ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
118-222 |
118-150 |
-0-072 |
-0.2% |
119-167 |
| High |
118-290 |
118-233 |
-0-058 |
-0.2% |
119-167 |
| Low |
118-147 |
118-135 |
-0-012 |
0.0% |
118-147 |
| Close |
118-185 |
118-170 |
-0-015 |
0.0% |
118-185 |
| Range |
0-143 |
0-098 |
-0-045 |
-31.6% |
1-020 |
| ATR |
0-137 |
0-135 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,247,251 |
1,150,472 |
-96,779 |
-7.8% |
5,544,005 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-152 |
119-098 |
118-224 |
|
| R3 |
119-054 |
119-001 |
118-197 |
|
| R2 |
118-277 |
118-277 |
118-188 |
|
| R1 |
118-223 |
118-223 |
118-179 |
118-250 |
| PP |
118-179 |
118-179 |
118-179 |
118-193 |
| S1 |
118-126 |
118-126 |
118-161 |
118-153 |
| S2 |
118-082 |
118-082 |
118-152 |
|
| S3 |
117-304 |
118-028 |
118-143 |
|
| S4 |
117-207 |
117-251 |
118-116 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-013 |
121-119 |
119-052 |
|
| R3 |
120-313 |
120-099 |
118-278 |
|
| R2 |
119-293 |
119-293 |
118-247 |
|
| R1 |
119-079 |
119-079 |
118-216 |
119-016 |
| PP |
118-273 |
118-273 |
118-273 |
118-242 |
| S1 |
118-059 |
118-059 |
118-154 |
117-316 |
| S2 |
117-253 |
117-253 |
118-123 |
|
| S3 |
116-233 |
117-039 |
118-091 |
|
| S4 |
115-213 |
116-019 |
117-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-110 |
118-135 |
0-295 |
0.8% |
0-134 |
0.4% |
12% |
False |
True |
1,079,933 |
| 10 |
121-215 |
118-135 |
3-080 |
2.7% |
0-191 |
0.5% |
3% |
False |
True |
1,163,826 |
| 20 |
121-215 |
118-135 |
3-080 |
2.7% |
0-137 |
0.4% |
3% |
False |
True |
902,313 |
| 40 |
121-270 |
118-135 |
3-135 |
2.9% |
0-108 |
0.3% |
3% |
False |
True |
721,897 |
| 60 |
121-270 |
118-135 |
3-135 |
2.9% |
0-107 |
0.3% |
3% |
False |
True |
680,579 |
| 80 |
122-055 |
118-135 |
3-240 |
3.2% |
0-106 |
0.3% |
3% |
False |
True |
565,836 |
| 100 |
122-162 |
118-135 |
4-027 |
3.4% |
0-096 |
0.3% |
3% |
False |
True |
452,818 |
| 120 |
122-162 |
118-135 |
4-027 |
3.4% |
0-080 |
0.2% |
3% |
False |
True |
377,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-007 |
|
2.618 |
119-168 |
|
1.618 |
119-070 |
|
1.000 |
119-010 |
|
0.618 |
118-293 |
|
HIGH |
118-233 |
|
0.618 |
118-195 |
|
0.500 |
118-184 |
|
0.382 |
118-172 |
|
LOW |
118-135 |
|
0.618 |
118-075 |
|
1.000 |
118-038 |
|
1.618 |
117-297 |
|
2.618 |
117-200 |
|
4.250 |
117-041 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-184 |
118-260 |
| PP |
118-179 |
118-230 |
| S1 |
118-175 |
118-200 |
|