ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
116-120 |
-0-050 |
-0.1% |
116-222 |
| High |
116-185 |
116-227 |
0-042 |
0.1% |
116-282 |
| Low |
116-090 |
116-065 |
-0-025 |
-0.1% |
116-065 |
| Close |
116-110 |
116-147 |
0-037 |
0.1% |
116-147 |
| Range |
0-095 |
0-162 |
0-068 |
71.1% |
0-218 |
| ATR |
0-069 |
0-075 |
0-007 |
9.7% |
0-000 |
| Volume |
1,400,938 |
1,856,190 |
455,252 |
32.5% |
7,729,556 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-314 |
117-233 |
116-237 |
|
| R3 |
117-152 |
117-071 |
116-192 |
|
| R2 |
116-309 |
116-309 |
116-177 |
|
| R1 |
116-228 |
116-228 |
116-162 |
116-269 |
| PP |
116-147 |
116-147 |
116-147 |
116-167 |
| S1 |
116-066 |
116-066 |
116-133 |
116-106 |
| S2 |
115-304 |
115-304 |
116-118 |
|
| S3 |
115-142 |
115-223 |
116-103 |
|
| S4 |
114-299 |
115-061 |
116-058 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-178 |
118-060 |
116-267 |
|
| R3 |
117-280 |
117-162 |
116-207 |
|
| R2 |
117-062 |
117-062 |
116-187 |
|
| R1 |
116-265 |
116-265 |
116-167 |
116-215 |
| PP |
116-165 |
116-165 |
116-165 |
116-140 |
| S1 |
116-047 |
116-047 |
116-128 |
115-317 |
| S2 |
115-267 |
115-267 |
116-108 |
|
| S3 |
115-050 |
115-150 |
116-088 |
|
| S4 |
114-152 |
114-252 |
116-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-282 |
116-065 |
0-218 |
0.6% |
0-094 |
0.3% |
38% |
False |
True |
1,545,911 |
| 10 |
116-282 |
116-065 |
0-218 |
0.6% |
0-081 |
0.2% |
38% |
False |
True |
983,459 |
| 20 |
117-042 |
116-065 |
0-298 |
0.8% |
0-070 |
0.2% |
28% |
False |
True |
504,453 |
| 40 |
117-135 |
116-065 |
1-070 |
1.0% |
0-063 |
0.2% |
21% |
False |
True |
254,147 |
| 60 |
118-190 |
116-065 |
2-125 |
2.1% |
0-045 |
0.1% |
11% |
False |
True |
169,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-278 |
|
2.618 |
118-013 |
|
1.618 |
117-170 |
|
1.000 |
117-070 |
|
0.618 |
117-008 |
|
HIGH |
116-227 |
|
0.618 |
116-165 |
|
0.500 |
116-146 |
|
0.382 |
116-127 |
|
LOW |
116-065 |
|
0.618 |
115-285 |
|
1.000 |
115-222 |
|
1.618 |
115-122 |
|
2.618 |
114-280 |
|
4.250 |
114-014 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-147 |
116-159 |
| PP |
116-147 |
116-155 |
| S1 |
116-146 |
116-151 |
|