ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-110 |
115-055 |
-0-055 |
-0.1% |
115-190 |
| High |
115-125 |
115-100 |
-0-025 |
-0.1% |
115-202 |
| Low |
115-070 |
115-007 |
-0-063 |
-0.2% |
115-047 |
| Close |
115-090 |
115-025 |
-0-065 |
-0.2% |
115-098 |
| Range |
0-055 |
0-093 |
0-038 |
68.3% |
0-155 |
| ATR |
0-045 |
0-048 |
0-003 |
7.6% |
0-000 |
| Volume |
1,968 |
1,587 |
-381 |
-19.4% |
5,846 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-002 |
115-266 |
115-076 |
|
| R3 |
115-229 |
115-173 |
115-050 |
|
| R2 |
115-137 |
115-137 |
115-042 |
|
| R1 |
115-081 |
115-081 |
115-033 |
115-062 |
| PP |
115-044 |
115-044 |
115-044 |
115-035 |
| S1 |
114-308 |
114-308 |
115-017 |
114-290 |
| S2 |
114-272 |
114-272 |
115-008 |
|
| S3 |
114-179 |
114-216 |
115-000 |
|
| S4 |
114-087 |
114-123 |
114-294 |
|
|
| 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 |
116-173 |
|
2.618 |
116-022 |
|
1.618 |
115-250 |
|
1.000 |
115-193 |
|
0.618 |
115-157 |
|
HIGH |
115-100 |
|
0.618 |
115-065 |
|
0.500 |
115-054 |
|
0.382 |
115-043 |
|
LOW |
115-007 |
|
0.618 |
114-270 |
|
1.000 |
114-235 |
|
1.618 |
114-178 |
|
2.618 |
114-085 |
|
4.250 |
113-254 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-054 |
115-066 |
| PP |
115-044 |
115-052 |
| S1 |
115-035 |
115-039 |
|