ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-175 |
116-173 |
-0-002 |
0.0% |
116-287 |
| High |
116-185 |
116-242 |
0-058 |
0.2% |
117-020 |
| Low |
116-133 |
116-167 |
0-035 |
0.1% |
116-142 |
| Close |
116-160 |
116-215 |
0-055 |
0.1% |
116-218 |
| Range |
0-052 |
0-075 |
0-023 |
42.9% |
0-198 |
| ATR |
0-074 |
0-075 |
0-001 |
0.8% |
0-000 |
| Volume |
89,272 |
41,450 |
-47,822 |
-53.6% |
5,818,772 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-113 |
117-079 |
116-256 |
|
| R3 |
117-038 |
117-004 |
116-236 |
|
| R2 |
116-283 |
116-283 |
116-229 |
|
| R1 |
116-249 |
116-249 |
116-222 |
116-266 |
| PP |
116-208 |
116-208 |
116-208 |
116-217 |
| S1 |
116-174 |
116-174 |
116-208 |
116-191 |
| S2 |
116-133 |
116-133 |
116-201 |
|
| S3 |
116-058 |
116-099 |
116-194 |
|
| S4 |
115-303 |
116-024 |
116-174 |
|
|
| 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 |
116-298 |
116-133 |
0-165 |
0.4% |
0-084 |
0.2% |
50% |
False |
False |
134,642 |
| 10 |
117-020 |
116-133 |
0-207 |
0.6% |
0-077 |
0.2% |
40% |
False |
False |
811,143 |
| 20 |
117-095 |
116-133 |
0-282 |
0.8% |
0-069 |
0.2% |
29% |
False |
False |
832,071 |
| 40 |
117-207 |
116-133 |
1-075 |
1.1% |
0-070 |
0.2% |
21% |
False |
False |
767,151 |
| 60 |
118-133 |
116-133 |
2-000 |
1.7% |
0-071 |
0.2% |
13% |
False |
False |
739,388 |
| 80 |
119-015 |
116-133 |
2-202 |
2.3% |
0-074 |
0.2% |
10% |
False |
False |
706,376 |
| 100 |
119-015 |
116-133 |
2-202 |
2.3% |
0-072 |
0.2% |
10% |
False |
False |
565,949 |
| 120 |
119-015 |
116-133 |
2-202 |
2.3% |
0-065 |
0.2% |
10% |
False |
False |
471,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-241 |
|
2.618 |
117-119 |
|
1.618 |
117-044 |
|
1.000 |
116-318 |
|
0.618 |
116-289 |
|
HIGH |
116-242 |
|
0.618 |
116-214 |
|
0.500 |
116-205 |
|
0.382 |
116-196 |
|
LOW |
116-167 |
|
0.618 |
116-121 |
|
1.000 |
116-092 |
|
1.618 |
116-046 |
|
2.618 |
115-291 |
|
4.250 |
115-169 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-212 |
116-206 |
| PP |
116-208 |
116-197 |
| S1 |
116-205 |
116-188 |
|