ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-115 |
115-105 |
-0-010 |
0.0% |
115-190 |
| High |
115-150 |
115-105 |
-0-045 |
-0.1% |
115-202 |
| Low |
115-115 |
115-047 |
-0-068 |
-0.2% |
115-047 |
| Close |
115-150 |
115-098 |
-0-053 |
-0.1% |
115-098 |
| Range |
0-035 |
0-058 |
0-022 |
64.3% |
0-155 |
| ATR |
0-040 |
0-044 |
0-004 |
11.3% |
0-000 |
| Volume |
1,171 |
2,495 |
1,324 |
113.1% |
5,846 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-256 |
115-234 |
115-129 |
|
| R3 |
115-198 |
115-177 |
115-113 |
|
| R2 |
115-141 |
115-141 |
115-108 |
|
| R1 |
115-119 |
115-119 |
115-103 |
115-101 |
| PP |
115-083 |
115-083 |
115-083 |
115-074 |
| S1 |
115-062 |
115-062 |
115-092 |
115-044 |
| S2 |
115-026 |
115-026 |
115-087 |
|
| S3 |
114-288 |
115-004 |
115-082 |
|
| S4 |
114-231 |
114-267 |
115-066 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-261 |
116-174 |
115-183 |
|
| R3 |
116-106 |
116-019 |
115-140 |
|
| R2 |
115-271 |
115-271 |
115-126 |
|
| R1 |
115-184 |
115-184 |
115-112 |
115-150 |
| PP |
115-116 |
115-116 |
115-116 |
115-099 |
| S1 |
115-029 |
115-029 |
115-083 |
114-315 |
| S2 |
114-281 |
114-281 |
115-069 |
|
| S3 |
114-126 |
114-194 |
115-055 |
|
| S4 |
113-291 |
114-039 |
115-012 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-029 |
|
2.618 |
115-256 |
|
1.618 |
115-198 |
|
1.000 |
115-162 |
|
0.618 |
115-141 |
|
HIGH |
115-105 |
|
0.618 |
115-083 |
|
0.500 |
115-076 |
|
0.382 |
115-069 |
|
LOW |
115-047 |
|
0.618 |
115-012 |
|
1.000 |
114-310 |
|
1.618 |
114-274 |
|
2.618 |
114-217 |
|
4.250 |
114-123 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-090 |
115-099 |
| PP |
115-083 |
115-098 |
| S1 |
115-076 |
115-098 |
|