ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-193 |
116-175 |
-0-018 |
0.0% |
116-153 |
| High |
116-230 |
116-182 |
-0-048 |
-0.1% |
116-242 |
| Low |
116-170 |
116-133 |
-0-038 |
-0.1% |
116-133 |
| Close |
116-170 |
116-153 |
-0-018 |
0.0% |
116-190 |
| Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-110 |
| ATR |
0-071 |
0-070 |
-0-002 |
-2.1% |
0-000 |
| Volume |
7,355 |
13,913 |
6,558 |
89.2% |
211,350 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-306 |
116-279 |
116-180 |
|
| R3 |
116-256 |
116-229 |
116-166 |
|
| R2 |
116-206 |
116-206 |
116-162 |
|
| R1 |
116-179 |
116-179 |
116-157 |
116-168 |
| PP |
116-156 |
116-156 |
116-156 |
116-150 |
| S1 |
116-129 |
116-129 |
116-148 |
116-118 |
| S2 |
116-106 |
116-106 |
116-143 |
|
| S3 |
116-056 |
116-079 |
116-139 |
|
| S4 |
116-006 |
116-029 |
116-125 |
|
|
| 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% |
18% |
False |
True |
19,988 |
| 10 |
116-315 |
116-133 |
0-182 |
0.5% |
0-073 |
0.2% |
11% |
False |
True |
193,745 |
| 20 |
117-053 |
116-133 |
0-240 |
0.6% |
0-068 |
0.2% |
8% |
False |
True |
698,740 |
| 40 |
117-138 |
116-133 |
1-005 |
0.9% |
0-068 |
0.2% |
6% |
False |
True |
700,804 |
| 60 |
118-010 |
116-133 |
1-198 |
1.4% |
0-070 |
0.2% |
4% |
False |
True |
698,226 |
| 80 |
119-015 |
116-133 |
2-202 |
2.3% |
0-072 |
0.2% |
2% |
False |
True |
704,514 |
| 100 |
119-015 |
116-133 |
2-202 |
2.3% |
0-072 |
0.2% |
2% |
False |
True |
566,506 |
| 120 |
119-015 |
116-133 |
2-202 |
2.3% |
0-067 |
0.2% |
2% |
False |
True |
472,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-075 |
|
2.618 |
116-313 |
|
1.618 |
116-263 |
|
1.000 |
116-232 |
|
0.618 |
116-213 |
|
HIGH |
116-182 |
|
0.618 |
116-163 |
|
0.500 |
116-158 |
|
0.382 |
116-152 |
|
LOW |
116-133 |
|
0.618 |
116-102 |
|
1.000 |
116-083 |
|
1.618 |
116-052 |
|
2.618 |
116-002 |
|
4.250 |
115-240 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-158 |
116-181 |
| PP |
116-156 |
116-172 |
| S1 |
116-154 |
116-162 |
|