ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-100 |
116-078 |
-0-022 |
-0.1% |
116-075 |
| High |
116-110 |
116-190 |
0-080 |
0.2% |
116-170 |
| Low |
116-058 |
116-033 |
-0-025 |
-0.1% |
116-053 |
| Close |
116-078 |
116-180 |
0-102 |
0.3% |
116-118 |
| Range |
0-053 |
0-158 |
0-105 |
199.9% |
0-118 |
| ATR |
0-072 |
0-079 |
0-006 |
8.4% |
0-000 |
| Volume |
725,614 |
1,119,924 |
394,310 |
54.3% |
3,954,528 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-287 |
117-231 |
116-267 |
|
| R3 |
117-129 |
117-073 |
116-223 |
|
| R2 |
116-292 |
116-292 |
116-209 |
|
| R1 |
116-236 |
116-236 |
116-194 |
116-264 |
| PP |
116-134 |
116-134 |
116-134 |
116-148 |
| S1 |
116-078 |
116-078 |
116-166 |
116-106 |
| S2 |
115-297 |
115-297 |
116-151 |
|
| S3 |
115-139 |
115-241 |
116-137 |
|
| S4 |
114-302 |
115-083 |
116-093 |
|
|
| 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 |
116-190 |
116-033 |
0-158 |
0.4% |
0-081 |
0.2% |
94% |
True |
True |
748,610 |
| 10 |
116-227 |
116-033 |
0-195 |
0.5% |
0-087 |
0.2% |
76% |
False |
True |
953,684 |
| 20 |
116-305 |
116-033 |
0-272 |
0.7% |
0-077 |
0.2% |
54% |
False |
True |
811,617 |
| 40 |
117-065 |
116-033 |
1-032 |
0.9% |
0-070 |
0.2% |
42% |
False |
True |
410,997 |
| 60 |
117-200 |
116-033 |
1-167 |
1.3% |
0-055 |
0.1% |
30% |
False |
True |
274,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-219 |
|
2.618 |
117-282 |
|
1.618 |
117-125 |
|
1.000 |
117-028 |
|
0.618 |
116-287 |
|
HIGH |
116-190 |
|
0.618 |
116-130 |
|
0.500 |
116-111 |
|
0.382 |
116-093 |
|
LOW |
116-033 |
|
0.618 |
115-255 |
|
1.000 |
115-195 |
|
1.618 |
115-098 |
|
2.618 |
114-260 |
|
4.250 |
114-003 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-157 |
116-157 |
| PP |
116-134 |
116-134 |
| S1 |
116-111 |
116-111 |
|