ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
114-190 |
-0-110 |
-0.3% |
114-265 |
| High |
114-300 |
114-233 |
-0-067 |
-0.2% |
115-007 |
| Low |
114-207 |
114-135 |
-0-072 |
-0.2% |
114-207 |
| Close |
114-227 |
114-195 |
-0-032 |
-0.1% |
114-227 |
| Range |
0-093 |
0-098 |
0-005 |
5.4% |
0-120 |
| ATR |
0-056 |
0-059 |
0-003 |
5.2% |
0-000 |
| Volume |
2,390 |
3,363 |
973 |
40.7% |
6,670 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-160 |
115-115 |
114-249 |
|
| R3 |
115-063 |
115-018 |
114-222 |
|
| R2 |
114-285 |
114-285 |
114-213 |
|
| R1 |
114-240 |
114-240 |
114-204 |
114-263 |
| PP |
114-188 |
114-188 |
114-188 |
114-199 |
| S1 |
114-143 |
114-143 |
114-186 |
114-165 |
| S2 |
114-090 |
114-090 |
114-177 |
|
| S3 |
113-313 |
114-045 |
114-168 |
|
| S4 |
113-215 |
113-267 |
114-141 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-294 |
115-221 |
114-293 |
|
| R3 |
115-174 |
115-101 |
114-260 |
|
| R2 |
115-054 |
115-054 |
114-249 |
|
| R1 |
114-301 |
114-301 |
114-238 |
114-277 |
| PP |
114-254 |
114-254 |
114-254 |
114-242 |
| S1 |
114-181 |
114-181 |
114-216 |
114-157 |
| S2 |
114-134 |
114-134 |
114-205 |
|
| S3 |
114-014 |
114-061 |
114-194 |
|
| S4 |
113-214 |
113-261 |
114-161 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-007 |
|
2.618 |
115-168 |
|
1.618 |
115-070 |
|
1.000 |
115-010 |
|
0.618 |
114-293 |
|
HIGH |
114-233 |
|
0.618 |
114-195 |
|
0.500 |
114-184 |
|
0.382 |
114-172 |
|
LOW |
114-135 |
|
0.618 |
114-075 |
|
1.000 |
114-038 |
|
1.618 |
113-297 |
|
2.618 |
113-200 |
|
4.250 |
113-041 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-191 |
114-225 |
| PP |
114-188 |
114-215 |
| S1 |
114-184 |
114-205 |
|