ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
115-305 |
115-293 |
-0-012 |
0.0% |
116-098 |
| High |
116-013 |
115-305 |
-0-028 |
-0.1% |
116-118 |
| Low |
115-282 |
115-278 |
-0-005 |
0.0% |
115-278 |
| Close |
115-298 |
115-285 |
-0-013 |
0.0% |
115-285 |
| Range |
0-050 |
0-027 |
-0-023 |
-45.0% |
0-160 |
| ATR |
0-076 |
0-072 |
-0-003 |
-4.6% |
0-000 |
| Volume |
549,217 |
260,209 |
-289,008 |
-52.6% |
2,754,547 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-052 |
116-036 |
115-300 |
|
| R3 |
116-024 |
116-008 |
115-293 |
|
| R2 |
115-317 |
115-317 |
115-290 |
|
| R1 |
115-301 |
115-301 |
115-288 |
115-295 |
| PP |
115-289 |
115-289 |
115-289 |
115-286 |
| S1 |
115-273 |
115-273 |
115-282 |
115-268 |
| S2 |
115-262 |
115-262 |
115-280 |
|
| S3 |
115-234 |
115-246 |
115-277 |
|
| S4 |
115-207 |
115-218 |
115-270 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-069 |
116-053 |
|
| R3 |
117-013 |
116-229 |
116-009 |
|
| R2 |
116-173 |
116-173 |
115-314 |
|
| R1 |
116-069 |
116-069 |
115-300 |
116-041 |
| PP |
116-013 |
116-013 |
116-013 |
115-319 |
| S1 |
115-229 |
115-229 |
115-270 |
115-201 |
| S2 |
115-173 |
115-173 |
115-256 |
|
| S3 |
115-013 |
115-069 |
115-241 |
|
| S4 |
114-173 |
114-229 |
115-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-118 |
115-278 |
0-160 |
0.4% |
0-057 |
0.2% |
5% |
False |
True |
550,909 |
| 10 |
116-190 |
115-278 |
0-233 |
0.6% |
0-073 |
0.2% |
3% |
False |
True |
655,807 |
| 20 |
116-282 |
115-278 |
1-005 |
0.9% |
0-077 |
0.2% |
2% |
False |
True |
912,107 |
| 40 |
117-042 |
115-278 |
1-085 |
1.1% |
0-069 |
0.2% |
2% |
False |
True |
516,236 |
| 60 |
117-135 |
115-278 |
1-178 |
1.3% |
0-062 |
0.2% |
2% |
False |
True |
344,645 |
| 80 |
118-193 |
115-278 |
2-235 |
2.4% |
0-047 |
0.1% |
1% |
False |
True |
258,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-102 |
|
2.618 |
116-057 |
|
1.618 |
116-029 |
|
1.000 |
116-012 |
|
0.618 |
116-002 |
|
HIGH |
115-305 |
|
0.618 |
115-294 |
|
0.500 |
115-291 |
|
0.382 |
115-288 |
|
LOW |
115-278 |
|
0.618 |
115-261 |
|
1.000 |
115-250 |
|
1.618 |
115-233 |
|
2.618 |
115-206 |
|
4.250 |
115-161 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
115-291 |
115-319 |
| PP |
115-289 |
115-307 |
| S1 |
115-287 |
115-296 |
|