ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
115-105 |
115-110 |
0-005 |
0.0% |
115-190 |
High |
115-105 |
115-125 |
0-020 |
0.1% |
115-202 |
Low |
115-047 |
115-070 |
0-023 |
0.1% |
115-047 |
Close |
115-098 |
115-090 |
-0-007 |
0.0% |
115-098 |
Range |
0-058 |
0-055 |
-0-003 |
-4.4% |
0-155 |
ATR |
0-044 |
0-045 |
0-001 |
1.7% |
0-000 |
Volume |
2,495 |
1,968 |
-527 |
-21.1% |
5,846 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-260 |
115-230 |
115-120 |
|
R3 |
115-205 |
115-175 |
115-105 |
|
R2 |
115-150 |
115-150 |
115-100 |
|
R1 |
115-120 |
115-120 |
115-095 |
115-108 |
PP |
115-095 |
115-095 |
115-095 |
115-089 |
S1 |
115-065 |
115-065 |
115-085 |
115-053 |
S2 |
115-040 |
115-040 |
115-080 |
|
S3 |
114-305 |
115-010 |
115-075 |
|
S4 |
114-250 |
114-275 |
115-060 |
|
|
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 |
116-039 |
2.618 |
115-269 |
1.618 |
115-214 |
1.000 |
115-180 |
0.618 |
115-159 |
HIGH |
115-125 |
0.618 |
115-104 |
0.500 |
115-098 |
0.382 |
115-091 |
LOW |
115-070 |
0.618 |
115-036 |
1.000 |
115-015 |
1.618 |
114-301 |
2.618 |
114-246 |
4.250 |
114-156 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
115-098 |
115-099 |
PP |
115-095 |
115-096 |
S1 |
115-093 |
115-093 |
|