ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-238 |
114-158 |
-0-080 |
-0.2% |
114-305 |
| High |
114-238 |
114-185 |
-0-053 |
-0.1% |
114-315 |
| Low |
114-155 |
114-093 |
-0-062 |
-0.2% |
114-093 |
| Close |
114-175 |
114-133 |
-0-042 |
-0.1% |
114-133 |
| Range |
0-082 |
0-092 |
0-010 |
12.1% |
0-222 |
| ATR |
0-075 |
0-077 |
0-001 |
1.6% |
0-000 |
| Volume |
1,061,656 |
1,326,775 |
265,119 |
25.0% |
5,634,999 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-094 |
115-046 |
114-183 |
|
| R3 |
115-002 |
114-273 |
114-158 |
|
| R2 |
114-229 |
114-229 |
114-149 |
|
| R1 |
114-181 |
114-181 |
114-141 |
114-159 |
| PP |
114-137 |
114-137 |
114-137 |
114-126 |
| S1 |
114-088 |
114-088 |
114-124 |
114-066 |
| S2 |
114-044 |
114-044 |
114-116 |
|
| S3 |
113-272 |
113-316 |
114-107 |
|
| S4 |
113-179 |
113-223 |
114-082 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-207 |
116-073 |
114-255 |
|
| R3 |
115-305 |
115-170 |
114-194 |
|
| R2 |
115-083 |
115-083 |
114-173 |
|
| R1 |
114-268 |
114-268 |
114-153 |
114-224 |
| PP |
114-180 |
114-180 |
114-180 |
114-158 |
| S1 |
114-045 |
114-045 |
114-112 |
114-001 |
| S2 |
113-278 |
113-278 |
114-092 |
|
| S3 |
113-055 |
113-143 |
114-071 |
|
| S4 |
112-153 |
112-240 |
114-010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-315 |
114-093 |
0-222 |
0.6% |
0-093 |
0.3% |
18% |
False |
True |
1,126,999 |
| 10 |
115-093 |
114-093 |
1-000 |
0.9% |
0-083 |
0.2% |
13% |
False |
True |
988,404 |
| 20 |
116-002 |
114-093 |
1-230 |
1.5% |
0-073 |
0.2% |
7% |
False |
True |
935,445 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-070 |
0.2% |
5% |
False |
True |
779,153 |
| 60 |
117-033 |
114-093 |
2-260 |
2.5% |
0-070 |
0.2% |
4% |
False |
True |
714,981 |
| 80 |
117-135 |
114-093 |
3-042 |
2.7% |
0-067 |
0.2% |
4% |
False |
True |
537,294 |
| 100 |
118-033 |
114-093 |
3-260 |
3.3% |
0-056 |
0.2% |
3% |
False |
True |
429,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-258 |
|
2.618 |
115-107 |
|
1.618 |
115-015 |
|
1.000 |
114-277 |
|
0.618 |
114-242 |
|
HIGH |
114-185 |
|
0.618 |
114-150 |
|
0.500 |
114-139 |
|
0.382 |
114-128 |
|
LOW |
114-093 |
|
0.618 |
114-035 |
|
1.000 |
114-000 |
|
1.618 |
113-263 |
|
2.618 |
113-170 |
|
4.250 |
113-019 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-139 |
114-198 |
| PP |
114-137 |
114-176 |
| S1 |
114-135 |
114-154 |
|