ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-187 |
116-193 |
0-005 |
0.0% |
116-153 |
| High |
116-230 |
116-230 |
0-000 |
0.0% |
116-242 |
| Low |
116-167 |
116-170 |
0-003 |
0.0% |
116-133 |
| Close |
116-190 |
116-170 |
-0-020 |
-0.1% |
116-190 |
| Range |
0-063 |
0-060 |
-0-003 |
-4.0% |
0-110 |
| ATR |
0-072 |
0-071 |
-0-001 |
-1.2% |
0-000 |
| Volume |
18,022 |
7,355 |
-10,667 |
-59.2% |
211,350 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-050 |
117-010 |
116-203 |
|
| R3 |
116-310 |
116-270 |
116-187 |
|
| R2 |
116-250 |
116-250 |
116-181 |
|
| R1 |
116-210 |
116-210 |
116-176 |
116-200 |
| PP |
116-190 |
116-190 |
116-190 |
116-185 |
| S1 |
116-150 |
116-150 |
116-165 |
116-140 |
| S2 |
116-130 |
116-130 |
116-159 |
|
| S3 |
116-070 |
116-090 |
116-154 |
|
| S4 |
116-010 |
116-030 |
116-137 |
|
|
| 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% |
0-059 |
0.2% |
34% |
False |
False |
35,060 |
| 10 |
117-020 |
116-133 |
0-207 |
0.6% |
0-073 |
0.2% |
18% |
False |
False |
401,895 |
| 20 |
117-053 |
116-133 |
0-240 |
0.6% |
0-069 |
0.2% |
16% |
False |
False |
725,608 |
| 40 |
117-185 |
116-133 |
1-052 |
1.0% |
0-069 |
0.2% |
10% |
False |
False |
717,155 |
| 60 |
118-010 |
116-133 |
1-198 |
1.4% |
0-070 |
0.2% |
7% |
False |
False |
705,420 |
| 80 |
119-015 |
116-133 |
2-202 |
2.3% |
0-073 |
0.2% |
4% |
False |
False |
705,208 |
| 100 |
119-015 |
116-133 |
2-202 |
2.3% |
0-072 |
0.2% |
4% |
False |
False |
566,378 |
| 120 |
119-015 |
116-133 |
2-202 |
2.3% |
0-066 |
0.2% |
4% |
False |
False |
472,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-165 |
|
2.618 |
117-067 |
|
1.618 |
117-007 |
|
1.000 |
116-290 |
|
0.618 |
116-267 |
|
HIGH |
116-230 |
|
0.618 |
116-207 |
|
0.500 |
116-200 |
|
0.382 |
116-193 |
|
LOW |
116-170 |
|
0.618 |
116-133 |
|
1.000 |
116-110 |
|
1.618 |
116-073 |
|
2.618 |
116-013 |
|
4.250 |
115-235 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-200 |
116-199 |
| PP |
116-190 |
116-189 |
| S1 |
116-180 |
116-180 |
|