ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-027 |
115-082 |
0-055 |
0.1% |
115-167 |
| High |
115-085 |
115-093 |
0-008 |
0.0% |
115-200 |
| Low |
115-015 |
115-033 |
0-018 |
0.0% |
115-020 |
| Close |
115-073 |
115-040 |
-0-033 |
-0.1% |
115-047 |
| Range |
0-070 |
0-060 |
-0-010 |
-14.3% |
0-180 |
| ATR |
0-066 |
0-066 |
0-000 |
-0.7% |
0-000 |
| Volume |
722,931 |
996,064 |
273,133 |
37.8% |
3,671,726 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-235 |
115-198 |
115-073 |
|
| R3 |
115-175 |
115-138 |
115-056 |
|
| R2 |
115-115 |
115-115 |
115-051 |
|
| R1 |
115-078 |
115-078 |
115-046 |
115-066 |
| PP |
115-055 |
115-055 |
115-055 |
115-049 |
| S1 |
115-018 |
115-018 |
115-034 |
115-006 |
| S2 |
114-315 |
114-315 |
115-029 |
|
| S3 |
114-255 |
114-278 |
115-024 |
|
| S4 |
114-195 |
114-218 |
115-007 |
|
|
| 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 |
115-095 |
115-000 |
0-095 |
0.3% |
0-057 |
0.2% |
42% |
False |
False |
875,951 |
| 10 |
115-222 |
115-000 |
0-222 |
0.6% |
0-063 |
0.2% |
18% |
False |
False |
918,559 |
| 20 |
116-065 |
115-000 |
1-065 |
1.0% |
0-061 |
0.2% |
10% |
False |
False |
746,582 |
| 40 |
116-282 |
115-000 |
1-282 |
1.6% |
0-069 |
0.2% |
7% |
False |
False |
829,345 |
| 60 |
117-042 |
115-000 |
2-042 |
1.9% |
0-067 |
0.2% |
6% |
False |
False |
593,018 |
| 80 |
117-135 |
115-000 |
2-135 |
2.1% |
0-062 |
0.2% |
5% |
False |
False |
445,129 |
| 100 |
118-193 |
115-000 |
3-193 |
3.1% |
0-050 |
0.1% |
3% |
False |
False |
356,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-028 |
|
2.618 |
115-250 |
|
1.618 |
115-190 |
|
1.000 |
115-153 |
|
0.618 |
115-130 |
|
HIGH |
115-093 |
|
0.618 |
115-070 |
|
0.500 |
115-063 |
|
0.382 |
115-055 |
|
LOW |
115-033 |
|
0.618 |
114-315 |
|
1.000 |
114-293 |
|
1.618 |
114-255 |
|
2.618 |
114-195 |
|
4.250 |
114-098 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-063 |
115-046 |
| PP |
115-055 |
115-044 |
| S1 |
115-048 |
115-042 |
|