ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
114-282 |
114-267 |
-0-015 |
0.0% |
115-038 |
| High |
114-310 |
114-302 |
-0-008 |
0.0% |
115-093 |
| Low |
114-233 |
114-187 |
-0-045 |
-0.1% |
114-290 |
| Close |
114-267 |
114-227 |
-0-040 |
-0.1% |
114-310 |
| Range |
0-078 |
0-115 |
0-038 |
48.4% |
0-122 |
| ATR |
0-072 |
0-075 |
0-003 |
4.3% |
0-000 |
| Volume |
879,250 |
1,448,935 |
569,685 |
64.8% |
4,249,042 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-264 |
115-201 |
114-291 |
|
| R3 |
115-149 |
115-086 |
114-259 |
|
| R2 |
115-034 |
115-034 |
114-249 |
|
| R1 |
114-291 |
114-291 |
114-238 |
114-265 |
| PP |
114-239 |
114-239 |
114-239 |
114-226 |
| S1 |
114-176 |
114-176 |
114-217 |
114-150 |
| S2 |
114-124 |
114-124 |
114-206 |
|
| S3 |
114-009 |
114-061 |
114-196 |
|
| S4 |
113-214 |
113-266 |
114-164 |
|
|
| 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 |
115-075 |
114-187 |
0-208 |
0.6% |
0-094 |
0.3% |
19% |
False |
True |
996,995 |
| 10 |
115-095 |
114-187 |
0-228 |
0.6% |
0-076 |
0.2% |
18% |
False |
True |
936,473 |
| 20 |
116-027 |
114-187 |
1-160 |
1.3% |
0-070 |
0.2% |
8% |
False |
True |
881,439 |
| 40 |
116-190 |
114-187 |
2-003 |
1.8% |
0-069 |
0.2% |
6% |
False |
True |
760,730 |
| 60 |
117-042 |
114-187 |
2-175 |
2.2% |
0-069 |
0.2% |
5% |
False |
True |
675,304 |
| 80 |
117-135 |
114-187 |
2-268 |
2.5% |
0-066 |
0.2% |
4% |
False |
True |
507,439 |
| 100 |
118-190 |
114-187 |
4-003 |
3.5% |
0-054 |
0.1% |
3% |
False |
True |
405,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-151 |
|
2.618 |
115-284 |
|
1.618 |
115-169 |
|
1.000 |
115-098 |
|
0.618 |
115-054 |
|
HIGH |
114-302 |
|
0.618 |
114-259 |
|
0.500 |
114-245 |
|
0.382 |
114-231 |
|
LOW |
114-187 |
|
0.618 |
114-116 |
|
1.000 |
114-072 |
|
1.618 |
114-001 |
|
2.618 |
113-206 |
|
4.250 |
113-019 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-245 |
114-251 |
| PP |
114-239 |
114-243 |
| S1 |
114-233 |
114-235 |
|