ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-020 |
-0-070 |
-0.2% |
116-122 |
| High |
116-093 |
116-040 |
-0-053 |
-0.1% |
116-190 |
| Low |
116-000 |
115-295 |
-0-025 |
-0.1% |
116-033 |
| Close |
116-018 |
115-305 |
-0-033 |
-0.1% |
116-102 |
| Range |
0-093 |
0-065 |
-0-028 |
-29.7% |
0-158 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.2% |
0-000 |
| Volume |
732,175 |
718,655 |
-13,520 |
-1.8% |
3,803,528 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-195 |
116-155 |
116-021 |
|
| R3 |
116-130 |
116-090 |
116-003 |
|
| R2 |
116-065 |
116-065 |
115-317 |
|
| R1 |
116-025 |
116-025 |
115-311 |
116-012 |
| PP |
116-000 |
116-000 |
116-000 |
115-314 |
| S1 |
115-280 |
115-280 |
115-299 |
115-268 |
| S2 |
115-255 |
115-255 |
115-293 |
|
| S3 |
115-190 |
115-215 |
115-287 |
|
| S4 |
115-125 |
115-150 |
115-269 |
|
|
| 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 |
115-295 |
0-215 |
0.6% |
0-074 |
0.2% |
5% |
False |
True |
684,692 |
| 10 |
116-190 |
115-295 |
0-215 |
0.6% |
0-077 |
0.2% |
5% |
False |
True |
716,651 |
| 20 |
116-282 |
115-295 |
0-307 |
0.8% |
0-080 |
0.2% |
3% |
False |
True |
920,729 |
| 40 |
117-042 |
115-295 |
1-067 |
1.0% |
0-071 |
0.2% |
3% |
False |
True |
496,521 |
| 60 |
117-135 |
115-295 |
1-160 |
1.3% |
0-061 |
0.2% |
2% |
False |
True |
331,155 |
| 80 |
118-193 |
115-295 |
2-218 |
2.3% |
0-046 |
0.1% |
1% |
False |
True |
248,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-316 |
|
2.618 |
116-210 |
|
1.618 |
116-145 |
|
1.000 |
116-105 |
|
0.618 |
116-080 |
|
HIGH |
116-040 |
|
0.618 |
116-015 |
|
0.500 |
116-008 |
|
0.382 |
116-000 |
|
LOW |
115-295 |
|
0.618 |
115-255 |
|
1.000 |
115-230 |
|
1.618 |
115-190 |
|
2.618 |
115-125 |
|
4.250 |
115-019 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-008 |
116-046 |
| PP |
116-000 |
116-026 |
| S1 |
115-312 |
116-005 |
|