ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-162 |
116-235 |
0-073 |
0.2% |
116-153 |
| High |
116-253 |
116-253 |
0-000 |
0.0% |
116-242 |
| Low |
116-113 |
116-167 |
0-055 |
0.1% |
116-133 |
| Close |
116-247 |
116-213 |
-0-035 |
-0.1% |
116-190 |
| Range |
0-140 |
0-085 |
-0-055 |
-39.3% |
0-110 |
| ATR |
0-075 |
0-076 |
0-001 |
1.0% |
0-000 |
| Volume |
10,241 |
13,050 |
2,809 |
27.4% |
211,350 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-146 |
117-104 |
116-259 |
|
| R3 |
117-061 |
117-019 |
116-236 |
|
| R2 |
116-296 |
116-296 |
116-228 |
|
| R1 |
116-254 |
116-254 |
116-220 |
116-233 |
| PP |
116-211 |
116-211 |
116-211 |
116-200 |
| S1 |
116-169 |
116-169 |
116-205 |
116-147 |
| S2 |
116-126 |
116-126 |
116-197 |
|
| S3 |
116-041 |
116-084 |
116-189 |
|
| S4 |
115-276 |
115-319 |
116-166 |
|
|
| 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% |
0-080 |
0.2% |
71% |
True |
False |
12,516 |
| 10 |
116-298 |
116-113 |
0-185 |
0.5% |
0-077 |
0.2% |
54% |
False |
False |
46,405 |
| 20 |
117-022 |
116-113 |
0-230 |
0.6% |
0-073 |
0.2% |
43% |
False |
False |
613,044 |
| 40 |
117-138 |
116-113 |
1-025 |
0.9% |
0-071 |
0.2% |
29% |
False |
False |
671,944 |
| 60 |
117-295 |
116-113 |
1-182 |
1.3% |
0-071 |
0.2% |
20% |
False |
False |
675,022 |
| 80 |
119-015 |
116-113 |
2-222 |
2.3% |
0-074 |
0.2% |
12% |
False |
False |
700,450 |
| 100 |
119-015 |
116-113 |
2-222 |
2.3% |
0-073 |
0.2% |
12% |
False |
False |
566,718 |
| 120 |
119-015 |
116-113 |
2-222 |
2.3% |
0-069 |
0.2% |
12% |
False |
False |
472,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-294 |
|
2.618 |
117-155 |
|
1.618 |
117-070 |
|
1.000 |
117-018 |
|
0.618 |
116-305 |
|
HIGH |
116-253 |
|
0.618 |
116-220 |
|
0.500 |
116-210 |
|
0.382 |
116-200 |
|
LOW |
116-167 |
|
0.618 |
116-115 |
|
1.000 |
116-082 |
|
1.618 |
116-030 |
|
2.618 |
115-265 |
|
4.250 |
115-126 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-212 |
116-203 |
| PP |
116-211 |
116-193 |
| S1 |
116-210 |
116-183 |
|