ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-198 |
114-215 |
0-018 |
0.0% |
114-145 |
| High |
114-242 |
115-038 |
0-115 |
0.3% |
115-213 |
| Low |
114-118 |
114-175 |
0-058 |
0.2% |
114-118 |
| Close |
114-178 |
114-262 |
0-085 |
0.2% |
114-262 |
| Range |
0-125 |
0-182 |
0-058 |
46.0% |
1-095 |
| ATR |
0-110 |
0-115 |
0-005 |
4.7% |
0-000 |
| Volume |
1,526,963 |
1,794,327 |
267,364 |
17.5% |
8,772,183 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-172 |
116-080 |
115-043 |
|
| R3 |
115-310 |
115-217 |
114-313 |
|
| R2 |
115-127 |
115-127 |
114-296 |
|
| R1 |
115-035 |
115-035 |
114-279 |
115-081 |
| PP |
114-265 |
114-265 |
114-265 |
114-288 |
| S1 |
114-173 |
114-173 |
114-246 |
114-219 |
| S2 |
114-083 |
114-083 |
114-229 |
|
| S3 |
113-220 |
113-310 |
114-212 |
|
| S4 |
113-038 |
113-128 |
114-162 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-269 |
118-041 |
115-171 |
|
| R3 |
117-174 |
116-266 |
115-057 |
|
| R2 |
116-079 |
116-079 |
115-019 |
|
| R1 |
115-171 |
115-171 |
114-301 |
115-285 |
| PP |
114-304 |
114-304 |
114-304 |
115-041 |
| S1 |
114-076 |
114-076 |
114-224 |
114-190 |
| S2 |
113-209 |
113-209 |
114-186 |
|
| S3 |
112-114 |
112-301 |
114-148 |
|
| S4 |
111-019 |
111-206 |
114-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-213 |
114-118 |
1-095 |
1.1% |
0-207 |
0.6% |
35% |
False |
False |
1,754,436 |
| 10 |
115-213 |
114-093 |
1-120 |
1.2% |
0-150 |
0.4% |
39% |
False |
False |
1,440,718 |
| 20 |
115-213 |
114-093 |
1-120 |
1.2% |
0-110 |
0.3% |
39% |
False |
False |
1,166,002 |
| 40 |
116-190 |
114-093 |
2-098 |
2.0% |
0-088 |
0.2% |
23% |
False |
False |
910,751 |
| 60 |
116-305 |
114-093 |
2-212 |
2.3% |
0-083 |
0.2% |
20% |
False |
False |
859,880 |
| 80 |
117-065 |
114-093 |
2-292 |
2.5% |
0-078 |
0.2% |
18% |
False |
False |
646,944 |
| 100 |
117-210 |
114-093 |
3-118 |
2.9% |
0-066 |
0.2% |
16% |
False |
False |
517,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-173 |
|
2.618 |
116-195 |
|
1.618 |
116-013 |
|
1.000 |
115-220 |
|
0.618 |
115-150 |
|
HIGH |
115-038 |
|
0.618 |
114-288 |
|
0.500 |
114-266 |
|
0.382 |
114-245 |
|
LOW |
114-175 |
|
0.618 |
114-062 |
|
1.000 |
113-313 |
|
1.618 |
113-200 |
|
2.618 |
113-017 |
|
4.250 |
112-039 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-266 |
114-254 |
| PP |
114-265 |
114-246 |
| S1 |
114-264 |
114-238 |
|