ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
114-040 |
114-245 |
0-205 |
0.6% |
114-190 |
| High |
114-305 |
115-127 |
0-142 |
0.4% |
114-233 |
| Low |
114-025 |
114-122 |
0-098 |
0.3% |
113-318 |
| Close |
114-160 |
114-178 |
0-018 |
0.0% |
114-035 |
| Range |
0-280 |
1-005 |
0-045 |
16.1% |
0-235 |
| ATR |
0-083 |
0-100 |
0-017 |
20.9% |
0-000 |
| Volume |
29,758 |
31,587 |
1,829 |
6.1% |
45,112 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-264 |
117-066 |
115-036 |
|
| R3 |
116-259 |
116-061 |
114-267 |
|
| R2 |
115-254 |
115-254 |
114-237 |
|
| R1 |
115-056 |
115-056 |
114-207 |
114-312 |
| PP |
114-249 |
114-249 |
114-249 |
114-217 |
| S1 |
114-051 |
114-051 |
114-148 |
113-308 |
| S2 |
113-244 |
113-244 |
114-118 |
|
| S3 |
112-239 |
113-046 |
114-088 |
|
| S4 |
111-234 |
112-041 |
113-319 |
|
|
| 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 |
119-229 |
|
2.618 |
118-018 |
|
1.618 |
117-013 |
|
1.000 |
116-132 |
|
0.618 |
116-008 |
|
HIGH |
115-127 |
|
0.618 |
115-003 |
|
0.500 |
114-285 |
|
0.382 |
114-247 |
|
LOW |
114-122 |
|
0.618 |
113-242 |
|
1.000 |
113-118 |
|
1.618 |
112-237 |
|
2.618 |
111-232 |
|
4.250 |
110-021 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
114-285 |
114-222 |
| PP |
114-249 |
114-207 |
| S1 |
114-213 |
114-193 |
|