ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-153 |
116-175 |
0-022 |
0.1% |
116-287 |
| High |
116-187 |
116-185 |
-0-002 |
0.0% |
117-020 |
| Low |
116-140 |
116-133 |
-0-007 |
0.0% |
116-142 |
| Close |
116-170 |
116-160 |
-0-010 |
0.0% |
116-218 |
| Range |
0-047 |
0-052 |
0-005 |
10.5% |
0-198 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.2% |
0-000 |
| Volume |
43,404 |
89,272 |
45,868 |
105.7% |
5,818,772 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-317 |
116-291 |
116-189 |
|
| R3 |
116-264 |
116-238 |
116-174 |
|
| R2 |
116-212 |
116-212 |
116-170 |
|
| R1 |
116-186 |
116-186 |
116-165 |
116-172 |
| PP |
116-159 |
116-159 |
116-159 |
116-153 |
| S1 |
116-133 |
116-133 |
116-155 |
116-120 |
| S2 |
116-107 |
116-107 |
116-150 |
|
| S3 |
116-054 |
116-081 |
116-146 |
|
| S4 |
116-002 |
116-028 |
116-131 |
|
|
| 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 |
116-315 |
116-133 |
0-182 |
0.5% |
0-088 |
0.2% |
15% |
False |
True |
367,502 |
| 10 |
117-020 |
116-133 |
0-207 |
0.6% |
0-075 |
0.2% |
13% |
False |
True |
966,166 |
| 20 |
117-100 |
116-133 |
0-287 |
0.8% |
0-068 |
0.2% |
10% |
False |
True |
859,286 |
| 40 |
117-207 |
116-133 |
1-075 |
1.1% |
0-069 |
0.2% |
7% |
False |
True |
780,877 |
| 60 |
118-173 |
116-133 |
2-040 |
1.8% |
0-071 |
0.2% |
4% |
False |
True |
749,823 |
| 80 |
119-015 |
116-133 |
2-202 |
2.3% |
0-073 |
0.2% |
3% |
False |
True |
706,219 |
| 100 |
119-015 |
116-133 |
2-202 |
2.3% |
0-071 |
0.2% |
3% |
False |
True |
565,535 |
| 120 |
119-015 |
116-133 |
2-202 |
2.3% |
0-064 |
0.2% |
3% |
False |
True |
471,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-088 |
|
2.618 |
117-002 |
|
1.618 |
116-270 |
|
1.000 |
116-237 |
|
0.618 |
116-217 |
|
HIGH |
116-185 |
|
0.618 |
116-165 |
|
0.500 |
116-159 |
|
0.382 |
116-153 |
|
LOW |
116-133 |
|
0.618 |
116-100 |
|
1.000 |
116-080 |
|
1.618 |
116-048 |
|
2.618 |
115-315 |
|
4.250 |
115-229 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-160 |
116-215 |
| PP |
116-159 |
116-197 |
| S1 |
116-159 |
116-178 |
|