ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-122 |
116-100 |
-0-022 |
-0.1% |
116-075 |
| High |
116-162 |
116-110 |
-0-052 |
-0.1% |
116-170 |
| Low |
116-093 |
116-058 |
-0-035 |
-0.1% |
116-053 |
| Close |
116-098 |
116-078 |
-0-020 |
-0.1% |
116-118 |
| Range |
0-070 |
0-053 |
-0-017 |
-25.0% |
0-118 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.1% |
0-000 |
| Volume |
479,651 |
725,614 |
245,963 |
51.3% |
3,954,528 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-239 |
116-211 |
116-106 |
|
| R3 |
116-187 |
116-158 |
116-092 |
|
| R2 |
116-134 |
116-134 |
116-087 |
|
| R1 |
116-106 |
116-106 |
116-082 |
116-094 |
| PP |
116-082 |
116-082 |
116-082 |
116-076 |
| S1 |
116-053 |
116-053 |
116-073 |
116-041 |
| S2 |
116-029 |
116-029 |
116-068 |
|
| S3 |
115-297 |
116-001 |
116-063 |
|
| S4 |
115-244 |
115-268 |
116-049 |
|
|
| 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 |
116-058 |
0-113 |
0.3% |
0-066 |
0.2% |
18% |
False |
True |
701,655 |
| 10 |
116-253 |
116-053 |
0-200 |
0.5% |
0-081 |
0.2% |
12% |
False |
False |
962,445 |
| 20 |
116-305 |
116-053 |
0-252 |
0.7% |
0-073 |
0.2% |
10% |
False |
False |
758,139 |
| 40 |
117-065 |
116-053 |
1-012 |
0.9% |
0-067 |
0.2% |
8% |
False |
False |
383,138 |
| 60 |
117-210 |
116-053 |
1-158 |
1.3% |
0-052 |
0.1% |
5% |
False |
False |
255,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-013 |
|
2.618 |
116-247 |
|
1.618 |
116-195 |
|
1.000 |
116-163 |
|
0.618 |
116-142 |
|
HIGH |
116-110 |
|
0.618 |
116-090 |
|
0.500 |
116-084 |
|
0.382 |
116-078 |
|
LOW |
116-058 |
|
0.618 |
116-025 |
|
1.000 |
116-005 |
|
1.618 |
115-293 |
|
2.618 |
115-240 |
|
4.250 |
115-154 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-084 |
116-110 |
| PP |
116-082 |
116-099 |
| S1 |
116-080 |
116-088 |
|