ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-075 |
-0-045 |
-0.1% |
116-222 |
| High |
116-227 |
116-118 |
-0-110 |
-0.3% |
116-282 |
| Low |
116-065 |
116-053 |
-0-012 |
0.0% |
116-065 |
| Close |
116-147 |
116-095 |
-0-052 |
-0.1% |
116-147 |
| Range |
0-162 |
0-065 |
-0-098 |
-60.0% |
0-218 |
| ATR |
0-075 |
0-077 |
0-001 |
1.8% |
0-000 |
| Volume |
1,856,190 |
748,529 |
-1,107,661 |
-59.7% |
7,729,556 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-283 |
116-254 |
116-131 |
|
| R3 |
116-218 |
116-189 |
116-113 |
|
| R2 |
116-153 |
116-153 |
116-107 |
|
| R1 |
116-124 |
116-124 |
116-101 |
116-139 |
| PP |
116-088 |
116-088 |
116-088 |
116-096 |
| S1 |
116-059 |
116-059 |
116-089 |
116-074 |
| S2 |
116-023 |
116-023 |
116-083 |
|
| S3 |
115-278 |
115-314 |
116-077 |
|
| S4 |
115-213 |
115-249 |
116-059 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-178 |
118-060 |
116-267 |
|
| R3 |
117-280 |
117-162 |
116-207 |
|
| R2 |
117-062 |
117-062 |
116-187 |
|
| R1 |
116-265 |
116-265 |
116-167 |
116-215 |
| PP |
116-165 |
116-165 |
116-165 |
116-140 |
| S1 |
116-047 |
116-047 |
116-128 |
115-317 |
| S2 |
115-267 |
115-267 |
116-108 |
|
| S3 |
115-050 |
115-150 |
116-088 |
|
| S4 |
114-152 |
114-252 |
116-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-282 |
116-053 |
0-230 |
0.6% |
0-095 |
0.3% |
18% |
False |
True |
1,405,819 |
| 10 |
116-282 |
116-053 |
0-230 |
0.6% |
0-083 |
0.2% |
18% |
False |
True |
1,053,335 |
| 20 |
117-033 |
116-053 |
0-300 |
0.8% |
0-070 |
0.2% |
14% |
False |
True |
541,615 |
| 40 |
117-135 |
116-053 |
1-082 |
1.1% |
0-064 |
0.2% |
11% |
False |
True |
272,860 |
| 60 |
118-098 |
116-053 |
2-045 |
1.8% |
0-046 |
0.1% |
6% |
False |
True |
181,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-074 |
|
2.618 |
116-288 |
|
1.618 |
116-223 |
|
1.000 |
116-182 |
|
0.618 |
116-158 |
|
HIGH |
116-118 |
|
0.618 |
116-093 |
|
0.500 |
116-085 |
|
0.382 |
116-077 |
|
LOW |
116-053 |
|
0.618 |
116-012 |
|
1.000 |
115-308 |
|
1.618 |
115-267 |
|
2.618 |
115-202 |
|
4.250 |
115-096 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-092 |
116-140 |
| PP |
116-088 |
116-125 |
| S1 |
116-085 |
116-110 |
|