ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-038 |
115-027 |
-0-010 |
0.0% |
115-167 |
| High |
115-055 |
115-085 |
0-030 |
0.1% |
115-200 |
| Low |
115-000 |
115-015 |
0-015 |
0.0% |
115-020 |
| Close |
115-013 |
115-073 |
0-060 |
0.2% |
115-047 |
| Range |
0-055 |
0-070 |
0-015 |
27.2% |
0-180 |
| ATR |
0-066 |
0-066 |
0-000 |
0.7% |
0-000 |
| Volume |
791,637 |
722,931 |
-68,706 |
-8.7% |
3,671,726 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-267 |
115-240 |
115-111 |
|
| R3 |
115-197 |
115-170 |
115-092 |
|
| R2 |
115-127 |
115-127 |
115-085 |
|
| R1 |
115-100 |
115-100 |
115-079 |
115-114 |
| PP |
115-058 |
115-058 |
115-058 |
115-064 |
| S1 |
115-030 |
115-030 |
115-066 |
115-044 |
| S2 |
114-308 |
114-308 |
115-060 |
|
| S3 |
114-238 |
114-280 |
115-053 |
|
| S4 |
114-168 |
114-210 |
115-034 |
|
|
| 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 |
115-175 |
115-000 |
0-175 |
0.5% |
0-064 |
0.2% |
41% |
False |
False |
855,279 |
| 10 |
115-265 |
115-000 |
0-265 |
0.7% |
0-064 |
0.2% |
27% |
False |
False |
907,260 |
| 20 |
116-065 |
115-000 |
1-065 |
1.0% |
0-060 |
0.2% |
19% |
False |
False |
709,789 |
| 40 |
116-282 |
115-000 |
1-282 |
1.6% |
0-068 |
0.2% |
12% |
False |
False |
814,779 |
| 60 |
117-042 |
115-000 |
2-042 |
1.9% |
0-067 |
0.2% |
11% |
False |
False |
576,750 |
| 80 |
117-135 |
115-000 |
2-135 |
2.1% |
0-061 |
0.2% |
9% |
False |
False |
432,678 |
| 100 |
118-193 |
115-000 |
3-193 |
3.1% |
0-049 |
0.1% |
6% |
False |
False |
346,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-062 |
|
2.618 |
115-268 |
|
1.618 |
115-198 |
|
1.000 |
115-155 |
|
0.618 |
115-128 |
|
HIGH |
115-085 |
|
0.618 |
115-058 |
|
0.500 |
115-050 |
|
0.382 |
115-042 |
|
LOW |
115-015 |
|
0.618 |
114-292 |
|
1.000 |
114-265 |
|
1.618 |
114-222 |
|
2.618 |
114-152 |
|
4.250 |
114-038 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-065 |
115-063 |
| PP |
115-058 |
115-053 |
| S1 |
115-050 |
115-044 |
|