ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-193 |
115-167 |
-0-025 |
-0.1% |
115-247 |
| High |
115-202 |
115-200 |
-0-002 |
0.0% |
115-273 |
| Low |
115-118 |
115-138 |
0-020 |
0.1% |
115-118 |
| Close |
115-170 |
115-160 |
-0-010 |
0.0% |
115-170 |
| Range |
0-085 |
0-062 |
-0-022 |
-26.5% |
0-155 |
| ATR |
0-067 |
0-067 |
0-000 |
-0.5% |
0-000 |
| Volume |
992,091 |
909,895 |
-82,196 |
-8.3% |
4,313,586 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-033 |
115-319 |
115-194 |
|
| R3 |
115-291 |
115-257 |
115-177 |
|
| R2 |
115-228 |
115-228 |
115-171 |
|
| R1 |
115-194 |
115-194 |
115-166 |
115-180 |
| PP |
115-166 |
115-166 |
115-166 |
115-159 |
| S1 |
115-132 |
115-132 |
115-154 |
115-118 |
| S2 |
115-103 |
115-103 |
115-149 |
|
| S3 |
115-041 |
115-069 |
115-143 |
|
| S4 |
114-298 |
115-007 |
115-126 |
|
|
| 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 |
115-265 |
115-118 |
0-147 |
0.4% |
0-065 |
0.2% |
29% |
False |
False |
959,241 |
| 10 |
116-047 |
115-118 |
0-250 |
0.7% |
0-064 |
0.2% |
17% |
False |
False |
800,349 |
| 20 |
116-135 |
115-118 |
1-018 |
0.9% |
0-060 |
0.2% |
13% |
False |
False |
651,124 |
| 40 |
116-282 |
115-118 |
1-165 |
1.3% |
0-069 |
0.2% |
9% |
False |
False |
751,221 |
| 60 |
117-065 |
115-118 |
1-267 |
1.6% |
0-068 |
0.2% |
7% |
False |
False |
505,523 |
| 80 |
117-200 |
115-118 |
2-082 |
2.0% |
0-057 |
0.2% |
6% |
False |
False |
379,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-146 |
|
2.618 |
116-044 |
|
1.618 |
115-301 |
|
1.000 |
115-262 |
|
0.618 |
115-239 |
|
HIGH |
115-200 |
|
0.618 |
115-176 |
|
0.500 |
115-169 |
|
0.382 |
115-161 |
|
LOW |
115-138 |
|
0.618 |
115-099 |
|
1.000 |
115-075 |
|
1.618 |
115-036 |
|
2.618 |
114-294 |
|
4.250 |
114-192 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-169 |
115-170 |
| PP |
115-166 |
115-167 |
| S1 |
115-163 |
115-163 |
|