ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
116-210 |
116-255 |
0-045 |
0.1% |
117-200 |
| High |
116-310 |
117-030 |
0-040 |
0.1% |
117-270 |
| Low |
116-205 |
116-247 |
0-042 |
0.1% |
116-175 |
| Close |
116-253 |
117-005 |
0-072 |
0.2% |
116-253 |
| Range |
0-105 |
0-103 |
-0-002 |
-2.4% |
1-095 |
| ATR |
0-136 |
0-133 |
-0-002 |
-1.8% |
0-000 |
| Volume |
844,105 |
540,793 |
-303,312 |
-35.9% |
4,747,352 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-295 |
117-253 |
117-061 |
|
| R3 |
117-193 |
117-150 |
117-033 |
|
| R2 |
117-090 |
117-090 |
117-024 |
|
| R1 |
117-048 |
117-048 |
117-014 |
117-069 |
| PP |
116-307 |
116-307 |
116-307 |
116-318 |
| S1 |
116-265 |
116-265 |
116-316 |
116-286 |
| S2 |
116-205 |
116-205 |
116-306 |
|
| S3 |
116-102 |
116-162 |
116-297 |
|
| S4 |
116-000 |
116-060 |
116-269 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-304 |
120-053 |
117-161 |
|
| R3 |
119-209 |
118-278 |
117-047 |
|
| R2 |
118-114 |
118-114 |
117-009 |
|
| R1 |
117-183 |
117-183 |
116-291 |
117-101 |
| PP |
117-019 |
117-019 |
117-019 |
116-298 |
| S1 |
116-088 |
116-088 |
116-214 |
116-006 |
| S2 |
115-244 |
115-244 |
116-176 |
|
| S3 |
114-149 |
114-313 |
116-138 |
|
| S4 |
113-054 |
113-218 |
116-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-270 |
116-175 |
1-095 |
1.1% |
0-146 |
0.4% |
36% |
False |
False |
894,674 |
| 10 |
118-038 |
116-175 |
1-182 |
1.3% |
0-120 |
0.3% |
30% |
False |
False |
775,272 |
| 20 |
118-105 |
116-175 |
1-250 |
1.5% |
0-126 |
0.3% |
26% |
False |
False |
850,862 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-131 |
0.3% |
10% |
False |
False |
444,807 |
| 60 |
121-135 |
116-175 |
4-280 |
4.2% |
0-101 |
0.3% |
10% |
False |
False |
296,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-146 |
|
2.618 |
117-298 |
|
1.618 |
117-196 |
|
1.000 |
117-133 |
|
0.618 |
117-093 |
|
HIGH |
117-030 |
|
0.618 |
116-311 |
|
0.500 |
116-299 |
|
0.382 |
116-287 |
|
LOW |
116-247 |
|
0.618 |
116-184 |
|
1.000 |
116-145 |
|
1.618 |
116-082 |
|
2.618 |
115-299 |
|
4.250 |
115-132 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
116-316 |
116-304 |
| PP |
116-307 |
116-283 |
| S1 |
116-299 |
116-263 |
|