ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-102 |
-0-058 |
-0.2% |
116-193 |
| High |
116-160 |
116-110 |
-0-050 |
-0.1% |
116-253 |
| Low |
116-070 |
116-058 |
-0-013 |
0.0% |
116-113 |
| Close |
116-093 |
116-067 |
-0-025 |
-0.1% |
116-175 |
| Range |
0-090 |
0-053 |
-0-037 |
-41.6% |
0-140 |
| ATR |
0-075 |
0-073 |
-0-002 |
-2.1% |
0-000 |
| Volume |
4,746 |
2,287 |
-2,459 |
-51.8% |
59,881 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-236 |
116-204 |
116-096 |
|
| R3 |
116-183 |
116-152 |
116-082 |
|
| R2 |
116-131 |
116-131 |
116-077 |
|
| R1 |
116-099 |
116-099 |
116-072 |
116-089 |
| PP |
116-078 |
116-078 |
116-078 |
116-073 |
| S1 |
116-047 |
116-047 |
116-063 |
116-036 |
| S2 |
116-026 |
116-026 |
116-058 |
|
| S3 |
115-293 |
115-314 |
116-053 |
|
| S4 |
115-241 |
115-262 |
116-039 |
|
|
| 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 |
116-058 |
0-195 |
0.5% |
0-066 |
0.2% |
5% |
False |
True |
8,681 |
| 10 |
116-253 |
116-058 |
0-195 |
0.5% |
0-069 |
0.2% |
5% |
False |
True |
11,213 |
| 20 |
117-020 |
116-058 |
0-282 |
0.8% |
0-073 |
0.2% |
4% |
False |
True |
411,178 |
| 40 |
117-120 |
116-058 |
1-062 |
1.0% |
0-069 |
0.2% |
3% |
False |
True |
604,062 |
| 60 |
117-255 |
116-058 |
1-198 |
1.4% |
0-071 |
0.2% |
2% |
False |
True |
630,829 |
| 80 |
119-015 |
116-058 |
2-278 |
2.5% |
0-074 |
0.2% |
1% |
False |
True |
653,856 |
| 100 |
119-015 |
116-058 |
2-278 |
2.5% |
0-072 |
0.2% |
1% |
False |
True |
566,992 |
| 120 |
119-015 |
116-058 |
2-278 |
2.5% |
0-070 |
0.2% |
1% |
False |
True |
472,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-013 |
|
2.618 |
116-247 |
|
1.618 |
116-195 |
|
1.000 |
116-163 |
|
0.618 |
116-142 |
|
HIGH |
116-110 |
|
0.618 |
116-090 |
|
0.500 |
116-084 |
|
0.382 |
116-078 |
|
LOW |
116-058 |
|
0.618 |
116-025 |
|
1.000 |
116-005 |
|
1.618 |
115-293 |
|
2.618 |
115-240 |
|
4.250 |
115-154 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-084 |
116-122 |
| PP |
116-078 |
116-104 |
| S1 |
116-073 |
116-086 |
|