ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-158 |
114-145 |
-0-013 |
0.0% |
114-305 |
| High |
114-185 |
115-075 |
0-210 |
0.6% |
114-315 |
| Low |
114-093 |
114-120 |
0-027 |
0.1% |
114-093 |
| Close |
114-133 |
114-253 |
0-120 |
0.3% |
114-133 |
| Range |
0-092 |
0-275 |
0-183 |
197.4% |
0-222 |
| ATR |
0-077 |
0-091 |
0-014 |
18.5% |
0-000 |
| Volume |
1,326,775 |
1,911,355 |
584,580 |
44.1% |
5,634,999 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-121 |
116-302 |
115-084 |
|
| R3 |
116-166 |
116-027 |
115-008 |
|
| R2 |
115-211 |
115-211 |
114-303 |
|
| R1 |
115-072 |
115-072 |
114-278 |
115-141 |
| PP |
114-256 |
114-256 |
114-256 |
114-291 |
| S1 |
114-117 |
114-117 |
114-227 |
114-186 |
| S2 |
113-301 |
113-301 |
114-202 |
|
| S3 |
113-026 |
113-162 |
114-177 |
|
| S4 |
112-071 |
112-207 |
114-101 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-207 |
116-073 |
114-255 |
|
| R3 |
115-305 |
115-170 |
114-194 |
|
| R2 |
115-083 |
115-083 |
114-173 |
|
| R1 |
114-268 |
114-268 |
114-153 |
114-224 |
| PP |
114-180 |
114-180 |
114-180 |
114-158 |
| S1 |
114-045 |
114-045 |
114-112 |
114-001 |
| S2 |
113-278 |
113-278 |
114-092 |
|
| S3 |
113-055 |
113-143 |
114-071 |
|
| S4 |
112-153 |
112-240 |
114-010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-075 |
114-093 |
0-302 |
0.8% |
0-128 |
0.3% |
53% |
True |
False |
1,325,594 |
| 10 |
115-093 |
114-093 |
1-000 |
0.9% |
0-105 |
0.3% |
50% |
False |
False |
1,100,375 |
| 20 |
115-273 |
114-093 |
1-180 |
1.4% |
0-083 |
0.2% |
32% |
False |
False |
989,035 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-075 |
0.2% |
22% |
False |
False |
804,808 |
| 60 |
117-025 |
114-093 |
2-252 |
2.4% |
0-074 |
0.2% |
18% |
False |
False |
746,462 |
| 80 |
117-135 |
114-093 |
3-042 |
2.7% |
0-071 |
0.2% |
16% |
False |
False |
561,186 |
| 100 |
117-310 |
114-093 |
3-218 |
3.2% |
0-059 |
0.2% |
14% |
False |
False |
448,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-284 |
|
2.618 |
117-155 |
|
1.618 |
116-200 |
|
1.000 |
116-030 |
|
0.618 |
115-245 |
|
HIGH |
115-075 |
|
0.618 |
114-290 |
|
0.500 |
114-258 |
|
0.382 |
114-225 |
|
LOW |
114-120 |
|
0.618 |
113-270 |
|
1.000 |
113-165 |
|
1.618 |
112-315 |
|
2.618 |
112-040 |
|
4.250 |
110-231 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-258 |
114-250 |
| PP |
114-256 |
114-247 |
| S1 |
114-254 |
114-244 |
|