ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-122 |
114-070 |
-0-052 |
-0.1% |
114-190 |
| High |
114-150 |
114-090 |
-0-060 |
-0.2% |
114-233 |
| Low |
114-067 |
113-318 |
-0-070 |
-0.2% |
113-318 |
| Close |
114-085 |
114-035 |
-0-050 |
-0.1% |
114-035 |
| Range |
0-083 |
0-093 |
0-010 |
12.1% |
0-235 |
| ATR |
0-066 |
0-067 |
0-002 |
2.9% |
0-000 |
| Volume |
12,189 |
14,835 |
2,646 |
21.7% |
45,112 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-318 |
114-269 |
114-086 |
|
| R3 |
114-226 |
114-177 |
114-060 |
|
| R2 |
114-133 |
114-133 |
114-052 |
|
| R1 |
114-084 |
114-084 |
114-043 |
114-063 |
| PP |
114-041 |
114-041 |
114-041 |
114-030 |
| S1 |
113-312 |
113-312 |
114-027 |
113-290 |
| S2 |
113-268 |
113-268 |
114-018 |
|
| S3 |
113-176 |
113-219 |
114-010 |
|
| S4 |
113-083 |
113-127 |
113-304 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-153 |
116-009 |
114-164 |
|
| R3 |
115-238 |
115-094 |
114-100 |
|
| R2 |
115-003 |
115-003 |
114-078 |
|
| R1 |
114-179 |
114-179 |
114-057 |
114-134 |
| PP |
114-088 |
114-088 |
114-088 |
114-066 |
| S1 |
113-264 |
113-264 |
114-013 |
113-219 |
| S2 |
113-173 |
113-173 |
113-312 |
|
| S3 |
112-258 |
113-029 |
113-290 |
|
| S4 |
112-023 |
112-114 |
113-226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-163 |
|
2.618 |
115-012 |
|
1.618 |
114-240 |
|
1.000 |
114-183 |
|
0.618 |
114-147 |
|
HIGH |
114-090 |
|
0.618 |
114-055 |
|
0.500 |
114-044 |
|
0.382 |
114-033 |
|
LOW |
113-318 |
|
0.618 |
113-260 |
|
1.000 |
113-225 |
|
1.618 |
113-168 |
|
2.618 |
113-075 |
|
4.250 |
112-244 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-044 |
114-106 |
| PP |
114-041 |
114-083 |
| S1 |
114-038 |
114-059 |
|