ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-078 |
116-187 |
0-110 |
0.3% |
116-075 |
| High |
116-190 |
116-190 |
0-000 |
0.0% |
116-170 |
| Low |
116-033 |
116-093 |
0-060 |
0.2% |
116-053 |
| Close |
116-180 |
116-145 |
-0-035 |
-0.1% |
116-118 |
| Range |
0-158 |
0-098 |
-0-060 |
-38.1% |
0-118 |
| ATR |
0-079 |
0-080 |
0-001 |
1.7% |
0-000 |
| Volume |
1,119,924 |
869,591 |
-250,333 |
-22.4% |
3,954,528 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-115 |
117-068 |
116-199 |
|
| R3 |
117-018 |
116-290 |
116-172 |
|
| R2 |
116-240 |
116-240 |
116-163 |
|
| R1 |
116-193 |
116-193 |
116-154 |
116-168 |
| PP |
116-143 |
116-143 |
116-143 |
116-130 |
| S1 |
116-095 |
116-095 |
116-136 |
116-070 |
| S2 |
116-045 |
116-045 |
116-127 |
|
| S3 |
115-267 |
115-317 |
116-118 |
|
| S4 |
115-170 |
115-220 |
116-091 |
|
|
| 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% |
0-090 |
0.2% |
71% |
True |
False |
777,251 |
| 10 |
116-227 |
116-033 |
0-195 |
0.5% |
0-087 |
0.2% |
58% |
False |
False |
900,549 |
| 20 |
116-282 |
116-033 |
0-250 |
0.7% |
0-079 |
0.2% |
45% |
False |
False |
851,319 |
| 40 |
117-065 |
116-033 |
1-032 |
0.9% |
0-072 |
0.2% |
32% |
False |
False |
432,722 |
| 60 |
117-200 |
116-033 |
1-167 |
1.3% |
0-056 |
0.2% |
23% |
False |
False |
288,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-284 |
|
2.618 |
117-125 |
|
1.618 |
117-028 |
|
1.000 |
116-288 |
|
0.618 |
116-250 |
|
HIGH |
116-190 |
|
0.618 |
116-153 |
|
0.500 |
116-141 |
|
0.382 |
116-130 |
|
LOW |
116-093 |
|
0.618 |
116-032 |
|
1.000 |
115-315 |
|
1.618 |
115-255 |
|
2.618 |
115-157 |
|
4.250 |
114-318 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-144 |
116-134 |
| PP |
116-143 |
116-123 |
| S1 |
116-141 |
116-111 |
|