ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
120-300 |
-0-020 |
-0.1% |
120-245 |
| High |
121-002 |
120-315 |
-0-007 |
0.0% |
121-087 |
| Low |
120-267 |
120-198 |
-0-070 |
-0.2% |
120-190 |
| Close |
120-300 |
120-227 |
-0-073 |
-0.2% |
121-058 |
| Range |
0-055 |
0-118 |
0-062 |
113.6% |
0-217 |
| ATR |
0-086 |
0-089 |
0-002 |
2.6% |
0-000 |
| Volume |
475,955 |
702,730 |
226,775 |
47.6% |
3,307,377 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-279 |
121-211 |
120-292 |
|
| R3 |
121-162 |
121-093 |
120-260 |
|
| R2 |
121-044 |
121-044 |
120-249 |
|
| R1 |
120-296 |
120-296 |
120-238 |
120-271 |
| PP |
120-247 |
120-247 |
120-247 |
120-234 |
| S1 |
120-178 |
120-178 |
120-217 |
120-154 |
| S2 |
120-129 |
120-129 |
120-206 |
|
| S3 |
120-012 |
120-061 |
120-195 |
|
| S4 |
119-214 |
119-263 |
120-163 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-017 |
122-255 |
121-177 |
|
| R3 |
122-120 |
122-037 |
121-117 |
|
| R2 |
121-222 |
121-222 |
121-097 |
|
| R1 |
121-140 |
121-140 |
121-077 |
121-181 |
| PP |
121-005 |
121-005 |
121-005 |
121-026 |
| S1 |
120-243 |
120-243 |
121-038 |
120-284 |
| S2 |
120-108 |
120-108 |
121-018 |
|
| S3 |
119-210 |
120-025 |
120-318 |
|
| S4 |
118-313 |
119-128 |
120-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-087 |
120-198 |
0-210 |
0.5% |
0-092 |
0.2% |
14% |
False |
True |
628,444 |
| 10 |
121-087 |
120-158 |
0-250 |
0.6% |
0-088 |
0.2% |
28% |
False |
False |
655,909 |
| 20 |
121-087 |
120-158 |
0-250 |
0.6% |
0-078 |
0.2% |
28% |
False |
False |
582,779 |
| 40 |
121-270 |
120-158 |
1-113 |
1.1% |
0-084 |
0.2% |
16% |
False |
False |
559,737 |
| 60 |
121-270 |
120-158 |
1-113 |
1.1% |
0-092 |
0.2% |
16% |
False |
False |
570,395 |
| 80 |
122-055 |
120-158 |
1-218 |
1.4% |
0-094 |
0.2% |
13% |
False |
False |
429,298 |
| 100 |
122-162 |
120-158 |
2-005 |
1.7% |
0-078 |
0.2% |
11% |
False |
False |
343,463 |
| 120 |
122-162 |
119-278 |
2-205 |
2.2% |
0-065 |
0.2% |
32% |
False |
False |
286,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-174 |
|
2.618 |
121-303 |
|
1.618 |
121-185 |
|
1.000 |
121-113 |
|
0.618 |
121-068 |
|
HIGH |
120-315 |
|
0.618 |
120-270 |
|
0.500 |
120-256 |
|
0.382 |
120-242 |
|
LOW |
120-198 |
|
0.618 |
120-125 |
|
1.000 |
120-080 |
|
1.618 |
120-007 |
|
2.618 |
119-210 |
|
4.250 |
119-018 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-256 |
120-300 |
| PP |
120-247 |
120-276 |
| S1 |
120-237 |
120-252 |
|