ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-050 |
115-062 |
0-012 |
0.0% |
115-038 |
| High |
115-075 |
115-065 |
-0-010 |
0.0% |
115-093 |
| Low |
114-310 |
114-290 |
-0-020 |
-0.1% |
114-290 |
| Close |
115-067 |
114-310 |
-0-077 |
-0.2% |
114-310 |
| Range |
0-085 |
0-095 |
0-010 |
11.7% |
0-122 |
| ATR |
0-067 |
0-069 |
0-002 |
3.2% |
0-000 |
| Volume |
880,499 |
857,911 |
-22,588 |
-2.6% |
4,249,042 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-293 |
115-237 |
115-042 |
|
| R3 |
115-198 |
115-142 |
115-016 |
|
| R2 |
115-103 |
115-103 |
115-007 |
|
| R1 |
115-047 |
115-047 |
114-319 |
115-028 |
| PP |
115-008 |
115-008 |
115-008 |
114-319 |
| S1 |
114-272 |
114-272 |
114-301 |
114-253 |
| S2 |
114-233 |
114-233 |
114-293 |
|
| S3 |
114-138 |
114-177 |
114-284 |
|
| S4 |
114-043 |
114-082 |
114-258 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-065 |
115-310 |
115-057 |
|
| R3 |
115-263 |
115-188 |
115-024 |
|
| R2 |
115-140 |
115-140 |
115-012 |
|
| R1 |
115-065 |
115-065 |
115-001 |
115-041 |
| PP |
115-018 |
115-018 |
115-018 |
115-006 |
| S1 |
114-263 |
114-263 |
114-299 |
114-239 |
| S2 |
114-215 |
114-215 |
114-288 |
|
| S3 |
114-093 |
114-140 |
114-276 |
|
| S4 |
113-290 |
114-018 |
114-243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-093 |
114-290 |
0-122 |
0.3% |
0-073 |
0.2% |
16% |
False |
True |
849,808 |
| 10 |
115-202 |
114-290 |
0-232 |
0.6% |
0-071 |
0.2% |
9% |
False |
True |
891,285 |
| 20 |
116-065 |
114-290 |
1-095 |
1.1% |
0-064 |
0.2% |
5% |
False |
True |
793,991 |
| 40 |
116-253 |
114-290 |
1-282 |
1.6% |
0-070 |
0.2% |
3% |
False |
True |
791,183 |
| 60 |
117-042 |
114-290 |
2-072 |
1.9% |
0-067 |
0.2% |
3% |
False |
True |
621,612 |
| 80 |
117-135 |
114-290 |
2-165 |
2.2% |
0-064 |
0.2% |
2% |
False |
True |
466,859 |
| 100 |
118-193 |
114-290 |
3-222 |
3.2% |
0-051 |
0.1% |
2% |
False |
True |
373,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-149 |
|
2.618 |
115-314 |
|
1.618 |
115-219 |
|
1.000 |
115-160 |
|
0.618 |
115-124 |
|
HIGH |
115-065 |
|
0.618 |
115-029 |
|
0.500 |
115-018 |
|
0.382 |
115-006 |
|
LOW |
114-290 |
|
0.618 |
114-231 |
|
1.000 |
114-195 |
|
1.618 |
114-136 |
|
2.618 |
114-041 |
|
4.250 |
113-206 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-018 |
115-031 |
| PP |
115-008 |
115-018 |
| S1 |
114-319 |
115-004 |
|