ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-095 |
116-130 |
0-035 |
0.1% |
116-222 |
| High |
116-170 |
116-158 |
-0-013 |
0.0% |
116-282 |
| Low |
116-087 |
116-107 |
0-020 |
0.1% |
116-065 |
| Close |
116-140 |
116-110 |
-0-030 |
-0.1% |
116-147 |
| Range |
0-083 |
0-050 |
-0-033 |
-39.4% |
0-218 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.5% |
0-000 |
| Volume |
885,148 |
726,387 |
-158,761 |
-17.9% |
7,729,556 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-275 |
116-243 |
116-138 |
|
| R3 |
116-225 |
116-193 |
116-124 |
|
| R2 |
116-175 |
116-175 |
116-119 |
|
| R1 |
116-143 |
116-143 |
116-115 |
116-134 |
| PP |
116-125 |
116-125 |
116-125 |
116-121 |
| S1 |
116-093 |
116-093 |
116-105 |
116-084 |
| S2 |
116-075 |
116-075 |
116-101 |
|
| S3 |
116-025 |
116-042 |
116-096 |
|
| S4 |
115-295 |
115-312 |
116-083 |
|
|
| 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% |
0-084 |
0.2% |
33% |
False |
False |
1,023,848 |
| 10 |
116-282 |
116-053 |
0-230 |
0.6% |
0-077 |
0.2% |
25% |
False |
False |
1,140,605 |
| 20 |
117-013 |
116-053 |
0-280 |
0.8% |
0-072 |
0.2% |
21% |
False |
False |
665,522 |
| 40 |
117-135 |
116-053 |
1-082 |
1.1% |
0-067 |
0.2% |
14% |
False |
False |
335,723 |
| 60 |
117-285 |
116-053 |
1-232 |
1.5% |
0-049 |
0.1% |
10% |
False |
False |
223,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-050 |
|
2.618 |
116-288 |
|
1.618 |
116-238 |
|
1.000 |
116-208 |
|
0.618 |
116-188 |
|
HIGH |
116-158 |
|
0.618 |
116-138 |
|
0.500 |
116-132 |
|
0.382 |
116-127 |
|
LOW |
116-107 |
|
0.618 |
116-077 |
|
1.000 |
116-057 |
|
1.618 |
116-027 |
|
2.618 |
115-297 |
|
4.250 |
115-215 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-132 |
116-111 |
| PP |
116-125 |
116-111 |
| S1 |
116-118 |
116-110 |
|