ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
118-053 |
118-055 |
0-002 |
0.0% |
118-318 |
| High |
118-105 |
118-082 |
-0-022 |
-0.1% |
119-018 |
| Low |
118-010 |
117-202 |
-0-128 |
-0.3% |
117-315 |
| Close |
118-058 |
117-275 |
-0-102 |
-0.3% |
118-035 |
| Range |
0-095 |
0-200 |
0-105 |
110.6% |
1-022 |
| ATR |
0-128 |
0-133 |
0-005 |
4.0% |
0-000 |
| Volume |
704,339 |
1,474,596 |
770,257 |
109.4% |
594,755 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-253 |
119-144 |
118-065 |
|
| R3 |
119-053 |
118-264 |
118-010 |
|
| R2 |
118-173 |
118-173 |
117-312 |
|
| R1 |
118-064 |
118-064 |
117-293 |
118-019 |
| PP |
117-293 |
117-293 |
117-293 |
117-271 |
| S1 |
117-184 |
117-184 |
117-257 |
117-139 |
| S2 |
117-093 |
117-093 |
117-238 |
|
| S3 |
116-213 |
116-304 |
117-220 |
|
| S4 |
116-013 |
116-104 |
117-165 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-190 |
120-295 |
118-223 |
|
| R3 |
120-167 |
119-273 |
118-129 |
|
| R2 |
119-145 |
119-145 |
118-098 |
|
| R1 |
118-250 |
118-250 |
118-066 |
118-186 |
| PP |
118-123 |
118-123 |
118-123 |
118-091 |
| S1 |
117-228 |
117-228 |
118-004 |
117-164 |
| S2 |
117-100 |
117-100 |
117-292 |
|
| S3 |
116-078 |
116-205 |
117-261 |
|
| S4 |
115-055 |
115-183 |
117-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-242 |
117-202 |
1-040 |
1.0% |
0-142 |
0.4% |
20% |
False |
True |
598,143 |
| 10 |
119-290 |
117-202 |
2-088 |
1.9% |
0-155 |
0.4% |
10% |
False |
True |
321,015 |
| 20 |
121-110 |
117-202 |
3-228 |
3.1% |
0-146 |
0.4% |
6% |
False |
True |
167,738 |
| 40 |
121-135 |
117-202 |
3-253 |
3.2% |
0-098 |
0.3% |
6% |
False |
True |
84,328 |
| 60 |
121-135 |
117-202 |
3-253 |
3.2% |
0-065 |
0.2% |
6% |
False |
True |
56,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-292 |
|
2.618 |
119-286 |
|
1.618 |
119-086 |
|
1.000 |
118-282 |
|
0.618 |
118-206 |
|
HIGH |
118-082 |
|
0.618 |
118-006 |
|
0.500 |
117-302 |
|
0.382 |
117-279 |
|
LOW |
117-202 |
|
0.618 |
117-079 |
|
1.000 |
117-002 |
|
1.618 |
116-199 |
|
2.618 |
115-319 |
|
4.250 |
114-312 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-302 |
117-314 |
| PP |
117-293 |
117-301 |
| S1 |
117-284 |
117-288 |
|