ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-082 |
115-073 |
-0-010 |
0.0% |
115-167 |
| High |
115-095 |
115-087 |
-0-008 |
0.0% |
115-200 |
| Low |
115-060 |
115-020 |
-0-040 |
-0.1% |
115-020 |
| Close |
115-085 |
115-047 |
-0-038 |
-0.1% |
115-047 |
| Range |
0-035 |
0-067 |
0-032 |
92.8% |
0-180 |
| ATR |
0-066 |
0-067 |
0-000 |
0.1% |
0-000 |
| Volume |
986,137 |
882,989 |
-103,148 |
-10.5% |
3,671,726 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-254 |
115-218 |
115-085 |
|
| R3 |
115-187 |
115-151 |
115-066 |
|
| R2 |
115-119 |
115-119 |
115-060 |
|
| R1 |
115-083 |
115-083 |
115-054 |
115-067 |
| PP |
115-052 |
115-052 |
115-052 |
115-044 |
| S1 |
115-016 |
115-016 |
115-041 |
115-000 |
| S2 |
114-304 |
114-304 |
115-035 |
|
| S3 |
114-237 |
114-268 |
115-029 |
|
| S4 |
114-169 |
114-201 |
115-010 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-309 |
116-198 |
115-146 |
|
| R3 |
116-129 |
116-018 |
115-097 |
|
| R2 |
115-269 |
115-269 |
115-080 |
|
| R1 |
115-158 |
115-158 |
115-064 |
115-124 |
| PP |
115-089 |
115-089 |
115-089 |
115-072 |
| S1 |
114-298 |
114-298 |
115-031 |
114-264 |
| S2 |
114-229 |
114-229 |
115-014 |
|
| S3 |
114-049 |
114-118 |
114-318 |
|
| S4 |
113-189 |
113-258 |
114-268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-202 |
115-020 |
0-182 |
0.5% |
0-068 |
0.2% |
15% |
False |
True |
932,763 |
| 10 |
116-002 |
115-020 |
0-302 |
0.8% |
0-064 |
0.2% |
9% |
False |
True |
882,485 |
| 20 |
116-065 |
115-020 |
1-045 |
1.0% |
0-059 |
0.2% |
8% |
False |
True |
697,454 |
| 40 |
116-282 |
115-020 |
1-262 |
1.6% |
0-069 |
0.2% |
5% |
False |
True |
807,512 |
| 60 |
117-042 |
115-020 |
2-022 |
1.8% |
0-067 |
0.2% |
4% |
False |
True |
551,527 |
| 80 |
117-185 |
115-020 |
2-165 |
2.2% |
0-060 |
0.2% |
3% |
False |
True |
413,746 |
| 100 |
118-193 |
115-020 |
3-173 |
3.1% |
0-048 |
0.1% |
2% |
False |
True |
330,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-054 |
|
2.618 |
115-264 |
|
1.618 |
115-197 |
|
1.000 |
115-155 |
|
0.618 |
115-129 |
|
HIGH |
115-087 |
|
0.618 |
115-062 |
|
0.500 |
115-054 |
|
0.382 |
115-046 |
|
LOW |
115-020 |
|
0.618 |
114-298 |
|
1.000 |
114-273 |
|
1.618 |
114-231 |
|
2.618 |
114-163 |
|
4.250 |
114-053 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-054 |
115-098 |
| PP |
115-052 |
115-081 |
| S1 |
115-050 |
115-064 |
|