ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-267 |
114-238 |
-0-030 |
-0.1% |
115-038 |
| High |
114-302 |
114-238 |
-0-065 |
-0.2% |
115-093 |
| Low |
114-187 |
114-155 |
-0-032 |
-0.1% |
114-290 |
| Close |
114-227 |
114-175 |
-0-052 |
-0.1% |
114-310 |
| Range |
0-115 |
0-082 |
-0-033 |
-28.3% |
0-122 |
| ATR |
0-075 |
0-075 |
0-001 |
0.7% |
0-000 |
| Volume |
1,448,935 |
1,061,656 |
-387,279 |
-26.7% |
4,249,042 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-117 |
115-068 |
114-220 |
|
| R3 |
115-034 |
114-306 |
114-198 |
|
| R2 |
114-272 |
114-272 |
114-190 |
|
| R1 |
114-223 |
114-223 |
114-183 |
114-206 |
| PP |
114-189 |
114-189 |
114-189 |
114-181 |
| S1 |
114-141 |
114-141 |
114-167 |
114-124 |
| S2 |
114-107 |
114-107 |
114-160 |
|
| S3 |
114-024 |
114-058 |
114-152 |
|
| S4 |
113-262 |
113-296 |
114-130 |
|
|
| 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 |
115-065 |
114-155 |
0-230 |
0.6% |
0-093 |
0.3% |
9% |
False |
True |
1,033,227 |
| 10 |
115-093 |
114-155 |
0-258 |
0.7% |
0-080 |
0.2% |
8% |
False |
True |
944,025 |
| 20 |
116-002 |
114-155 |
1-167 |
1.3% |
0-072 |
0.2% |
4% |
False |
True |
905,392 |
| 40 |
116-190 |
114-155 |
2-035 |
1.8% |
0-069 |
0.2% |
3% |
False |
True |
768,558 |
| 60 |
117-033 |
114-155 |
2-198 |
2.3% |
0-069 |
0.2% |
2% |
False |
True |
692,910 |
| 80 |
117-135 |
114-155 |
2-300 |
2.6% |
0-066 |
0.2% |
2% |
False |
True |
520,709 |
| 100 |
118-098 |
114-155 |
3-262 |
3.3% |
0-055 |
0.2% |
2% |
False |
True |
416,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-268 |
|
2.618 |
115-133 |
|
1.618 |
115-051 |
|
1.000 |
115-000 |
|
0.618 |
114-288 |
|
HIGH |
114-238 |
|
0.618 |
114-206 |
|
0.500 |
114-196 |
|
0.382 |
114-187 |
|
LOW |
114-155 |
|
0.618 |
114-104 |
|
1.000 |
114-073 |
|
1.618 |
114-022 |
|
2.618 |
113-259 |
|
4.250 |
113-124 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-196 |
114-233 |
| PP |
114-189 |
114-213 |
| S1 |
114-182 |
114-194 |
|