ECBOT 5 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
115-122 |
115-115 |
-0-007 |
0.0% |
115-293 |
| High |
115-138 |
115-150 |
0-013 |
0.0% |
115-293 |
| Low |
115-098 |
115-115 |
0-018 |
0.0% |
115-190 |
| Close |
115-127 |
115-150 |
0-023 |
0.1% |
115-193 |
| Range |
0-040 |
0-035 |
-0-005 |
-12.5% |
0-102 |
| ATR |
0-040 |
0-040 |
0-000 |
-0.9% |
0-000 |
| Volume |
1,899 |
1,171 |
-728 |
-38.3% |
1,384 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-243 |
115-232 |
115-169 |
|
| R3 |
115-208 |
115-197 |
115-160 |
|
| R2 |
115-173 |
115-173 |
115-156 |
|
| R1 |
115-162 |
115-162 |
115-153 |
115-168 |
| PP |
115-138 |
115-138 |
115-138 |
115-141 |
| S1 |
115-127 |
115-127 |
115-147 |
115-133 |
| S2 |
115-103 |
115-103 |
115-144 |
|
| S3 |
115-068 |
115-092 |
115-140 |
|
| S4 |
115-033 |
115-057 |
115-131 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-213 |
116-145 |
115-249 |
|
| R3 |
116-110 |
116-043 |
115-221 |
|
| R2 |
116-008 |
116-008 |
115-211 |
|
| R1 |
115-260 |
115-260 |
115-202 |
115-243 |
| PP |
115-225 |
115-225 |
115-225 |
115-216 |
| S1 |
115-158 |
115-158 |
115-183 |
115-140 |
| S2 |
115-123 |
115-123 |
115-174 |
|
| S3 |
115-020 |
115-055 |
115-164 |
|
| S4 |
114-238 |
114-273 |
115-136 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-299 |
|
2.618 |
115-242 |
|
1.618 |
115-207 |
|
1.000 |
115-185 |
|
0.618 |
115-172 |
|
HIGH |
115-150 |
|
0.618 |
115-137 |
|
0.500 |
115-133 |
|
0.382 |
115-128 |
|
LOW |
115-115 |
|
0.618 |
115-093 |
|
1.000 |
115-080 |
|
1.618 |
115-058 |
|
2.618 |
115-023 |
|
4.250 |
114-286 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
115-144 |
115-148 |
| PP |
115-138 |
115-147 |
| S1 |
115-133 |
115-145 |
|