ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
114-305 |
114-282 |
-0-022 |
-0.1% |
115-038 |
High |
114-315 |
114-310 |
-0-005 |
0.0% |
115-093 |
Low |
114-218 |
114-233 |
0-015 |
0.0% |
114-290 |
Close |
114-280 |
114-267 |
-0-013 |
0.0% |
114-310 |
Range |
0-098 |
0-078 |
-0-020 |
-20.5% |
0-122 |
ATR |
0-071 |
0-072 |
0-000 |
0.6% |
0-000 |
Volume |
918,383 |
879,250 |
-39,133 |
-4.3% |
4,249,042 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-183 |
115-143 |
114-310 |
|
R3 |
115-105 |
115-065 |
114-289 |
|
R2 |
115-028 |
115-028 |
114-282 |
|
R1 |
114-307 |
114-307 |
114-275 |
114-289 |
PP |
114-270 |
114-270 |
114-270 |
114-261 |
S1 |
114-230 |
114-230 |
114-260 |
114-211 |
S2 |
114-193 |
114-193 |
114-253 |
|
S3 |
114-115 |
114-152 |
114-246 |
|
S4 |
114-037 |
114-075 |
114-225 |
|
|
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% |
0-083 |
0.2% |
26% |
False |
False |
906,421 |
10 |
115-175 |
114-218 |
0-278 |
0.8% |
0-073 |
0.2% |
18% |
False |
False |
880,850 |
20 |
116-047 |
114-218 |
1-150 |
1.3% |
0-069 |
0.2% |
11% |
False |
False |
840,600 |
40 |
116-227 |
114-218 |
2-010 |
1.8% |
0-070 |
0.2% |
8% |
False |
False |
770,912 |
60 |
117-042 |
114-218 |
2-145 |
2.1% |
0-068 |
0.2% |
6% |
False |
False |
651,219 |
80 |
117-135 |
114-218 |
2-238 |
2.4% |
0-065 |
0.2% |
6% |
False |
False |
489,330 |
100 |
118-193 |
114-218 |
3-295 |
3.4% |
0-053 |
0.1% |
4% |
False |
False |
391,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-319 |
2.618 |
115-193 |
1.618 |
115-115 |
1.000 |
115-068 |
0.618 |
115-038 |
HIGH |
114-310 |
0.618 |
114-280 |
0.500 |
114-271 |
0.382 |
114-262 |
LOW |
114-233 |
0.618 |
114-185 |
1.000 |
114-155 |
1.618 |
114-107 |
2.618 |
114-030 |
4.250 |
113-223 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
114-271 |
114-301 |
PP |
114-270 |
114-290 |
S1 |
114-269 |
114-279 |
|