ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
116-033 |
115-293 |
-0-060 |
-0.2% |
115-287 |
| High |
116-033 |
115-293 |
-0-060 |
-0.2% |
116-033 |
| Low |
116-033 |
115-270 |
-0-082 |
-0.2% |
115-287 |
| Close |
116-033 |
115-293 |
-0-060 |
-0.2% |
116-033 |
| Range |
0-000 |
0-022 |
0-022 |
|
0-065 |
| ATR |
0-034 |
0-037 |
0-003 |
10.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-033 |
116-025 |
115-305 |
|
| R3 |
116-010 |
116-003 |
115-299 |
|
| R2 |
115-308 |
115-308 |
115-297 |
|
| R1 |
115-300 |
115-300 |
115-295 |
115-304 |
| PP |
115-285 |
115-285 |
115-285 |
115-287 |
| S1 |
115-278 |
115-278 |
115-290 |
115-281 |
| S2 |
115-263 |
115-263 |
115-288 |
|
| S3 |
115-240 |
115-255 |
115-286 |
|
| S4 |
115-218 |
115-233 |
115-280 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-206 |
116-184 |
116-068 |
|
| R3 |
116-141 |
116-119 |
116-050 |
|
| R2 |
116-076 |
116-076 |
116-044 |
|
| R1 |
116-054 |
116-054 |
116-038 |
116-065 |
| PP |
116-011 |
116-011 |
116-011 |
116-016 |
| S1 |
115-309 |
115-309 |
116-027 |
116-000 |
| S2 |
115-266 |
115-266 |
116-021 |
|
| S3 |
115-201 |
115-244 |
116-015 |
|
| S4 |
115-136 |
115-179 |
115-317 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-068 |
|
2.618 |
116-031 |
|
1.618 |
116-009 |
|
1.000 |
115-315 |
|
0.618 |
115-306 |
|
HIGH |
115-293 |
|
0.618 |
115-284 |
|
0.500 |
115-281 |
|
0.382 |
115-279 |
|
LOW |
115-270 |
|
0.618 |
115-256 |
|
1.000 |
115-248 |
|
1.618 |
115-234 |
|
2.618 |
115-211 |
|
4.250 |
115-174 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-289 |
115-311 |
| PP |
115-285 |
115-305 |
| S1 |
115-281 |
115-299 |
|