ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-235 |
116-193 |
-0-042 |
-0.1% |
116-193 |
| High |
116-253 |
116-202 |
-0-050 |
-0.1% |
116-253 |
| Low |
116-167 |
116-145 |
-0-022 |
-0.1% |
116-113 |
| Close |
116-213 |
116-175 |
-0-038 |
-0.1% |
116-175 |
| Range |
0-085 |
0-058 |
-0-028 |
-32.4% |
0-140 |
| ATR |
0-076 |
0-075 |
-0-001 |
-0.8% |
0-000 |
| Volume |
13,050 |
15,322 |
2,272 |
17.4% |
59,881 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-027 |
116-318 |
116-207 |
|
| R3 |
116-289 |
116-261 |
116-191 |
|
| R2 |
116-232 |
116-232 |
116-186 |
|
| R1 |
116-203 |
116-203 |
116-180 |
116-189 |
| PP |
116-174 |
116-174 |
116-174 |
116-167 |
| S1 |
116-146 |
116-146 |
116-170 |
116-131 |
| S2 |
116-117 |
116-117 |
116-164 |
|
| S3 |
116-059 |
116-088 |
116-159 |
|
| S4 |
116-002 |
116-031 |
116-143 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-280 |
117-208 |
116-252 |
|
| R3 |
117-140 |
117-068 |
116-214 |
|
| R2 |
117-000 |
117-000 |
116-201 |
|
| R1 |
116-248 |
116-248 |
116-188 |
116-214 |
| PP |
116-180 |
116-180 |
116-180 |
116-163 |
| S1 |
116-108 |
116-108 |
116-162 |
116-074 |
| S2 |
116-040 |
116-040 |
116-149 |
|
| S3 |
115-220 |
115-288 |
116-137 |
|
| S4 |
115-080 |
115-148 |
116-098 |
|
|
| 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% |
0-079 |
0.2% |
45% |
False |
False |
11,976 |
| 10 |
116-253 |
116-113 |
0-140 |
0.4% |
0-068 |
0.2% |
45% |
False |
False |
27,123 |
| 20 |
117-020 |
116-113 |
0-227 |
0.6% |
0-073 |
0.2% |
27% |
False |
False |
578,194 |
| 40 |
117-133 |
116-113 |
1-020 |
0.9% |
0-070 |
0.2% |
18% |
False |
False |
652,388 |
| 60 |
117-295 |
116-113 |
1-182 |
1.3% |
0-071 |
0.2% |
12% |
False |
False |
662,505 |
| 80 |
119-015 |
116-113 |
2-222 |
2.3% |
0-073 |
0.2% |
7% |
False |
False |
694,865 |
| 100 |
119-015 |
116-113 |
2-222 |
2.3% |
0-072 |
0.2% |
7% |
False |
False |
566,853 |
| 120 |
119-015 |
116-113 |
2-222 |
2.3% |
0-069 |
0.2% |
7% |
False |
False |
472,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-127 |
|
2.618 |
117-033 |
|
1.618 |
116-296 |
|
1.000 |
116-260 |
|
0.618 |
116-238 |
|
HIGH |
116-202 |
|
0.618 |
116-181 |
|
0.500 |
116-174 |
|
0.382 |
116-167 |
|
LOW |
116-145 |
|
0.618 |
116-109 |
|
1.000 |
116-087 |
|
1.618 |
116-052 |
|
2.618 |
115-314 |
|
4.250 |
115-221 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-175 |
116-183 |
| PP |
116-174 |
116-180 |
| S1 |
116-174 |
116-178 |
|