ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-238 |
116-190 |
-0-047 |
-0.1% |
116-287 |
| High |
116-253 |
116-298 |
0-045 |
0.1% |
117-020 |
| Low |
116-165 |
116-142 |
-0-022 |
-0.1% |
116-142 |
| Close |
116-185 |
116-218 |
0-033 |
0.1% |
116-218 |
| Range |
0-088 |
0-155 |
0-067 |
77.1% |
0-198 |
| ATR |
0-070 |
0-076 |
0-006 |
8.7% |
0-000 |
| Volume |
290,947 |
208,141 |
-82,806 |
-28.5% |
5,818,772 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-044 |
117-286 |
116-303 |
|
| R3 |
117-209 |
117-131 |
116-260 |
|
| R2 |
117-054 |
117-054 |
116-246 |
|
| R1 |
116-296 |
116-296 |
116-232 |
117-015 |
| PP |
116-219 |
116-219 |
116-219 |
116-239 |
| S1 |
116-141 |
116-141 |
116-203 |
116-180 |
| S2 |
116-064 |
116-064 |
116-189 |
|
| S3 |
115-229 |
115-306 |
116-175 |
|
| S4 |
115-074 |
115-151 |
116-132 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-186 |
118-079 |
117-006 |
|
| R3 |
117-308 |
117-202 |
116-272 |
|
| R2 |
117-111 |
117-111 |
116-254 |
|
| R1 |
117-004 |
117-004 |
116-236 |
116-279 |
| PP |
116-233 |
116-233 |
116-233 |
116-211 |
| S1 |
116-127 |
116-127 |
116-199 |
116-081 |
| S2 |
116-036 |
116-036 |
116-181 |
|
| S3 |
115-158 |
115-249 |
116-163 |
|
| S4 |
114-281 |
115-052 |
116-109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-020 |
116-142 |
0-198 |
0.5% |
0-090 |
0.2% |
38% |
False |
True |
1,163,754 |
| 10 |
117-020 |
116-142 |
0-198 |
0.5% |
0-078 |
0.2% |
38% |
False |
True |
1,129,265 |
| 20 |
117-120 |
116-142 |
0-298 |
0.8% |
0-069 |
0.2% |
25% |
False |
True |
910,890 |
| 40 |
117-207 |
116-142 |
1-065 |
1.0% |
0-070 |
0.2% |
19% |
False |
True |
804,577 |
| 60 |
119-015 |
116-142 |
2-193 |
2.2% |
0-073 |
0.2% |
9% |
False |
True |
766,877 |
| 80 |
119-015 |
116-142 |
2-193 |
2.2% |
0-074 |
0.2% |
9% |
False |
True |
704,860 |
| 100 |
119-015 |
116-142 |
2-193 |
2.2% |
0-072 |
0.2% |
9% |
False |
True |
564,218 |
| 120 |
119-015 |
116-142 |
2-193 |
2.2% |
0-064 |
0.2% |
9% |
False |
True |
470,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-316 |
|
2.618 |
118-063 |
|
1.618 |
117-228 |
|
1.000 |
117-133 |
|
0.618 |
117-073 |
|
HIGH |
116-298 |
|
0.618 |
116-238 |
|
0.500 |
116-220 |
|
0.382 |
116-202 |
|
LOW |
116-142 |
|
0.618 |
116-047 |
|
1.000 |
115-307 |
|
1.618 |
115-212 |
|
2.618 |
115-057 |
|
4.250 |
114-124 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-220 |
116-229 |
| PP |
116-219 |
116-225 |
| S1 |
116-218 |
116-221 |
|