ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-187 |
116-127 |
-0-060 |
-0.2% |
116-122 |
| High |
116-190 |
116-135 |
-0-055 |
-0.1% |
116-190 |
| Low |
116-093 |
116-070 |
-0-022 |
-0.1% |
116-033 |
| Close |
116-145 |
116-102 |
-0-042 |
-0.1% |
116-102 |
| Range |
0-098 |
0-065 |
-0-033 |
-33.3% |
0-158 |
| ATR |
0-080 |
0-080 |
0-000 |
-0.4% |
0-000 |
| Volume |
869,591 |
608,748 |
-260,843 |
-30.0% |
3,803,528 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-297 |
116-265 |
116-138 |
|
| R3 |
116-232 |
116-200 |
116-120 |
|
| R2 |
116-167 |
116-167 |
116-114 |
|
| R1 |
116-135 |
116-135 |
116-108 |
116-119 |
| PP |
116-103 |
116-103 |
116-103 |
116-094 |
| S1 |
116-070 |
116-070 |
116-097 |
116-054 |
| S2 |
116-038 |
116-038 |
116-091 |
|
| S3 |
115-293 |
116-005 |
116-085 |
|
| S4 |
115-228 |
115-260 |
116-067 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-261 |
117-179 |
116-189 |
|
| R3 |
117-103 |
117-022 |
116-146 |
|
| R2 |
116-266 |
116-266 |
116-131 |
|
| R1 |
116-184 |
116-184 |
116-117 |
116-146 |
| PP |
116-108 |
116-108 |
116-108 |
116-089 |
| S1 |
116-027 |
116-027 |
116-088 |
115-309 |
| S2 |
115-271 |
115-271 |
116-074 |
|
| S3 |
115-113 |
115-189 |
116-059 |
|
| S4 |
114-276 |
115-032 |
116-016 |
|
|
| 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% |
0-088 |
0.2% |
44% |
False |
False |
760,705 |
| 10 |
116-190 |
116-033 |
0-158 |
0.4% |
0-077 |
0.2% |
44% |
False |
False |
775,805 |
| 20 |
116-282 |
116-033 |
0-250 |
0.7% |
0-079 |
0.2% |
28% |
False |
False |
879,632 |
| 40 |
117-055 |
116-033 |
1-022 |
0.9% |
0-072 |
0.2% |
20% |
False |
False |
447,933 |
| 60 |
117-200 |
116-033 |
1-167 |
1.3% |
0-057 |
0.2% |
14% |
False |
False |
298,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-091 |
|
2.618 |
116-305 |
|
1.618 |
116-240 |
|
1.000 |
116-200 |
|
0.618 |
116-175 |
|
HIGH |
116-135 |
|
0.618 |
116-110 |
|
0.500 |
116-103 |
|
0.382 |
116-095 |
|
LOW |
116-070 |
|
0.618 |
116-030 |
|
1.000 |
116-005 |
|
1.618 |
115-285 |
|
2.618 |
115-220 |
|
4.250 |
115-114 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-103 |
116-111 |
| PP |
116-103 |
116-108 |
| S1 |
116-103 |
116-105 |
|