ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-205 |
116-187 |
-0-018 |
0.0% |
116-153 |
| High |
116-230 |
116-230 |
0-000 |
0.0% |
116-242 |
| Low |
116-185 |
116-167 |
-0-018 |
0.0% |
116-133 |
| Close |
116-185 |
116-190 |
0-005 |
0.0% |
116-190 |
| Range |
0-045 |
0-063 |
0-018 |
38.9% |
0-110 |
| ATR |
0-073 |
0-072 |
-0-001 |
-1.0% |
0-000 |
| Volume |
19,202 |
18,022 |
-1,180 |
-6.1% |
211,350 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-063 |
117-029 |
116-224 |
|
| R3 |
117-001 |
116-287 |
116-207 |
|
| R2 |
116-258 |
116-258 |
116-201 |
|
| R1 |
116-224 |
116-224 |
116-196 |
116-241 |
| PP |
116-196 |
116-196 |
116-196 |
116-204 |
| S1 |
116-162 |
116-162 |
116-184 |
116-179 |
| S2 |
116-133 |
116-133 |
116-179 |
|
| S3 |
116-071 |
116-099 |
116-173 |
|
| S4 |
116-008 |
116-037 |
116-156 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-198 |
117-144 |
116-251 |
|
| R3 |
117-088 |
117-034 |
116-220 |
|
| R2 |
116-298 |
116-298 |
116-210 |
|
| R1 |
116-244 |
116-244 |
116-200 |
116-271 |
| PP |
116-188 |
116-188 |
116-188 |
116-202 |
| S1 |
116-134 |
116-134 |
116-180 |
116-161 |
| S2 |
116-078 |
116-078 |
116-170 |
|
| S3 |
115-288 |
116-024 |
116-160 |
|
| S4 |
115-178 |
115-234 |
116-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-242 |
116-133 |
0-110 |
0.3% |
0-057 |
0.2% |
52% |
False |
False |
42,270 |
| 10 |
117-020 |
116-133 |
0-207 |
0.6% |
0-073 |
0.2% |
28% |
False |
False |
603,012 |
| 20 |
117-065 |
116-133 |
0-252 |
0.7% |
0-070 |
0.2% |
23% |
False |
False |
762,909 |
| 40 |
117-207 |
116-133 |
1-075 |
1.1% |
0-070 |
0.2% |
15% |
False |
False |
737,250 |
| 60 |
118-073 |
116-133 |
1-260 |
1.6% |
0-070 |
0.2% |
10% |
False |
False |
716,168 |
| 80 |
119-015 |
116-133 |
2-202 |
2.3% |
0-073 |
0.2% |
7% |
False |
False |
705,562 |
| 100 |
119-015 |
116-133 |
2-202 |
2.3% |
0-072 |
0.2% |
7% |
False |
False |
566,309 |
| 120 |
119-015 |
116-133 |
2-202 |
2.3% |
0-066 |
0.2% |
7% |
False |
False |
471,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-176 |
|
2.618 |
117-074 |
|
1.618 |
117-011 |
|
1.000 |
116-293 |
|
0.618 |
116-269 |
|
HIGH |
116-230 |
|
0.618 |
116-206 |
|
0.500 |
116-199 |
|
0.382 |
116-191 |
|
LOW |
116-167 |
|
0.618 |
116-129 |
|
1.000 |
116-105 |
|
1.618 |
116-066 |
|
2.618 |
116-004 |
|
4.250 |
115-222 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-199 |
116-205 |
| PP |
116-196 |
116-200 |
| S1 |
116-193 |
116-195 |
|