ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
114-245 |
114-300 |
0-055 |
0.1% |
114-265 |
| High |
114-315 |
114-300 |
-0-015 |
0.0% |
115-007 |
| Low |
114-230 |
114-207 |
-0-023 |
-0.1% |
114-207 |
| Close |
114-305 |
114-227 |
-0-078 |
-0.2% |
114-227 |
| Range |
0-085 |
0-093 |
0-008 |
8.8% |
0-120 |
| ATR |
0-053 |
0-056 |
0-003 |
5.9% |
0-000 |
| Volume |
1,549 |
2,390 |
841 |
54.3% |
6,670 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-203 |
115-148 |
114-278 |
|
| R3 |
115-110 |
115-055 |
114-253 |
|
| R2 |
115-018 |
115-018 |
114-244 |
|
| R1 |
114-282 |
114-282 |
114-236 |
114-264 |
| PP |
114-245 |
114-245 |
114-245 |
114-236 |
| S1 |
114-190 |
114-190 |
114-219 |
114-171 |
| S2 |
114-152 |
114-152 |
114-211 |
|
| S3 |
114-060 |
114-097 |
114-202 |
|
| S4 |
113-287 |
114-005 |
114-177 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-294 |
115-221 |
114-293 |
|
| R3 |
115-174 |
115-101 |
114-260 |
|
| R2 |
115-054 |
115-054 |
114-249 |
|
| R1 |
114-301 |
114-301 |
114-238 |
114-277 |
| PP |
114-254 |
114-254 |
114-254 |
114-242 |
| S1 |
114-181 |
114-181 |
114-216 |
114-157 |
| S2 |
114-134 |
114-134 |
114-205 |
|
| S3 |
114-014 |
114-061 |
114-194 |
|
| S4 |
113-214 |
113-261 |
114-161 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-053 |
|
2.618 |
115-222 |
|
1.618 |
115-130 |
|
1.000 |
115-073 |
|
0.618 |
115-037 |
|
HIGH |
114-300 |
|
0.618 |
114-265 |
|
0.500 |
114-254 |
|
0.382 |
114-243 |
|
LOW |
114-207 |
|
0.618 |
114-150 |
|
1.000 |
114-115 |
|
1.618 |
114-058 |
|
2.618 |
113-285 |
|
4.250 |
113-134 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-254 |
114-267 |
| PP |
114-245 |
114-254 |
| S1 |
114-236 |
114-241 |
|