ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-162 |
115-082 |
-0-080 |
-0.2% |
115-247 |
| High |
115-175 |
115-095 |
-0-080 |
-0.2% |
115-273 |
| Low |
115-082 |
115-060 |
-0-022 |
-0.1% |
115-118 |
| Close |
115-100 |
115-085 |
-0-015 |
0.0% |
115-170 |
| Range |
0-093 |
0-035 |
-0-058 |
-62.2% |
0-155 |
| ATR |
0-068 |
0-066 |
-0-002 |
-3.0% |
0-000 |
| Volume |
892,705 |
986,137 |
93,432 |
10.5% |
4,313,586 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-185 |
115-170 |
115-104 |
|
| R3 |
115-150 |
115-135 |
115-095 |
|
| R2 |
115-115 |
115-115 |
115-091 |
|
| R1 |
115-100 |
115-100 |
115-088 |
115-108 |
| PP |
115-080 |
115-080 |
115-080 |
115-084 |
| S1 |
115-065 |
115-065 |
115-082 |
115-072 |
| S2 |
115-045 |
115-045 |
115-079 |
|
| S3 |
115-010 |
115-030 |
115-075 |
|
| S4 |
114-295 |
114-315 |
115-066 |
|
|
| 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 |
115-060 |
0-162 |
0.4% |
0-064 |
0.2% |
15% |
False |
True |
933,181 |
| 10 |
116-002 |
115-060 |
0-262 |
0.7% |
0-064 |
0.2% |
10% |
False |
True |
866,759 |
| 20 |
116-093 |
115-060 |
1-033 |
1.0% |
0-060 |
0.2% |
7% |
False |
True |
689,914 |
| 40 |
116-282 |
115-060 |
1-222 |
1.5% |
0-070 |
0.2% |
5% |
False |
True |
795,886 |
| 60 |
117-042 |
115-060 |
1-302 |
1.7% |
0-067 |
0.2% |
4% |
False |
True |
536,816 |
| 80 |
117-200 |
115-060 |
2-140 |
2.1% |
0-059 |
0.2% |
3% |
False |
True |
402,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-244 |
|
2.618 |
115-187 |
|
1.618 |
115-152 |
|
1.000 |
115-130 |
|
0.618 |
115-117 |
|
HIGH |
115-095 |
|
0.618 |
115-082 |
|
0.500 |
115-078 |
|
0.382 |
115-073 |
|
LOW |
115-060 |
|
0.618 |
115-038 |
|
1.000 |
115-025 |
|
1.618 |
115-003 |
|
2.618 |
114-288 |
|
4.250 |
114-231 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-082 |
115-130 |
| PP |
115-080 |
115-115 |
| S1 |
115-078 |
115-100 |
|