ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
114-215 |
-0-165 |
-0.4% |
114-305 |
| High |
115-213 |
114-287 |
-0-245 |
-0.7% |
114-315 |
| Low |
114-210 |
114-155 |
-0-055 |
-0.1% |
114-093 |
| Close |
114-265 |
114-182 |
-0-082 |
-0.2% |
114-133 |
| Range |
1-002 |
0-132 |
-0-190 |
-58.9% |
0-222 |
| ATR |
0-107 |
0-109 |
0-002 |
1.7% |
0-000 |
| Volume |
2,223,030 |
1,316,508 |
-906,522 |
-40.8% |
5,634,999 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-286 |
115-207 |
114-255 |
|
| R3 |
115-153 |
115-074 |
114-219 |
|
| R2 |
115-021 |
115-021 |
114-207 |
|
| R1 |
114-262 |
114-262 |
114-195 |
114-235 |
| PP |
114-208 |
114-208 |
114-208 |
114-195 |
| S1 |
114-129 |
114-129 |
114-170 |
114-103 |
| S2 |
114-076 |
114-076 |
114-158 |
|
| S3 |
113-263 |
113-317 |
114-146 |
|
| S4 |
113-131 |
113-184 |
114-110 |
|
|
| 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% |
0-181 |
0.5% |
20% |
False |
False |
1,567,864 |
| 10 |
115-213 |
114-093 |
1-120 |
1.2% |
0-137 |
0.4% |
20% |
False |
False |
1,282,430 |
| 20 |
115-222 |
114-093 |
1-130 |
1.2% |
0-100 |
0.3% |
20% |
False |
False |
1,100,494 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-083 |
0.2% |
12% |
False |
False |
857,850 |
| 60 |
116-315 |
114-093 |
2-222 |
2.4% |
0-080 |
0.2% |
10% |
False |
False |
805,125 |
| 80 |
117-135 |
114-093 |
3-042 |
2.7% |
0-075 |
0.2% |
9% |
False |
False |
605,430 |
| 100 |
117-258 |
114-093 |
3-165 |
3.1% |
0-063 |
0.2% |
8% |
False |
False |
484,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-211 |
|
2.618 |
115-314 |
|
1.618 |
115-182 |
|
1.000 |
115-100 |
|
0.618 |
115-049 |
|
HIGH |
114-287 |
|
0.618 |
114-237 |
|
0.500 |
114-221 |
|
0.382 |
114-206 |
|
LOW |
114-155 |
|
0.618 |
114-073 |
|
1.000 |
114-023 |
|
1.618 |
113-261 |
|
2.618 |
113-128 |
|
4.250 |
112-232 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-221 |
115-006 |
| PP |
114-208 |
114-278 |
| S1 |
114-195 |
114-230 |
|