ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-098 |
116-090 |
-0-007 |
0.0% |
116-122 |
| High |
116-118 |
116-093 |
-0-025 |
-0.1% |
116-190 |
| Low |
116-067 |
116-000 |
-0-067 |
-0.2% |
116-033 |
| Close |
116-095 |
116-018 |
-0-078 |
-0.2% |
116-102 |
| Range |
0-050 |
0-093 |
0-042 |
85.0% |
0-158 |
| ATR |
0-077 |
0-079 |
0-001 |
1.6% |
0-000 |
| Volume |
494,291 |
732,175 |
237,884 |
48.1% |
3,803,528 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-314 |
116-258 |
116-068 |
|
| R3 |
116-222 |
116-166 |
116-043 |
|
| R2 |
116-129 |
116-129 |
116-034 |
|
| R1 |
116-073 |
116-073 |
116-026 |
116-055 |
| PP |
116-037 |
116-037 |
116-037 |
116-028 |
| S1 |
115-301 |
115-301 |
116-009 |
115-282 |
| S2 |
115-264 |
115-264 |
116-001 |
|
| S3 |
115-172 |
115-208 |
115-312 |
|
| S4 |
115-079 |
115-116 |
115-287 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-261 |
117-179 |
116-189 |
|
| R3 |
117-103 |
117-022 |
116-146 |
|
| R2 |
116-266 |
116-266 |
116-131 |
|
| R1 |
116-184 |
116-184 |
116-117 |
116-146 |
| PP |
116-108 |
116-108 |
116-108 |
116-089 |
| S1 |
116-027 |
116-027 |
116-088 |
115-309 |
| S2 |
115-271 |
115-271 |
116-074 |
|
| S3 |
115-113 |
115-189 |
116-059 |
|
| S4 |
114-276 |
115-032 |
116-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-190 |
116-000 |
0-190 |
0.5% |
0-093 |
0.2% |
9% |
False |
True |
764,945 |
| 10 |
116-190 |
116-000 |
0-190 |
0.5% |
0-079 |
0.2% |
9% |
False |
True |
733,300 |
| 20 |
116-282 |
116-000 |
0-282 |
0.8% |
0-080 |
0.2% |
6% |
False |
True |
917,569 |
| 40 |
117-042 |
116-000 |
1-042 |
1.0% |
0-072 |
0.2% |
5% |
False |
True |
478,563 |
| 60 |
117-185 |
116-000 |
1-185 |
1.4% |
0-060 |
0.2% |
3% |
False |
True |
319,177 |
| 80 |
118-193 |
116-000 |
2-193 |
2.2% |
0-045 |
0.1% |
2% |
False |
True |
239,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-166 |
|
2.618 |
117-015 |
|
1.618 |
116-242 |
|
1.000 |
116-185 |
|
0.618 |
116-150 |
|
HIGH |
116-093 |
|
0.618 |
116-057 |
|
0.500 |
116-046 |
|
0.382 |
116-035 |
|
LOW |
116-000 |
|
0.618 |
115-263 |
|
1.000 |
115-227 |
|
1.618 |
115-170 |
|
2.618 |
115-078 |
|
4.250 |
114-247 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-046 |
116-068 |
| PP |
116-037 |
116-051 |
| S1 |
116-027 |
116-034 |
|