ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-145 |
115-060 |
0-235 |
0.6% |
114-305 |
| High |
115-075 |
115-213 |
0-138 |
0.4% |
114-315 |
| Low |
114-120 |
114-210 |
0-090 |
0.2% |
114-093 |
| Close |
114-253 |
114-265 |
0-012 |
0.0% |
114-133 |
| Range |
0-275 |
1-002 |
0-047 |
17.3% |
0-222 |
| ATR |
0-091 |
0-107 |
0-017 |
18.2% |
0-000 |
| Volume |
1,911,355 |
2,223,030 |
311,675 |
16.3% |
5,634,999 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-023 |
117-147 |
115-122 |
|
| R3 |
117-021 |
116-144 |
115-034 |
|
| R2 |
116-018 |
116-018 |
115-004 |
|
| R1 |
115-142 |
115-142 |
114-295 |
115-079 |
| PP |
115-016 |
115-016 |
115-016 |
114-304 |
| S1 |
114-139 |
114-139 |
114-235 |
114-076 |
| S2 |
114-013 |
114-013 |
114-206 |
|
| S3 |
113-011 |
113-137 |
114-176 |
|
| S4 |
112-008 |
112-134 |
114-088 |
|
|
| 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 |
115-213 |
114-093 |
1-120 |
1.2% |
0-177 |
0.5% |
39% |
True |
False |
1,594,350 |
| 10 |
115-213 |
114-093 |
1-120 |
1.2% |
0-130 |
0.4% |
39% |
True |
False |
1,250,385 |
| 20 |
115-265 |
114-093 |
1-172 |
1.3% |
0-097 |
0.3% |
35% |
False |
False |
1,078,823 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-082 |
0.2% |
23% |
False |
False |
842,224 |
| 60 |
117-013 |
114-093 |
2-240 |
2.4% |
0-079 |
0.2% |
20% |
False |
False |
783,324 |
| 80 |
117-135 |
114-093 |
3-042 |
2.7% |
0-074 |
0.2% |
17% |
False |
False |
588,974 |
| 100 |
117-285 |
114-093 |
3-192 |
3.1% |
0-062 |
0.2% |
15% |
False |
False |
471,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-303 |
|
2.618 |
118-097 |
|
1.618 |
117-094 |
|
1.000 |
116-215 |
|
0.618 |
116-092 |
|
HIGH |
115-213 |
|
0.618 |
115-089 |
|
0.500 |
115-051 |
|
0.382 |
115-013 |
|
LOW |
114-210 |
|
0.618 |
114-011 |
|
1.000 |
113-208 |
|
1.618 |
113-008 |
|
2.618 |
112-006 |
|
4.250 |
110-119 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-051 |
114-313 |
| PP |
115-016 |
114-297 |
| S1 |
114-300 |
114-281 |
|