ECBOT 5 Year T-Note Future March 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jan-2018 | 29-Jan-2018 | Change | Change % | Previous Week |  
                        | Open | 115-062 | 114-305 | -0-078 | -0.2% | 115-038 |  
                        | High | 115-065 | 114-315 | -0-070 | -0.2% | 115-093 |  
                        | Low | 114-290 | 114-218 | -0-073 | -0.2% | 114-290 |  
                        | Close | 114-310 | 114-280 | -0-030 | -0.1% | 114-310 |  
                        | Range | 0-095 | 0-098 | 0-003 | 2.7% | 0-122 |  
                        | ATR | 0-069 | 0-071 | 0-002 | 2.9% | 0-000 |  
                        | Volume | 857,911 | 918,383 | 60,472 | 7.0% | 4,249,042 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jan-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 115-243 | 115-199 | 115-014 |  |  
                | R3 | 115-146 | 115-102 | 114-307 |  |  
                | R2 | 115-048 | 115-048 | 114-298 |  |  
                | R1 | 115-004 | 115-004 | 114-289 | 114-298 |  
                | PP | 114-271 | 114-271 | 114-271 | 114-258 |  
                | S1 | 114-227 | 114-227 | 114-271 | 114-200 |  
                | S2 | 114-173 | 114-173 | 114-262 |  |  
                | S3 | 114-076 | 114-129 | 114-253 |  |  
                | S4 | 113-298 | 114-032 | 114-226 |  |  | 
        
            | 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 | 114-218 | 0-195 | 0.5% | 0-081 | 0.2% | 32% | False | True | 875,157 |  
                | 10 | 115-200 | 114-218 | 0-302 | 0.8% | 0-072 | 0.2% | 21% | False | True | 883,915 |  
                | 20 | 116-065 | 114-218 | 1-167 | 1.3% | 0-067 | 0.2% | 13% | False | True | 819,760 |  
                | 40 | 116-227 | 114-218 | 2-010 | 1.8% | 0-070 | 0.2% | 10% | False | True | 783,954 |  
                | 60 | 117-042 | 114-218 | 2-145 | 2.1% | 0-068 | 0.2% | 8% | False | True | 636,764 |  
                | 80 | 117-135 | 114-218 | 2-238 | 2.4% | 0-065 | 0.2% | 7% | False | True | 478,339 |  
                | 100 | 118-193 | 114-218 | 3-295 | 3.4% | 0-052 | 0.1% | 5% | False | True | 382,671 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 116-089 |  
            | 2.618 | 115-250 |  
            | 1.618 | 115-153 |  
            | 1.000 | 115-093 |  
            | 0.618 | 115-055 |  
            | HIGH | 114-315 |  
            | 0.618 | 114-278 |  
            | 0.500 | 114-266 |  
            | 0.382 | 114-255 |  
            | LOW | 114-218 |  
            | 0.618 | 114-157 |  
            | 1.000 | 114-120 |  
            | 1.618 | 114-060 |  
            | 2.618 | 113-282 |  
            | 4.250 | 113-123 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jan-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 114-275 | 114-306 |  
                                | PP | 114-271 | 114-298 |  
                                | S1 | 114-266 | 114-289 |  |