ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
114-318 |
114-298 |
-0-020 |
-0.1% |
115-110 |
| High |
115-015 |
114-305 |
-0-030 |
-0.1% |
115-125 |
| Low |
114-302 |
114-258 |
-0-045 |
-0.1% |
114-258 |
| Close |
115-000 |
114-282 |
-0-038 |
-0.1% |
114-282 |
| Range |
0-033 |
0-047 |
0-015 |
46.1% |
0-187 |
| ATR |
0-048 |
0-049 |
0-001 |
2.2% |
0-000 |
| Volume |
3,620 |
2,308 |
-1,312 |
-36.2% |
9,483 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-104 |
115-081 |
114-309 |
|
| R3 |
115-057 |
115-033 |
114-296 |
|
| R2 |
115-009 |
115-009 |
114-291 |
|
| R1 |
114-306 |
114-306 |
114-287 |
114-294 |
| PP |
114-282 |
114-282 |
114-282 |
114-276 |
| S1 |
114-258 |
114-258 |
114-278 |
114-246 |
| S2 |
114-234 |
114-234 |
114-274 |
|
| S3 |
114-187 |
114-211 |
114-269 |
|
| S4 |
114-139 |
114-163 |
114-256 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-251 |
116-134 |
115-066 |
|
| R3 |
116-063 |
115-267 |
115-014 |
|
| R2 |
115-196 |
115-196 |
114-317 |
|
| R1 |
115-079 |
115-079 |
114-300 |
115-044 |
| PP |
115-008 |
115-008 |
115-008 |
114-311 |
| S1 |
114-212 |
114-212 |
114-265 |
114-176 |
| S2 |
114-141 |
114-141 |
114-248 |
|
| S3 |
113-273 |
114-024 |
114-231 |
|
| S4 |
113-086 |
113-157 |
114-179 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-187 |
|
2.618 |
115-109 |
|
1.618 |
115-062 |
|
1.000 |
115-032 |
|
0.618 |
115-014 |
|
HIGH |
114-305 |
|
0.618 |
114-287 |
|
0.500 |
114-281 |
|
0.382 |
114-276 |
|
LOW |
114-258 |
|
0.618 |
114-228 |
|
1.000 |
114-210 |
|
1.618 |
114-181 |
|
2.618 |
114-133 |
|
4.250 |
114-056 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-282 |
115-019 |
| PP |
114-282 |
115-000 |
| S1 |
114-281 |
114-301 |
|