ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-130 |
116-120 |
-0-010 |
0.0% |
116-075 |
| High |
116-158 |
116-160 |
0-002 |
0.0% |
116-170 |
| Low |
116-107 |
116-087 |
-0-020 |
-0.1% |
116-053 |
| Close |
116-110 |
116-118 |
0-007 |
0.0% |
116-118 |
| Range |
0-050 |
0-073 |
0-022 |
45.0% |
0-118 |
| ATR |
0-074 |
0-074 |
0-000 |
-0.2% |
0-000 |
| Volume |
726,387 |
691,477 |
-34,910 |
-4.8% |
3,954,528 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-019 |
116-301 |
116-157 |
|
| R3 |
116-267 |
116-228 |
116-137 |
|
| R2 |
116-194 |
116-194 |
116-131 |
|
| R1 |
116-156 |
116-156 |
116-124 |
116-139 |
| PP |
116-122 |
116-122 |
116-122 |
116-113 |
| S1 |
116-083 |
116-083 |
116-111 |
116-066 |
| S2 |
116-049 |
116-049 |
116-104 |
|
| S3 |
115-297 |
116-011 |
116-098 |
|
| S4 |
115-224 |
115-258 |
116-078 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-146 |
117-089 |
116-182 |
|
| R3 |
117-028 |
116-292 |
116-150 |
|
| R2 |
116-231 |
116-231 |
116-139 |
|
| R1 |
116-174 |
116-174 |
116-128 |
116-203 |
| PP |
116-113 |
116-113 |
116-113 |
116-128 |
| S1 |
116-057 |
116-057 |
116-107 |
116-085 |
| S2 |
115-316 |
115-316 |
116-096 |
|
| S3 |
115-198 |
115-259 |
116-085 |
|
| S4 |
115-081 |
115-142 |
116-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-170 |
116-053 |
0-118 |
0.3% |
0-066 |
0.2% |
55% |
False |
False |
790,905 |
| 10 |
116-282 |
116-053 |
0-230 |
0.6% |
0-080 |
0.2% |
28% |
False |
False |
1,168,408 |
| 20 |
116-315 |
116-053 |
0-262 |
0.7% |
0-073 |
0.2% |
25% |
False |
False |
699,676 |
| 40 |
117-135 |
116-053 |
1-082 |
1.1% |
0-068 |
0.2% |
16% |
False |
False |
353,010 |
| 60 |
117-258 |
116-053 |
1-205 |
1.4% |
0-050 |
0.1% |
12% |
False |
False |
235,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-148 |
|
2.618 |
117-030 |
|
1.618 |
116-277 |
|
1.000 |
116-233 |
|
0.618 |
116-205 |
|
HIGH |
116-160 |
|
0.618 |
116-132 |
|
0.500 |
116-124 |
|
0.382 |
116-115 |
|
LOW |
116-087 |
|
0.618 |
116-043 |
|
1.000 |
116-015 |
|
1.618 |
115-290 |
|
2.618 |
115-218 |
|
4.250 |
115-099 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-124 |
116-129 |
| PP |
116-122 |
116-125 |
| S1 |
116-120 |
116-121 |
|