ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-127 |
116-098 |
-0-030 |
-0.1% |
116-122 |
| High |
116-135 |
116-118 |
-0-018 |
0.0% |
116-190 |
| Low |
116-070 |
116-067 |
-0-003 |
0.0% |
116-033 |
| Close |
116-102 |
116-095 |
-0-007 |
0.0% |
116-102 |
| Range |
0-065 |
0-050 |
-0-015 |
-23.0% |
0-158 |
| ATR |
0-080 |
0-077 |
-0-002 |
-2.7% |
0-000 |
| Volume |
608,748 |
494,291 |
-114,457 |
-18.8% |
3,803,528 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-243 |
116-219 |
116-123 |
|
| R3 |
116-193 |
116-169 |
116-109 |
|
| R2 |
116-143 |
116-143 |
116-104 |
|
| R1 |
116-119 |
116-119 |
116-100 |
116-106 |
| PP |
116-093 |
116-093 |
116-093 |
116-087 |
| S1 |
116-069 |
116-069 |
116-090 |
116-056 |
| S2 |
116-043 |
116-043 |
116-086 |
|
| S3 |
115-313 |
116-019 |
116-081 |
|
| S4 |
115-263 |
115-289 |
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% |
0-085 |
0.2% |
40% |
False |
False |
763,633 |
| 10 |
116-190 |
116-033 |
0-158 |
0.4% |
0-076 |
0.2% |
40% |
False |
False |
750,381 |
| 20 |
116-282 |
116-033 |
0-250 |
0.7% |
0-080 |
0.2% |
25% |
False |
False |
901,858 |
| 40 |
117-042 |
116-033 |
1-010 |
0.9% |
0-070 |
0.2% |
19% |
False |
False |
460,268 |
| 60 |
117-200 |
116-033 |
1-167 |
1.3% |
0-058 |
0.2% |
13% |
False |
False |
306,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-010 |
|
2.618 |
116-248 |
|
1.618 |
116-198 |
|
1.000 |
116-168 |
|
0.618 |
116-148 |
|
HIGH |
116-118 |
|
0.618 |
116-098 |
|
0.500 |
116-092 |
|
0.382 |
116-087 |
|
LOW |
116-067 |
|
0.618 |
116-037 |
|
1.000 |
116-017 |
|
1.618 |
115-307 |
|
2.618 |
115-257 |
|
4.250 |
115-175 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-094 |
116-129 |
| PP |
116-093 |
116-118 |
| S1 |
116-092 |
116-106 |
|