ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-073 |
115-038 |
-0-035 |
-0.1% |
115-167 |
| High |
115-087 |
115-055 |
-0-032 |
-0.1% |
115-200 |
| Low |
115-020 |
115-000 |
-0-020 |
-0.1% |
115-020 |
| Close |
115-047 |
115-013 |
-0-035 |
-0.1% |
115-047 |
| Range |
0-067 |
0-055 |
-0-012 |
-18.5% |
0-180 |
| ATR |
0-067 |
0-066 |
-0-001 |
-1.2% |
0-000 |
| Volume |
882,989 |
791,637 |
-91,352 |
-10.3% |
3,671,726 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-188 |
115-155 |
115-043 |
|
| R3 |
115-133 |
115-100 |
115-028 |
|
| R2 |
115-078 |
115-078 |
115-023 |
|
| R1 |
115-045 |
115-045 |
115-018 |
115-034 |
| PP |
115-023 |
115-023 |
115-023 |
115-017 |
| S1 |
114-310 |
114-310 |
115-007 |
114-299 |
| S2 |
114-287 |
114-287 |
115-002 |
|
| S3 |
114-232 |
114-255 |
114-317 |
|
| S4 |
114-177 |
114-200 |
114-302 |
|
|
| 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 |
115-200 |
115-000 |
0-200 |
0.5% |
0-063 |
0.2% |
6% |
False |
True |
892,672 |
| 10 |
115-273 |
115-000 |
0-273 |
0.7% |
0-061 |
0.2% |
5% |
False |
True |
877,694 |
| 20 |
116-065 |
115-000 |
1-065 |
1.0% |
0-059 |
0.2% |
3% |
False |
True |
701,103 |
| 40 |
116-282 |
115-000 |
1-282 |
1.6% |
0-069 |
0.2% |
2% |
False |
True |
810,916 |
| 60 |
117-042 |
115-000 |
2-042 |
1.9% |
0-067 |
0.2% |
2% |
False |
True |
564,715 |
| 80 |
117-135 |
115-000 |
2-135 |
2.1% |
0-060 |
0.2% |
2% |
False |
True |
423,642 |
| 100 |
118-193 |
115-000 |
3-193 |
3.1% |
0-048 |
0.1% |
1% |
False |
True |
338,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-289 |
|
2.618 |
115-199 |
|
1.618 |
115-144 |
|
1.000 |
115-110 |
|
0.618 |
115-089 |
|
HIGH |
115-055 |
|
0.618 |
115-034 |
|
0.500 |
115-028 |
|
0.382 |
115-021 |
|
LOW |
115-000 |
|
0.618 |
114-286 |
|
1.000 |
114-265 |
|
1.618 |
114-231 |
|
2.618 |
114-176 |
|
4.250 |
114-086 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-028 |
115-048 |
| PP |
115-023 |
115-036 |
| S1 |
115-018 |
115-024 |
|