ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
116-020 |
115-305 |
-0-035 |
-0.1% |
116-122 |
| High |
116-040 |
116-013 |
-0-027 |
-0.1% |
116-190 |
| Low |
115-295 |
115-282 |
-0-013 |
0.0% |
116-033 |
| Close |
115-305 |
115-298 |
-0-007 |
0.0% |
116-102 |
| Range |
0-065 |
0-050 |
-0-015 |
-23.0% |
0-158 |
| ATR |
0-078 |
0-076 |
-0-002 |
-2.5% |
0-000 |
| Volume |
718,655 |
549,217 |
-169,438 |
-23.6% |
3,803,528 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-134 |
116-106 |
116-005 |
|
| R3 |
116-084 |
116-056 |
115-311 |
|
| R2 |
116-034 |
116-034 |
115-307 |
|
| R1 |
116-006 |
116-006 |
115-302 |
115-315 |
| PP |
115-304 |
115-304 |
115-304 |
115-299 |
| S1 |
115-276 |
115-276 |
115-293 |
115-265 |
| S2 |
115-254 |
115-254 |
115-288 |
|
| S3 |
115-204 |
115-226 |
115-284 |
|
| S4 |
115-154 |
115-176 |
115-270 |
|
|
| 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 |
116-135 |
115-282 |
0-173 |
0.5% |
0-065 |
0.2% |
9% |
False |
True |
620,617 |
| 10 |
116-190 |
115-282 |
0-228 |
0.6% |
0-077 |
0.2% |
7% |
False |
True |
698,934 |
| 20 |
116-282 |
115-282 |
1-000 |
0.9% |
0-077 |
0.2% |
5% |
False |
True |
919,769 |
| 40 |
117-042 |
115-282 |
1-080 |
1.1% |
0-071 |
0.2% |
4% |
False |
True |
510,230 |
| 60 |
117-135 |
115-282 |
1-173 |
1.3% |
0-062 |
0.2% |
3% |
False |
True |
340,308 |
| 80 |
118-193 |
115-282 |
2-230 |
2.3% |
0-046 |
0.1% |
2% |
False |
True |
255,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-225 |
|
2.618 |
116-143 |
|
1.618 |
116-093 |
|
1.000 |
116-063 |
|
0.618 |
116-043 |
|
HIGH |
116-013 |
|
0.618 |
115-313 |
|
0.500 |
115-308 |
|
0.382 |
115-302 |
|
LOW |
115-282 |
|
0.618 |
115-252 |
|
1.000 |
115-232 |
|
1.618 |
115-202 |
|
2.618 |
115-152 |
|
4.250 |
115-070 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
115-308 |
116-028 |
| PP |
115-304 |
116-011 |
| S1 |
115-301 |
115-314 |
|