ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-215 |
114-198 |
-0-018 |
0.0% |
114-305 |
| High |
114-287 |
114-242 |
-0-045 |
-0.1% |
114-315 |
| Low |
114-155 |
114-118 |
-0-038 |
-0.1% |
114-093 |
| Close |
114-182 |
114-178 |
-0-005 |
0.0% |
114-133 |
| Range |
0-132 |
0-125 |
-0-007 |
-5.7% |
0-222 |
| ATR |
0-109 |
0-110 |
0-001 |
1.0% |
0-000 |
| Volume |
1,316,508 |
1,526,963 |
210,455 |
16.0% |
5,634,999 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-234 |
115-171 |
114-246 |
|
| R3 |
115-109 |
115-046 |
114-212 |
|
| R2 |
114-304 |
114-304 |
114-200 |
|
| R1 |
114-241 |
114-241 |
114-189 |
114-210 |
| PP |
114-179 |
114-179 |
114-179 |
114-164 |
| S1 |
114-116 |
114-116 |
114-166 |
114-085 |
| S2 |
114-054 |
114-054 |
114-155 |
|
| S3 |
113-249 |
113-311 |
114-143 |
|
| S4 |
113-124 |
113-186 |
114-109 |
|
|
| 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% |
0-189 |
0.5% |
19% |
False |
False |
1,660,926 |
| 10 |
115-213 |
114-093 |
1-120 |
1.2% |
0-141 |
0.4% |
19% |
False |
False |
1,347,076 |
| 20 |
115-222 |
114-093 |
1-130 |
1.2% |
0-103 |
0.3% |
19% |
False |
False |
1,120,539 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-085 |
0.2% |
12% |
False |
False |
884,033 |
| 60 |
116-305 |
114-093 |
2-212 |
2.3% |
0-081 |
0.2% |
10% |
False |
False |
830,257 |
| 80 |
117-087 |
114-093 |
2-315 |
2.6% |
0-076 |
0.2% |
9% |
False |
False |
624,517 |
| 100 |
117-225 |
114-093 |
3-132 |
3.0% |
0-065 |
0.2% |
8% |
False |
False |
499,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-134 |
|
2.618 |
115-250 |
|
1.618 |
115-125 |
|
1.000 |
115-047 |
|
0.618 |
115-000 |
|
HIGH |
114-242 |
|
0.618 |
114-195 |
|
0.500 |
114-180 |
|
0.382 |
114-165 |
|
LOW |
114-118 |
|
0.618 |
114-040 |
|
1.000 |
113-313 |
|
1.618 |
113-235 |
|
2.618 |
113-110 |
|
4.250 |
112-226 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-180 |
115-005 |
| PP |
114-179 |
114-276 |
| S1 |
114-178 |
114-227 |
|