ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
116-190 |
116-153 |
-0-038 |
-0.1% |
116-287 |
High |
116-298 |
116-187 |
-0-110 |
-0.3% |
117-020 |
Low |
116-142 |
116-140 |
-0-002 |
0.0% |
116-142 |
Close |
116-218 |
116-170 |
-0-047 |
-0.1% |
116-218 |
Range |
0-155 |
0-047 |
-0-108 |
-69.4% |
0-198 |
ATR |
0-076 |
0-076 |
0-000 |
0.1% |
0-000 |
Volume |
208,141 |
43,404 |
-164,737 |
-79.1% |
5,818,772 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-308 |
116-287 |
116-196 |
|
R3 |
116-261 |
116-239 |
116-183 |
|
R2 |
116-213 |
116-213 |
116-179 |
|
R1 |
116-192 |
116-192 |
116-174 |
116-202 |
PP |
116-166 |
116-166 |
116-166 |
116-171 |
S1 |
116-144 |
116-144 |
116-166 |
116-155 |
S2 |
116-118 |
116-118 |
116-161 |
|
S3 |
116-071 |
116-097 |
116-157 |
|
S4 |
116-023 |
116-049 |
116-144 |
|
|
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 |
116-140 |
0-200 |
0.5% |
0-088 |
0.2% |
15% |
False |
True |
768,731 |
10 |
117-020 |
116-140 |
0-200 |
0.5% |
0-079 |
0.2% |
15% |
False |
True |
1,066,805 |
20 |
117-105 |
116-140 |
0-285 |
0.8% |
0-068 |
0.2% |
11% |
False |
True |
879,478 |
40 |
117-207 |
116-140 |
1-067 |
1.0% |
0-069 |
0.2% |
8% |
False |
True |
781,420 |
60 |
118-240 |
116-140 |
2-100 |
2.0% |
0-072 |
0.2% |
4% |
False |
True |
756,855 |
80 |
119-015 |
116-140 |
2-195 |
2.2% |
0-074 |
0.2% |
4% |
False |
True |
705,317 |
100 |
119-015 |
116-140 |
2-195 |
2.2% |
0-072 |
0.2% |
4% |
False |
True |
564,645 |
120 |
119-015 |
116-140 |
2-195 |
2.2% |
0-064 |
0.2% |
4% |
False |
True |
470,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-069 |
2.618 |
116-312 |
1.618 |
116-264 |
1.000 |
116-235 |
0.618 |
116-217 |
HIGH |
116-187 |
0.618 |
116-169 |
0.500 |
116-164 |
0.382 |
116-158 |
LOW |
116-140 |
0.618 |
116-111 |
1.000 |
116-093 |
1.618 |
116-063 |
2.618 |
116-016 |
4.250 |
115-258 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
116-168 |
116-219 |
PP |
116-166 |
116-203 |
S1 |
116-164 |
116-186 |
|