ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-075 |
116-098 |
0-022 |
0.1% |
116-222 |
| High |
116-118 |
116-113 |
-0-005 |
0.0% |
116-282 |
| Low |
116-053 |
116-053 |
0-000 |
0.0% |
116-065 |
| Close |
116-095 |
116-085 |
-0-010 |
0.0% |
116-147 |
| Range |
0-065 |
0-060 |
-0-005 |
-7.7% |
0-218 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.6% |
0-000 |
| Volume |
748,529 |
902,987 |
154,458 |
20.6% |
7,729,556 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-263 |
116-234 |
116-118 |
|
| R3 |
116-203 |
116-174 |
116-101 |
|
| R2 |
116-143 |
116-143 |
116-096 |
|
| R1 |
116-114 |
116-114 |
116-090 |
116-099 |
| PP |
116-083 |
116-083 |
116-083 |
116-076 |
| S1 |
116-054 |
116-054 |
116-079 |
116-039 |
| S2 |
116-023 |
116-023 |
116-074 |
|
| S3 |
115-283 |
115-314 |
116-068 |
|
| S4 |
115-223 |
115-254 |
116-052 |
|
|
| 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 |
116-253 |
116-053 |
0-200 |
0.5% |
0-096 |
0.3% |
16% |
False |
True |
1,223,235 |
| 10 |
116-282 |
116-053 |
0-230 |
0.6% |
0-080 |
0.2% |
14% |
False |
True |
1,101,838 |
| 20 |
117-033 |
116-053 |
0-300 |
0.8% |
0-070 |
0.2% |
11% |
False |
True |
586,637 |
| 40 |
117-135 |
116-053 |
1-082 |
1.1% |
0-065 |
0.2% |
8% |
False |
True |
295,435 |
| 60 |
118-033 |
116-053 |
1-300 |
1.7% |
0-047 |
0.1% |
5% |
False |
True |
196,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-048 |
|
2.618 |
116-270 |
|
1.618 |
116-210 |
|
1.000 |
116-173 |
|
0.618 |
116-150 |
|
HIGH |
116-113 |
|
0.618 |
116-090 |
|
0.500 |
116-083 |
|
0.382 |
116-075 |
|
LOW |
116-053 |
|
0.618 |
116-015 |
|
1.000 |
115-313 |
|
1.618 |
115-275 |
|
2.618 |
115-215 |
|
4.250 |
115-118 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-084 |
116-140 |
| PP |
116-083 |
116-122 |
| S1 |
116-083 |
116-103 |
|