ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
119-167 |
119-010 |
-0-157 |
-0.4% |
121-000 |
| High |
119-167 |
119-110 |
-0-057 |
-0.2% |
121-215 |
| Low |
118-262 |
118-300 |
0-038 |
0.1% |
119-145 |
| Close |
119-055 |
119-007 |
-0-048 |
-0.1% |
119-162 |
| Range |
0-225 |
0-130 |
-0-095 |
-42.2% |
2-070 |
| ATR |
0-136 |
0-135 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,294,808 |
1,036,342 |
-258,466 |
-20.0% |
5,419,738 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-103 |
120-025 |
119-079 |
|
| R3 |
119-293 |
119-215 |
119-043 |
|
| R2 |
119-163 |
119-163 |
119-031 |
|
| R1 |
119-085 |
119-085 |
119-019 |
119-059 |
| PP |
119-033 |
119-033 |
119-033 |
119-019 |
| S1 |
118-275 |
118-275 |
118-316 |
118-249 |
| S2 |
118-222 |
118-222 |
118-304 |
|
| S3 |
118-092 |
118-145 |
118-292 |
|
| S4 |
117-282 |
118-015 |
118-256 |
|
|
| 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 |
118-262 |
2-273 |
2.4% |
0-252 |
0.7% |
7% |
False |
False |
1,314,440 |
| 10 |
121-215 |
118-262 |
2-273 |
2.4% |
0-172 |
0.5% |
7% |
False |
False |
971,442 |
| 20 |
121-215 |
118-262 |
2-273 |
2.4% |
0-122 |
0.3% |
7% |
False |
False |
772,296 |
| 40 |
121-270 |
118-262 |
3-008 |
2.5% |
0-103 |
0.3% |
7% |
False |
False |
663,312 |
| 60 |
121-270 |
118-262 |
3-008 |
2.5% |
0-104 |
0.3% |
7% |
False |
False |
675,692 |
| 80 |
122-055 |
118-262 |
3-113 |
2.8% |
0-105 |
0.3% |
6% |
False |
False |
511,381 |
| 100 |
122-162 |
118-262 |
3-220 |
3.1% |
0-091 |
0.2% |
6% |
False |
False |
409,185 |
| 120 |
122-162 |
118-262 |
3-220 |
3.1% |
0-076 |
0.2% |
6% |
False |
False |
340,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-023 |
|
2.618 |
120-130 |
|
1.618 |
120-000 |
|
1.000 |
119-240 |
|
0.618 |
119-190 |
|
HIGH |
119-110 |
|
0.618 |
119-060 |
|
0.500 |
119-045 |
|
0.382 |
119-030 |
|
LOW |
118-300 |
|
0.618 |
118-220 |
|
1.000 |
118-170 |
|
1.618 |
118-090 |
|
2.618 |
117-280 |
|
4.250 |
117-067 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-045 |
119-098 |
| PP |
119-033 |
119-067 |
| S1 |
119-020 |
119-037 |
|