ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 23-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
114-265 |
114-285 |
0-020 |
0.1% |
115-110 |
High |
114-282 |
114-318 |
0-035 |
0.1% |
115-125 |
Low |
114-238 |
114-285 |
0-047 |
0.1% |
114-258 |
Close |
114-245 |
114-310 |
0-065 |
0.2% |
114-282 |
Range |
0-045 |
0-033 |
-0-012 |
-27.7% |
0-187 |
ATR |
0-049 |
0-050 |
0-002 |
3.5% |
0-000 |
Volume |
644 |
1,088 |
444 |
68.9% |
9,483 |
|
Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-082 |
115-068 |
115-008 |
|
R3 |
115-049 |
115-036 |
114-319 |
|
R2 |
115-017 |
115-017 |
114-316 |
|
R1 |
115-003 |
115-003 |
114-313 |
115-010 |
PP |
114-304 |
114-304 |
114-304 |
114-308 |
S1 |
114-291 |
114-291 |
114-307 |
114-298 |
S2 |
114-272 |
114-272 |
114-304 |
|
S3 |
114-239 |
114-258 |
114-301 |
|
S4 |
114-207 |
114-226 |
114-292 |
|
|
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 |
115-136 |
2.618 |
115-083 |
1.618 |
115-050 |
1.000 |
115-030 |
0.618 |
115-018 |
HIGH |
114-318 |
0.618 |
114-305 |
0.500 |
114-301 |
0.382 |
114-297 |
LOW |
114-285 |
0.618 |
114-265 |
1.000 |
114-252 |
1.618 |
114-232 |
2.618 |
114-200 |
4.250 |
114-147 |
|
|
Fisher Pivots for day following 23-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
114-307 |
114-299 |
PP |
114-304 |
114-288 |
S1 |
114-301 |
114-278 |
|