ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-175 |
116-162 |
-0-013 |
0.0% |
116-153 |
| High |
116-182 |
116-253 |
0-070 |
0.2% |
116-242 |
| Low |
116-133 |
116-113 |
-0-020 |
-0.1% |
116-133 |
| Close |
116-153 |
116-247 |
0-095 |
0.3% |
116-190 |
| Range |
0-050 |
0-140 |
0-090 |
180.1% |
0-110 |
| ATR |
0-070 |
0-075 |
0-005 |
7.2% |
0-000 |
| Volume |
13,913 |
10,241 |
-3,672 |
-26.4% |
211,350 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-304 |
117-256 |
117-004 |
|
| R3 |
117-164 |
117-116 |
116-286 |
|
| R2 |
117-024 |
117-024 |
116-273 |
|
| R1 |
116-296 |
116-296 |
116-260 |
117-000 |
| PP |
116-204 |
116-204 |
116-204 |
116-216 |
| S1 |
116-156 |
116-156 |
116-235 |
116-180 |
| S2 |
116-064 |
116-064 |
116-222 |
|
| S3 |
115-244 |
116-016 |
116-209 |
|
| S4 |
115-104 |
115-196 |
116-170 |
|
|
| 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 |
116-253 |
116-113 |
0-140 |
0.4% |
0-072 |
0.2% |
96% |
True |
True |
13,746 |
| 10 |
116-298 |
116-113 |
0-185 |
0.5% |
0-078 |
0.2% |
73% |
False |
True |
74,194 |
| 20 |
117-053 |
116-113 |
0-260 |
0.7% |
0-072 |
0.2% |
52% |
False |
True |
659,537 |
| 40 |
117-138 |
116-113 |
1-025 |
0.9% |
0-070 |
0.2% |
39% |
False |
True |
685,744 |
| 60 |
118-007 |
116-113 |
1-215 |
1.4% |
0-072 |
0.2% |
25% |
False |
True |
689,642 |
| 80 |
119-015 |
116-113 |
2-222 |
2.3% |
0-073 |
0.2% |
16% |
False |
True |
704,102 |
| 100 |
119-015 |
116-113 |
2-222 |
2.3% |
0-073 |
0.2% |
16% |
False |
True |
566,598 |
| 120 |
119-015 |
116-113 |
2-222 |
2.3% |
0-068 |
0.2% |
16% |
False |
True |
472,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-208 |
|
2.618 |
117-299 |
|
1.618 |
117-159 |
|
1.000 |
117-073 |
|
0.618 |
117-019 |
|
HIGH |
116-253 |
|
0.618 |
116-199 |
|
0.500 |
116-183 |
|
0.382 |
116-166 |
|
LOW |
116-113 |
|
0.618 |
116-026 |
|
1.000 |
115-293 |
|
1.618 |
115-206 |
|
2.618 |
115-066 |
|
4.250 |
114-158 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-226 |
116-226 |
| PP |
116-204 |
116-204 |
| S1 |
116-183 |
116-183 |
|