ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-102 |
116-070 |
-0-032 |
-0.1% |
116-193 |
| High |
116-110 |
116-090 |
-0-020 |
-0.1% |
116-253 |
| Low |
116-058 |
116-047 |
-0-010 |
0.0% |
116-113 |
| Close |
116-067 |
116-058 |
-0-010 |
0.0% |
116-175 |
| Range |
0-053 |
0-043 |
-0-010 |
-19.0% |
0-140 |
| ATR |
0-073 |
0-071 |
-0-002 |
-3.0% |
0-000 |
| Volume |
2,287 |
1,572 |
-715 |
-31.3% |
59,881 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-193 |
116-168 |
116-081 |
|
| R3 |
116-150 |
116-125 |
116-069 |
|
| R2 |
116-108 |
116-108 |
116-065 |
|
| R1 |
116-083 |
116-083 |
116-061 |
116-074 |
| PP |
116-065 |
116-065 |
116-065 |
116-061 |
| S1 |
116-040 |
116-040 |
116-054 |
116-031 |
| S2 |
116-022 |
116-022 |
116-050 |
|
| S3 |
115-300 |
115-317 |
116-046 |
|
| S4 |
115-257 |
115-275 |
116-034 |
|
|
| 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 |
116-202 |
116-047 |
0-155 |
0.4% |
0-058 |
0.2% |
6% |
False |
True |
6,385 |
| 10 |
116-253 |
116-047 |
0-205 |
0.6% |
0-069 |
0.2% |
5% |
False |
True |
9,450 |
| 20 |
117-020 |
116-047 |
0-293 |
0.8% |
0-070 |
0.2% |
3% |
False |
True |
341,707 |
| 40 |
117-120 |
116-047 |
1-073 |
1.1% |
0-068 |
0.2% |
3% |
False |
True |
578,679 |
| 60 |
117-225 |
116-047 |
1-178 |
1.3% |
0-070 |
0.2% |
2% |
False |
True |
613,495 |
| 80 |
119-015 |
116-047 |
2-288 |
2.5% |
0-073 |
0.2% |
1% |
False |
True |
639,177 |
| 100 |
119-015 |
116-047 |
2-288 |
2.5% |
0-072 |
0.2% |
1% |
False |
True |
566,952 |
| 120 |
119-015 |
116-047 |
2-288 |
2.5% |
0-071 |
0.2% |
1% |
False |
True |
472,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-271 |
|
2.618 |
116-201 |
|
1.618 |
116-159 |
|
1.000 |
116-133 |
|
0.618 |
116-116 |
|
HIGH |
116-090 |
|
0.618 |
116-074 |
|
0.500 |
116-069 |
|
0.382 |
116-064 |
|
LOW |
116-047 |
|
0.618 |
116-021 |
|
1.000 |
116-005 |
|
1.618 |
115-299 |
|
2.618 |
115-256 |
|
4.250 |
115-187 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-069 |
116-104 |
| PP |
116-065 |
116-088 |
| S1 |
116-061 |
116-073 |
|