ECBOT 5 Year T-Note Future June 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 |
114-070 |
114-040 |
-0-030 |
-0.1% |
114-190 |
| High |
114-090 |
114-305 |
0-215 |
0.6% |
114-233 |
| Low |
113-318 |
114-025 |
0-027 |
0.1% |
113-318 |
| Close |
114-035 |
114-160 |
0-125 |
0.3% |
114-035 |
| Range |
0-093 |
0-280 |
0-187 |
202.7% |
0-235 |
| ATR |
0-067 |
0-083 |
0-015 |
22.5% |
0-000 |
| Volume |
14,835 |
29,758 |
14,923 |
100.6% |
45,112 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-043 |
116-222 |
114-314 |
|
| R3 |
116-083 |
115-262 |
114-237 |
|
| R2 |
115-123 |
115-123 |
114-211 |
|
| R1 |
114-302 |
114-302 |
114-186 |
115-052 |
| PP |
114-163 |
114-163 |
114-163 |
114-199 |
| S1 |
114-022 |
114-022 |
114-134 |
114-092 |
| S2 |
113-203 |
113-203 |
114-109 |
|
| S3 |
112-243 |
113-062 |
114-083 |
|
| S4 |
111-283 |
112-102 |
114-006 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-153 |
116-009 |
114-164 |
|
| R3 |
115-238 |
115-094 |
114-100 |
|
| R2 |
115-003 |
115-003 |
114-078 |
|
| R1 |
114-179 |
114-179 |
114-057 |
114-134 |
| PP |
114-088 |
114-088 |
114-088 |
114-066 |
| S1 |
113-264 |
113-264 |
114-013 |
113-219 |
| S2 |
113-173 |
113-173 |
113-312 |
|
| S3 |
112-258 |
113-029 |
113-290 |
|
| S4 |
112-023 |
112-114 |
113-226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-215 |
|
2.618 |
117-078 |
|
1.618 |
116-118 |
|
1.000 |
115-265 |
|
0.618 |
115-158 |
|
HIGH |
114-305 |
|
0.618 |
114-198 |
|
0.500 |
114-165 |
|
0.382 |
114-132 |
|
LOW |
114-025 |
|
0.618 |
113-172 |
|
1.000 |
113-065 |
|
1.618 |
112-212 |
|
2.618 |
111-252 |
|
4.250 |
110-115 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-165 |
114-157 |
| PP |
114-163 |
114-154 |
| S1 |
114-162 |
114-151 |
|