ECBOT 5 Year T-Note Future March 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 |
115-062 |
114-305 |
-0-078 |
-0.2% |
115-038 |
High |
115-065 |
114-315 |
-0-070 |
-0.2% |
115-093 |
Low |
114-290 |
114-218 |
-0-073 |
-0.2% |
114-290 |
Close |
114-310 |
114-280 |
-0-030 |
-0.1% |
114-310 |
Range |
0-095 |
0-098 |
0-003 |
2.7% |
0-122 |
ATR |
0-069 |
0-071 |
0-002 |
2.9% |
0-000 |
Volume |
857,911 |
918,383 |
60,472 |
7.0% |
4,249,042 |
|
Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-243 |
115-199 |
115-014 |
|
R3 |
115-146 |
115-102 |
114-307 |
|
R2 |
115-048 |
115-048 |
114-298 |
|
R1 |
115-004 |
115-004 |
114-289 |
114-298 |
PP |
114-271 |
114-271 |
114-271 |
114-258 |
S1 |
114-227 |
114-227 |
114-271 |
114-200 |
S2 |
114-173 |
114-173 |
114-262 |
|
S3 |
114-076 |
114-129 |
114-253 |
|
S4 |
113-298 |
114-032 |
114-226 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-065 |
115-310 |
115-057 |
|
R3 |
115-263 |
115-188 |
115-024 |
|
R2 |
115-140 |
115-140 |
115-012 |
|
R1 |
115-065 |
115-065 |
115-001 |
115-041 |
PP |
115-018 |
115-018 |
115-018 |
115-006 |
S1 |
114-263 |
114-263 |
114-299 |
114-239 |
S2 |
114-215 |
114-215 |
114-288 |
|
S3 |
114-093 |
114-140 |
114-276 |
|
S4 |
113-290 |
114-018 |
114-243 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115-093 |
114-218 |
0-195 |
0.5% |
0-081 |
0.2% |
32% |
False |
True |
875,157 |
10 |
115-200 |
114-218 |
0-302 |
0.8% |
0-072 |
0.2% |
21% |
False |
True |
883,915 |
20 |
116-065 |
114-218 |
1-167 |
1.3% |
0-067 |
0.2% |
13% |
False |
True |
819,760 |
40 |
116-227 |
114-218 |
2-010 |
1.8% |
0-070 |
0.2% |
10% |
False |
True |
783,954 |
60 |
117-042 |
114-218 |
2-145 |
2.1% |
0-068 |
0.2% |
8% |
False |
True |
636,764 |
80 |
117-135 |
114-218 |
2-238 |
2.4% |
0-065 |
0.2% |
7% |
False |
True |
478,339 |
100 |
118-193 |
114-218 |
3-295 |
3.4% |
0-052 |
0.1% |
5% |
False |
True |
382,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-089 |
2.618 |
115-250 |
1.618 |
115-153 |
1.000 |
115-093 |
0.618 |
115-055 |
HIGH |
114-315 |
0.618 |
114-278 |
0.500 |
114-266 |
0.382 |
114-255 |
LOW |
114-218 |
0.618 |
114-157 |
1.000 |
114-120 |
1.618 |
114-060 |
2.618 |
113-282 |
4.250 |
113-123 |
|
|
Fisher Pivots for day following 29-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
114-275 |
114-306 |
PP |
114-271 |
114-298 |
S1 |
114-266 |
114-289 |
|