ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-082 |
115-050 |
-0-032 |
-0.1% |
115-167 |
| High |
115-093 |
115-075 |
-0-018 |
0.0% |
115-200 |
| Low |
115-033 |
114-310 |
-0-042 |
-0.1% |
115-020 |
| Close |
115-040 |
115-067 |
0-027 |
0.1% |
115-047 |
| Range |
0-060 |
0-085 |
0-025 |
41.7% |
0-180 |
| ATR |
0-066 |
0-067 |
0-001 |
2.1% |
0-000 |
| Volume |
996,064 |
880,499 |
-115,565 |
-11.6% |
3,671,726 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-299 |
115-268 |
115-114 |
|
| R3 |
115-214 |
115-183 |
115-091 |
|
| R2 |
115-129 |
115-129 |
115-083 |
|
| R1 |
115-098 |
115-098 |
115-075 |
115-114 |
| PP |
115-044 |
115-044 |
115-044 |
115-052 |
| S1 |
115-013 |
115-013 |
115-060 |
115-029 |
| S2 |
114-279 |
114-279 |
115-052 |
|
| S3 |
114-194 |
114-248 |
115-044 |
|
| S4 |
114-109 |
114-163 |
115-021 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-309 |
116-198 |
115-146 |
|
| R3 |
116-129 |
116-018 |
115-097 |
|
| R2 |
115-269 |
115-269 |
115-080 |
|
| R1 |
115-158 |
115-158 |
115-064 |
115-124 |
| PP |
115-089 |
115-089 |
115-089 |
115-072 |
| S1 |
114-298 |
114-298 |
115-031 |
114-264 |
| S2 |
114-229 |
114-229 |
115-014 |
|
| S3 |
114-049 |
114-118 |
114-318 |
|
| S4 |
113-189 |
113-258 |
114-268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-093 |
114-310 |
0-102 |
0.3% |
0-067 |
0.2% |
76% |
False |
True |
854,824 |
| 10 |
115-222 |
114-310 |
0-232 |
0.6% |
0-065 |
0.2% |
33% |
False |
True |
894,002 |
| 20 |
116-065 |
114-310 |
1-075 |
1.1% |
0-063 |
0.2% |
20% |
False |
True |
779,922 |
| 40 |
116-282 |
114-310 |
1-292 |
1.7% |
0-069 |
0.2% |
13% |
False |
True |
815,132 |
| 60 |
117-042 |
114-310 |
2-052 |
1.9% |
0-067 |
0.2% |
11% |
False |
True |
607,421 |
| 80 |
117-135 |
114-310 |
2-145 |
2.1% |
0-063 |
0.2% |
10% |
False |
True |
456,135 |
| 100 |
118-193 |
114-310 |
3-202 |
3.2% |
0-050 |
0.1% |
7% |
False |
True |
364,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-116 |
|
2.618 |
115-298 |
|
1.618 |
115-213 |
|
1.000 |
115-160 |
|
0.618 |
115-128 |
|
HIGH |
115-075 |
|
0.618 |
115-043 |
|
0.500 |
115-033 |
|
0.382 |
115-022 |
|
LOW |
114-310 |
|
0.618 |
114-257 |
|
1.000 |
114-225 |
|
1.618 |
114-172 |
|
2.618 |
114-088 |
|
4.250 |
113-269 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-056 |
115-059 |
| PP |
115-044 |
115-050 |
| S1 |
115-033 |
115-041 |
|