ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-147 |
116-160 |
0-013 |
0.0% |
116-193 |
| High |
116-187 |
116-160 |
-0-027 |
-0.1% |
116-253 |
| Low |
116-142 |
116-070 |
-0-072 |
-0.2% |
116-113 |
| Close |
116-167 |
116-093 |
-0-075 |
-0.2% |
116-175 |
| Range |
0-045 |
0-090 |
0-045 |
100.0% |
0-140 |
| ATR |
0-073 |
0-075 |
0-002 |
2.4% |
0-000 |
| Volume |
8,001 |
4,746 |
-3,255 |
-40.7% |
59,881 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-057 |
117-005 |
116-142 |
|
| R3 |
116-287 |
116-235 |
116-117 |
|
| R2 |
116-197 |
116-197 |
116-109 |
|
| R1 |
116-145 |
116-145 |
116-101 |
116-126 |
| PP |
116-108 |
116-108 |
116-108 |
116-098 |
| S1 |
116-055 |
116-055 |
116-084 |
116-036 |
| S2 |
116-018 |
116-018 |
116-076 |
|
| S3 |
115-248 |
115-285 |
116-068 |
|
| S4 |
115-158 |
115-195 |
116-043 |
|
|
| 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 |
116-070 |
0-182 |
0.5% |
0-084 |
0.2% |
12% |
False |
True |
10,272 |
| 10 |
116-253 |
116-070 |
0-182 |
0.5% |
0-071 |
0.2% |
12% |
False |
True |
15,130 |
| 20 |
117-020 |
116-070 |
0-270 |
0.7% |
0-073 |
0.2% |
8% |
False |
True |
490,648 |
| 40 |
117-120 |
116-070 |
1-050 |
1.0% |
0-069 |
0.2% |
6% |
False |
True |
620,347 |
| 60 |
117-287 |
116-070 |
1-217 |
1.4% |
0-071 |
0.2% |
4% |
False |
True |
641,764 |
| 80 |
119-015 |
116-070 |
2-265 |
2.4% |
0-074 |
0.2% |
2% |
False |
True |
668,663 |
| 100 |
119-015 |
116-070 |
2-265 |
2.4% |
0-072 |
0.2% |
2% |
False |
True |
566,969 |
| 120 |
119-015 |
116-070 |
2-265 |
2.4% |
0-070 |
0.2% |
2% |
False |
True |
472,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-222 |
|
2.618 |
117-076 |
|
1.618 |
116-306 |
|
1.000 |
116-250 |
|
0.618 |
116-216 |
|
HIGH |
116-160 |
|
0.618 |
116-126 |
|
0.500 |
116-115 |
|
0.382 |
116-104 |
|
LOW |
116-070 |
|
0.618 |
116-014 |
|
1.000 |
115-300 |
|
1.618 |
115-244 |
|
2.618 |
115-154 |
|
4.250 |
115-008 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-115 |
116-136 |
| PP |
116-108 |
116-122 |
| S1 |
116-100 |
116-107 |
|