 |
114-042 |
114-111 |
115-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-273 |
115-118 |
0-155 |
0.4% |
0-060 |
0.2% |
34% |
False |
True |
862,717 |
| 10 |
116-065 |
115-118 |
0-267 |
0.7% |
0-063 |
0.2% |
20% |
False |
True |
755,606 |
| 20 |
116-190 |
115-118 |
1-073 |
1.1% |
0-062 |
0.2% |
13% |
False |
True |
649,108 |
| 40 |
116-305 |
115-118 |
1-187 |
1.4% |
0-069 |
0.2% |
10% |
False |
True |
730,363 |
| 60 |
117-065 |
115-118 |
1-267 |
1.6% |
0-067 |
0.2% |
9% |
False |
True |
490,367 |
| 80 |
117-200 |
115-118 |
2-082 |
2.0% |
0-056 |
0.2% |
7% |
False |
True |
367,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-244 |
|
2.618 |
116-105 |
|
1.618 |
116-020 |
|
1.000 |
115-287 |
|
0.618 |
115-255 |
|
HIGH |
115-202 |
|
0.618 |
115-170 |
|
0.500 |
115-160 |
|
0.382 |
115-150 |
|
LOW |
115-118 |
|
0.618 |
115-065 |
|
1.000 |
115-033 |
|
1.618 |
114-300 |
|
2.618 |
114-215 |
|
4.250 |
114-076 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-167 |
115-170 |
| PP |
115-163 |
115-170 |
| S1 |
115-160 |
115-170 |
|