ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
116-018 |
-0-022 |
-0.1% |
115-285 |
| High |
116-042 |
116-065 |
0-022 |
0.1% |
116-065 |
| Low |
116-007 |
116-013 |
0-005 |
0.0% |
115-270 |
| Close |
116-022 |
116-053 |
0-030 |
0.1% |
116-053 |
| Range |
0-035 |
0-052 |
0-017 |
49.9% |
0-115 |
| ATR |
0-068 |
0-067 |
-0-001 |
-1.6% |
0-000 |
| Volume |
402,987 |
462,466 |
59,479 |
14.8% |
1,655,689 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-201 |
116-179 |
116-081 |
|
| R3 |
116-148 |
116-127 |
116-067 |
|
| R2 |
116-096 |
116-096 |
116-062 |
|
| R1 |
116-074 |
116-074 |
116-057 |
116-085 |
| PP |
116-043 |
116-043 |
116-043 |
116-049 |
| S1 |
116-022 |
116-022 |
116-048 |
116-033 |
| S2 |
115-311 |
115-311 |
116-043 |
|
| S3 |
115-258 |
115-289 |
116-038 |
|
| S4 |
115-206 |
115-237 |
116-024 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-047 |
117-005 |
116-116 |
|
| R3 |
116-252 |
116-210 |
116-084 |
|
| R2 |
116-137 |
116-137 |
116-074 |
|
| R1 |
116-095 |
116-095 |
116-063 |
116-116 |
| PP |
116-023 |
116-023 |
116-023 |
116-033 |
| S1 |
115-300 |
115-300 |
116-042 |
116-001 |
| S2 |
115-228 |
115-228 |
116-031 |
|
| S3 |
115-113 |
115-185 |
116-021 |
|
| S4 |
114-318 |
115-070 |
115-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-065 |
115-270 |
0-115 |
0.3% |
0-046 |
0.1% |
89% |
True |
False |
383,179 |
| 10 |
116-135 |
115-270 |
0-185 |
0.5% |
0-056 |
0.1% |
55% |
False |
False |
501,898 |
| 20 |
116-227 |
115-270 |
0-277 |
0.7% |
0-071 |
0.2% |
37% |
False |
False |
701,224 |
| 40 |
117-042 |
115-270 |
1-092 |
1.1% |
0-068 |
0.2% |
25% |
False |
False |
556,529 |
| 60 |
117-135 |
115-270 |
1-185 |
1.4% |
0-064 |
0.2% |
20% |
False |
False |
372,240 |
| 80 |
118-193 |
115-270 |
2-242 |
2.4% |
0-049 |
0.1% |
12% |
False |
False |
279,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-288 |
|
2.618 |
116-202 |
|
1.618 |
116-150 |
|
1.000 |
116-117 |
|
0.618 |
116-097 |
|
HIGH |
116-065 |
|
0.618 |
116-045 |
|
0.500 |
116-039 |
|
0.382 |
116-033 |
|
LOW |
116-013 |
|
0.618 |
115-300 |
|
1.000 |
115-280 |
|
1.618 |
115-248 |
|
2.618 |
115-195 |
|
4.250 |
115-109 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-048 |
116-041 |
| PP |
116-043 |
116-030 |
| S1 |
116-039 |
116-019 |
|