ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
120-015 |
119-202 |
-0-133 |
-0.3% |
121-000 |
| High |
120-105 |
119-253 |
-0-172 |
-0.4% |
121-215 |
| Low |
119-198 |
119-145 |
-0-053 |
-0.1% |
119-145 |
| Close |
119-250 |
119-162 |
-0-088 |
-0.2% |
119-162 |
| Range |
0-227 |
0-108 |
-0-120 |
-52.7% |
2-070 |
| ATR |
0-130 |
0-129 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,588,235 |
267,528 |
-1,320,707 |
-83.2% |
5,419,738 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-189 |
120-123 |
119-222 |
|
| R3 |
120-082 |
120-016 |
119-192 |
|
| R2 |
119-294 |
119-294 |
119-182 |
|
| R1 |
119-228 |
119-228 |
119-172 |
119-208 |
| PP |
119-187 |
119-187 |
119-187 |
119-176 |
| S1 |
119-121 |
119-121 |
119-153 |
119-100 |
| S2 |
119-079 |
119-079 |
119-143 |
|
| S3 |
118-292 |
119-013 |
119-133 |
|
| S4 |
118-184 |
118-226 |
119-103 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-278 |
125-130 |
120-233 |
|
| R3 |
124-208 |
123-060 |
120-038 |
|
| R2 |
122-138 |
122-138 |
119-293 |
|
| R1 |
120-310 |
120-310 |
119-228 |
120-189 |
| PP |
120-067 |
120-067 |
120-067 |
120-007 |
| S1 |
118-240 |
118-240 |
119-097 |
118-119 |
| S2 |
117-317 |
117-317 |
119-032 |
|
| S3 |
115-247 |
116-170 |
118-287 |
|
| S4 |
113-177 |
114-100 |
118-092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
119-145 |
2-070 |
1.9% |
0-215 |
0.6% |
2% |
False |
True |
1,083,947 |
| 10 |
121-215 |
119-145 |
2-070 |
1.9% |
0-153 |
0.4% |
2% |
False |
True |
872,711 |
| 20 |
121-215 |
119-145 |
2-070 |
1.9% |
0-113 |
0.3% |
2% |
False |
True |
706,537 |
| 40 |
121-270 |
119-145 |
2-125 |
2.0% |
0-098 |
0.3% |
2% |
False |
True |
622,036 |
| 60 |
121-270 |
119-145 |
2-125 |
2.0% |
0-102 |
0.3% |
2% |
False |
True |
639,198 |
| 80 |
122-055 |
119-145 |
2-230 |
2.3% |
0-103 |
0.3% |
2% |
False |
True |
482,288 |
| 100 |
122-162 |
119-145 |
3-018 |
2.6% |
0-087 |
0.2% |
2% |
False |
True |
385,873 |
| 120 |
122-162 |
119-145 |
3-018 |
2.6% |
0-073 |
0.2% |
2% |
False |
True |
321,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-069 |
|
2.618 |
120-214 |
|
1.618 |
120-106 |
|
1.000 |
120-040 |
|
0.618 |
119-319 |
|
HIGH |
119-253 |
|
0.618 |
119-211 |
|
0.500 |
119-199 |
|
0.382 |
119-186 |
|
LOW |
119-145 |
|
0.618 |
119-079 |
|
1.000 |
119-037 |
|
1.618 |
118-291 |
|
2.618 |
118-184 |
|
4.250 |
118-008 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-199 |
120-180 |
| PP |
119-187 |
120-067 |
| S1 |
119-175 |
119-275 |
|