ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
115-300 |
116-040 |
0-060 |
0.2% |
116-098 |
| High |
116-050 |
116-042 |
-0-008 |
0.0% |
116-118 |
| Low |
115-293 |
116-007 |
0-035 |
0.1% |
115-278 |
| Close |
116-045 |
116-022 |
-0-022 |
-0.1% |
115-285 |
| Range |
0-078 |
0-035 |
-0-042 |
-54.8% |
0-160 |
| ATR |
0-071 |
0-068 |
-0-002 |
-3.3% |
0-000 |
| Volume |
576,545 |
402,987 |
-173,558 |
-30.1% |
2,754,547 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-129 |
116-111 |
116-042 |
|
| R3 |
116-094 |
116-076 |
116-032 |
|
| R2 |
116-059 |
116-059 |
116-029 |
|
| R1 |
116-041 |
116-041 |
116-026 |
116-032 |
| PP |
116-024 |
116-024 |
116-024 |
116-020 |
| S1 |
116-006 |
116-006 |
116-019 |
115-317 |
| S2 |
115-309 |
115-309 |
116-016 |
|
| S3 |
115-274 |
115-291 |
116-013 |
|
| S4 |
115-239 |
115-256 |
116-003 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-069 |
116-053 |
|
| R3 |
117-013 |
116-229 |
116-009 |
|
| R2 |
116-173 |
116-173 |
115-314 |
|
| R1 |
116-069 |
116-069 |
115-300 |
116-041 |
| PP |
116-013 |
116-013 |
116-013 |
115-319 |
| S1 |
115-229 |
115-229 |
115-270 |
115-201 |
| S2 |
115-173 |
115-173 |
115-256 |
|
| S3 |
115-013 |
115-069 |
115-241 |
|
| S4 |
114-173 |
114-229 |
115-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-050 |
115-270 |
0-100 |
0.3% |
0-046 |
0.1% |
72% |
False |
False |
400,529 |
| 10 |
116-190 |
115-270 |
0-240 |
0.6% |
0-060 |
0.2% |
30% |
False |
False |
542,610 |
| 20 |
116-227 |
115-270 |
0-277 |
0.7% |
0-073 |
0.2% |
26% |
False |
False |
748,147 |
| 40 |
117-042 |
115-270 |
1-092 |
1.1% |
0-068 |
0.2% |
18% |
False |
False |
545,265 |
| 60 |
117-135 |
115-270 |
1-185 |
1.4% |
0-064 |
0.2% |
14% |
False |
False |
364,532 |
| 80 |
118-193 |
115-270 |
2-242 |
2.4% |
0-049 |
0.1% |
8% |
False |
False |
273,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-191 |
|
2.618 |
116-134 |
|
1.618 |
116-099 |
|
1.000 |
116-078 |
|
0.618 |
116-064 |
|
HIGH |
116-042 |
|
0.618 |
116-029 |
|
0.500 |
116-025 |
|
0.382 |
116-021 |
|
LOW |
116-007 |
|
0.618 |
115-306 |
|
1.000 |
115-292 |
|
1.618 |
115-271 |
|
2.618 |
115-236 |
|
4.250 |
115-179 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-025 |
116-015 |
| PP |
116-024 |
116-008 |
| S1 |
116-023 |
116-000 |
|