ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-173 |
116-205 |
0-032 |
0.1% |
116-287 |
| High |
116-242 |
116-230 |
-0-012 |
0.0% |
117-020 |
| Low |
116-167 |
116-185 |
0-018 |
0.0% |
116-142 |
| Close |
116-215 |
116-185 |
-0-030 |
-0.1% |
116-218 |
| Range |
0-075 |
0-045 |
-0-030 |
-40.0% |
0-198 |
| ATR |
0-075 |
0-073 |
-0-002 |
-2.9% |
0-000 |
| Volume |
41,450 |
19,202 |
-22,248 |
-53.7% |
5,818,772 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-015 |
116-305 |
116-210 |
|
| R3 |
116-290 |
116-260 |
116-197 |
|
| R2 |
116-245 |
116-245 |
116-193 |
|
| R1 |
116-215 |
116-215 |
116-189 |
116-208 |
| PP |
116-200 |
116-200 |
116-200 |
116-196 |
| S1 |
116-170 |
116-170 |
116-181 |
116-162 |
| S2 |
116-155 |
116-155 |
116-177 |
|
| S3 |
116-110 |
116-125 |
116-173 |
|
| S4 |
116-065 |
116-080 |
116-160 |
|
|
| 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% |
0-075 |
0.2% |
32% |
False |
False |
80,293 |
| 10 |
117-020 |
116-133 |
0-207 |
0.6% |
0-071 |
0.2% |
25% |
False |
False |
673,964 |
| 20 |
117-082 |
116-133 |
0-270 |
0.7% |
0-069 |
0.2% |
19% |
False |
False |
805,915 |
| 40 |
117-207 |
116-133 |
1-075 |
1.1% |
0-070 |
0.2% |
13% |
False |
False |
751,917 |
| 60 |
118-087 |
116-133 |
1-275 |
1.6% |
0-071 |
0.2% |
9% |
False |
False |
731,197 |
| 80 |
119-015 |
116-133 |
2-202 |
2.3% |
0-074 |
0.2% |
6% |
False |
False |
705,981 |
| 100 |
119-015 |
116-133 |
2-202 |
2.3% |
0-071 |
0.2% |
6% |
False |
False |
566,131 |
| 120 |
119-015 |
116-133 |
2-202 |
2.3% |
0-065 |
0.2% |
6% |
False |
False |
471,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-101 |
|
2.618 |
117-028 |
|
1.618 |
116-303 |
|
1.000 |
116-275 |
|
0.618 |
116-258 |
|
HIGH |
116-230 |
|
0.618 |
116-213 |
|
0.500 |
116-208 |
|
0.382 |
116-202 |
|
LOW |
116-185 |
|
0.618 |
116-157 |
|
1.000 |
116-140 |
|
1.618 |
116-112 |
|
2.618 |
116-067 |
|
4.250 |
115-314 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-208 |
116-188 |
| PP |
116-200 |
116-187 |
| S1 |
116-192 |
116-186 |
|