ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
115-285 |
115-300 |
0-015 |
0.0% |
116-098 |
| High |
115-310 |
116-050 |
0-060 |
0.2% |
116-118 |
| Low |
115-270 |
115-293 |
0-022 |
0.1% |
115-278 |
| Close |
115-307 |
116-045 |
0-058 |
0.2% |
115-285 |
| Range |
0-040 |
0-078 |
0-038 |
93.8% |
0-160 |
| ATR |
0-070 |
0-071 |
0-001 |
0.8% |
0-000 |
| Volume |
213,691 |
576,545 |
362,854 |
169.8% |
2,754,547 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-255 |
116-228 |
116-088 |
|
| R3 |
116-178 |
116-150 |
116-066 |
|
| R2 |
116-100 |
116-100 |
116-059 |
|
| R1 |
116-073 |
116-073 |
116-052 |
116-086 |
| PP |
116-023 |
116-023 |
116-023 |
116-029 |
| S1 |
115-315 |
115-315 |
116-038 |
116-009 |
| S2 |
115-265 |
115-265 |
116-031 |
|
| S3 |
115-187 |
115-237 |
116-024 |
|
| S4 |
115-110 |
115-160 |
116-002 |
|
|
| 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 |
116-050 |
115-270 |
0-100 |
0.3% |
0-052 |
0.1% |
95% |
True |
False |
463,663 |
| 10 |
116-190 |
115-270 |
0-240 |
0.6% |
0-072 |
0.2% |
40% |
False |
False |
614,304 |
| 20 |
116-253 |
115-270 |
0-302 |
0.8% |
0-077 |
0.2% |
31% |
False |
False |
788,374 |
| 40 |
117-042 |
115-270 |
1-092 |
1.1% |
0-069 |
0.2% |
23% |
False |
False |
535,422 |
| 60 |
117-135 |
115-270 |
1-185 |
1.4% |
0-063 |
0.2% |
19% |
False |
False |
357,815 |
| 80 |
118-193 |
115-270 |
2-242 |
2.4% |
0-048 |
0.1% |
11% |
False |
False |
268,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-059 |
|
2.618 |
116-253 |
|
1.618 |
116-175 |
|
1.000 |
116-128 |
|
0.618 |
116-098 |
|
HIGH |
116-050 |
|
0.618 |
116-020 |
|
0.500 |
116-011 |
|
0.382 |
116-002 |
|
LOW |
115-293 |
|
0.618 |
115-245 |
|
1.000 |
115-215 |
|
1.618 |
115-167 |
|
2.618 |
115-090 |
|
4.250 |
114-283 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-034 |
116-030 |
| PP |
116-023 |
116-015 |
| S1 |
116-011 |
116-000 |
|