ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-098 |
116-095 |
-0-002 |
0.0% |
116-222 |
| High |
116-113 |
116-170 |
0-058 |
0.2% |
116-282 |
| Low |
116-053 |
116-087 |
0-035 |
0.1% |
116-065 |
| Close |
116-085 |
116-140 |
0-055 |
0.1% |
116-147 |
| Range |
0-060 |
0-083 |
0-023 |
37.5% |
0-218 |
| ATR |
0-076 |
0-076 |
0-001 |
0.9% |
0-000 |
| Volume |
902,987 |
885,148 |
-17,839 |
-2.0% |
7,729,556 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-060 |
117-023 |
116-185 |
|
| R3 |
116-298 |
116-260 |
116-163 |
|
| R2 |
116-215 |
116-215 |
116-155 |
|
| R1 |
116-178 |
116-178 |
116-148 |
116-196 |
| PP |
116-133 |
116-133 |
116-133 |
116-142 |
| S1 |
116-095 |
116-095 |
116-132 |
116-114 |
| S2 |
116-050 |
116-050 |
116-125 |
|
| S3 |
115-287 |
116-012 |
116-117 |
|
| S4 |
115-205 |
115-250 |
116-095 |
|
|
| 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 |
116-227 |
116-053 |
0-175 |
0.5% |
0-093 |
0.2% |
50% |
False |
False |
1,158,758 |
| 10 |
116-282 |
116-053 |
0-230 |
0.6% |
0-083 |
0.2% |
38% |
False |
False |
1,124,807 |
| 20 |
117-025 |
116-053 |
0-292 |
0.8% |
0-072 |
0.2% |
30% |
False |
False |
629,771 |
| 40 |
117-135 |
116-053 |
1-082 |
1.1% |
0-067 |
0.2% |
22% |
False |
False |
317,564 |
| 60 |
117-310 |
116-053 |
1-258 |
1.5% |
0-048 |
0.1% |
15% |
False |
False |
211,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-201 |
|
2.618 |
117-066 |
|
1.618 |
116-304 |
|
1.000 |
116-253 |
|
0.618 |
116-221 |
|
HIGH |
116-170 |
|
0.618 |
116-138 |
|
0.500 |
116-129 |
|
0.382 |
116-119 |
|
LOW |
116-087 |
|
0.618 |
116-036 |
|
1.000 |
116-005 |
|
1.618 |
115-274 |
|
2.618 |
115-191 |
|
4.250 |
115-057 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-136 |
116-130 |
| PP |
116-133 |
116-121 |
| S1 |
116-129 |
116-111 |
|