ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-193 |
116-147 |
-0-045 |
-0.1% |
116-193 |
| High |
116-202 |
116-187 |
-0-015 |
0.0% |
116-253 |
| Low |
116-145 |
116-142 |
-0-002 |
0.0% |
116-113 |
| Close |
116-175 |
116-167 |
-0-008 |
0.0% |
116-175 |
| Range |
0-058 |
0-045 |
-0-013 |
-21.8% |
0-140 |
| ATR |
0-075 |
0-073 |
-0-002 |
-2.9% |
0-000 |
| Volume |
15,322 |
8,001 |
-7,321 |
-47.8% |
59,881 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-301 |
116-279 |
116-192 |
|
| R3 |
116-256 |
116-234 |
116-180 |
|
| R2 |
116-211 |
116-211 |
116-176 |
|
| R1 |
116-189 |
116-189 |
116-172 |
116-200 |
| PP |
116-166 |
116-166 |
116-166 |
116-171 |
| S1 |
116-144 |
116-144 |
116-163 |
116-155 |
| S2 |
116-121 |
116-121 |
116-159 |
|
| S3 |
116-076 |
116-099 |
116-155 |
|
| S4 |
116-031 |
116-054 |
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% |
0-076 |
0.2% |
39% |
False |
False |
12,105 |
| 10 |
116-253 |
116-113 |
0-140 |
0.4% |
0-067 |
0.2% |
39% |
False |
False |
23,582 |
| 20 |
117-020 |
116-113 |
0-227 |
0.6% |
0-073 |
0.2% |
24% |
False |
False |
545,193 |
| 40 |
117-120 |
116-113 |
1-007 |
0.9% |
0-069 |
0.2% |
17% |
False |
False |
631,912 |
| 60 |
117-295 |
116-113 |
1-182 |
1.3% |
0-071 |
0.2% |
11% |
False |
False |
652,121 |
| 80 |
119-015 |
116-113 |
2-222 |
2.3% |
0-073 |
0.2% |
6% |
False |
False |
683,832 |
| 100 |
119-015 |
116-113 |
2-222 |
2.3% |
0-072 |
0.2% |
6% |
False |
False |
566,928 |
| 120 |
119-015 |
116-113 |
2-222 |
2.3% |
0-070 |
0.2% |
6% |
False |
False |
472,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-059 |
|
2.618 |
116-305 |
|
1.618 |
116-260 |
|
1.000 |
116-232 |
|
0.618 |
116-215 |
|
HIGH |
116-187 |
|
0.618 |
116-170 |
|
0.500 |
116-165 |
|
0.382 |
116-160 |
|
LOW |
116-142 |
|
0.618 |
116-115 |
|
1.000 |
116-098 |
|
1.618 |
116-070 |
|
2.618 |
116-025 |
|
4.250 |
115-271 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-167 |
116-198 |
| PP |
116-166 |
116-187 |
| S1 |
116-165 |
116-177 |
|