ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-167 |
115-162 |
-0-005 |
0.0% |
115-247 |
| High |
115-200 |
115-175 |
-0-025 |
-0.1% |
115-273 |
| Low |
115-138 |
115-082 |
-0-055 |
-0.1% |
115-118 |
| Close |
115-160 |
115-100 |
-0-060 |
-0.2% |
115-170 |
| Range |
0-062 |
0-093 |
0-030 |
48.0% |
0-155 |
| ATR |
0-067 |
0-068 |
0-002 |
2.8% |
0-000 |
| Volume |
909,895 |
892,705 |
-17,190 |
-1.9% |
4,313,586 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-077 |
116-021 |
115-151 |
|
| R3 |
115-304 |
115-248 |
115-125 |
|
| R2 |
115-212 |
115-212 |
115-117 |
|
| R1 |
115-156 |
115-156 |
115-108 |
115-138 |
| PP |
115-119 |
115-119 |
115-119 |
115-110 |
| S1 |
115-063 |
115-063 |
115-092 |
115-045 |
| S2 |
115-027 |
115-027 |
115-083 |
|
| S3 |
114-254 |
114-291 |
115-075 |
|
| S4 |
114-162 |
114-198 |
115-049 |
|
|
| 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 |
115-222 |
115-082 |
0-140 |
0.4% |
0-068 |
0.2% |
13% |
False |
True |
961,167 |
| 10 |
116-027 |
115-082 |
0-265 |
0.7% |
0-065 |
0.2% |
7% |
False |
True |
826,404 |
| 20 |
116-118 |
115-082 |
1-035 |
1.0% |
0-061 |
0.2% |
5% |
False |
True |
665,321 |
| 40 |
116-282 |
115-082 |
1-200 |
1.4% |
0-070 |
0.2% |
3% |
False |
True |
772,477 |
| 60 |
117-055 |
115-082 |
1-293 |
1.7% |
0-068 |
0.2% |
3% |
False |
True |
520,396 |
| 80 |
117-200 |
115-082 |
2-118 |
2.1% |
0-058 |
0.2% |
2% |
False |
True |
390,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-248 |
|
2.618 |
116-097 |
|
1.618 |
116-005 |
|
1.000 |
115-268 |
|
0.618 |
115-232 |
|
HIGH |
115-175 |
|
0.618 |
115-140 |
|
0.500 |
115-129 |
|
0.382 |
115-118 |
|
LOW |
115-082 |
|
0.618 |
115-025 |
|
1.000 |
114-310 |
|
1.618 |
114-253 |
|
2.618 |
114-160 |
|
4.250 |
114-009 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-129 |
115-142 |
| PP |
115-119 |
115-128 |
| S1 |
115-110 |
115-114 |
|