ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-070 |
116-053 |
-0-018 |
0.0% |
116-147 |
| High |
116-090 |
116-062 |
-0-028 |
-0.1% |
116-187 |
| Low |
116-047 |
116-042 |
-0-005 |
0.0% |
116-042 |
| Close |
116-058 |
116-045 |
-0-013 |
0.0% |
116-045 |
| Range |
0-043 |
0-020 |
-0-023 |
-53.0% |
0-145 |
| ATR |
0-071 |
0-067 |
-0-004 |
-5.1% |
0-000 |
| Volume |
1,572 |
744 |
-828 |
-52.7% |
17,350 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-110 |
116-097 |
116-056 |
|
| R3 |
116-090 |
116-077 |
116-050 |
|
| R2 |
116-070 |
116-070 |
116-049 |
|
| R1 |
116-057 |
116-057 |
116-047 |
116-054 |
| PP |
116-050 |
116-050 |
116-050 |
116-048 |
| S1 |
116-037 |
116-037 |
116-043 |
116-034 |
| S2 |
116-030 |
116-030 |
116-041 |
|
| S3 |
116-010 |
116-017 |
116-039 |
|
| S4 |
115-310 |
115-317 |
116-034 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-207 |
117-111 |
116-125 |
|
| R3 |
117-062 |
116-286 |
116-085 |
|
| R2 |
116-237 |
116-237 |
116-072 |
|
| R1 |
116-141 |
116-141 |
116-058 |
116-116 |
| PP |
116-092 |
116-092 |
116-092 |
116-079 |
| S1 |
115-316 |
115-316 |
116-032 |
115-291 |
| S2 |
115-267 |
115-267 |
116-018 |
|
| S3 |
115-122 |
115-171 |
116-005 |
|
| S4 |
114-297 |
115-026 |
115-285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-187 |
116-042 |
0-145 |
0.4% |
0-050 |
0.1% |
2% |
False |
True |
3,470 |
| 10 |
116-253 |
116-042 |
0-210 |
0.6% |
0-064 |
0.2% |
1% |
False |
True |
7,723 |
| 20 |
117-020 |
116-042 |
0-298 |
0.8% |
0-069 |
0.2% |
1% |
False |
True |
305,367 |
| 40 |
117-120 |
116-042 |
1-078 |
1.1% |
0-066 |
0.2% |
1% |
False |
True |
557,086 |
| 60 |
117-225 |
116-042 |
1-182 |
1.4% |
0-068 |
0.2% |
0% |
False |
True |
599,363 |
| 80 |
119-015 |
116-042 |
2-293 |
2.5% |
0-072 |
0.2% |
0% |
False |
True |
628,818 |
| 100 |
119-015 |
116-042 |
2-293 |
2.5% |
0-072 |
0.2% |
0% |
False |
True |
566,946 |
| 120 |
119-015 |
116-042 |
2-293 |
2.5% |
0-070 |
0.2% |
0% |
False |
True |
472,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-147 |
|
2.618 |
116-115 |
|
1.618 |
116-095 |
|
1.000 |
116-082 |
|
0.618 |
116-075 |
|
HIGH |
116-062 |
|
0.618 |
116-055 |
|
0.500 |
116-052 |
|
0.382 |
116-050 |
|
LOW |
116-042 |
|
0.618 |
116-030 |
|
1.000 |
116-022 |
|
1.618 |
116-010 |
|
2.618 |
115-310 |
|
4.250 |
115-277 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-052 |
116-076 |
| PP |
116-050 |
116-066 |
| S1 |
116-047 |
116-055 |
|