ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
118-125 |
118-182 |
0-058 |
0.2% |
118-150 |
| High |
118-187 |
118-205 |
0-018 |
0.0% |
118-253 |
| Low |
118-113 |
118-115 |
0-002 |
0.0% |
117-313 |
| Close |
118-165 |
118-198 |
0-033 |
0.1% |
118-098 |
| Range |
0-075 |
0-090 |
0-015 |
20.0% |
0-260 |
| ATR |
0-132 |
0-129 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,629,301 |
1,022,011 |
-607,290 |
-37.3% |
6,004,531 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-122 |
119-090 |
118-247 |
|
| R3 |
119-032 |
119-000 |
118-222 |
|
| R2 |
118-262 |
118-262 |
118-214 |
|
| R1 |
118-230 |
118-230 |
118-206 |
118-246 |
| PP |
118-173 |
118-173 |
118-173 |
118-181 |
| S1 |
118-140 |
118-140 |
118-189 |
118-156 |
| S2 |
118-083 |
118-083 |
118-181 |
|
| S3 |
117-313 |
118-050 |
118-173 |
|
| S4 |
117-223 |
117-280 |
118-148 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-254 |
120-116 |
118-241 |
|
| R3 |
119-314 |
119-176 |
118-169 |
|
| R2 |
119-054 |
119-054 |
118-145 |
|
| R1 |
118-236 |
118-236 |
118-121 |
118-175 |
| PP |
118-114 |
118-114 |
118-114 |
118-084 |
| S1 |
117-296 |
117-296 |
118-074 |
117-235 |
| S2 |
117-174 |
117-174 |
118-050 |
|
| S3 |
116-234 |
117-036 |
118-026 |
|
| S4 |
115-294 |
116-096 |
117-275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-253 |
117-313 |
0-260 |
0.7% |
0-115 |
0.3% |
79% |
False |
False |
1,501,074 |
| 10 |
119-110 |
117-313 |
1-118 |
1.2% |
0-124 |
0.3% |
47% |
False |
False |
1,290,504 |
| 20 |
121-215 |
117-313 |
3-222 |
3.1% |
0-148 |
0.4% |
17% |
False |
False |
1,117,309 |
| 40 |
121-215 |
117-313 |
3-222 |
3.1% |
0-111 |
0.3% |
17% |
False |
False |
832,451 |
| 60 |
121-270 |
117-313 |
3-278 |
3.3% |
0-107 |
0.3% |
17% |
False |
False |
739,974 |
| 80 |
121-300 |
117-313 |
3-307 |
3.3% |
0-106 |
0.3% |
16% |
False |
False |
659,428 |
| 100 |
122-055 |
117-313 |
4-062 |
3.5% |
0-101 |
0.3% |
15% |
False |
False |
527,872 |
| 120 |
122-162 |
117-313 |
4-170 |
3.8% |
0-085 |
0.2% |
14% |
False |
False |
439,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-267 |
|
2.618 |
119-121 |
|
1.618 |
119-031 |
|
1.000 |
118-295 |
|
0.618 |
118-261 |
|
HIGH |
118-205 |
|
0.618 |
118-171 |
|
0.500 |
118-160 |
|
0.382 |
118-149 |
|
LOW |
118-115 |
|
0.618 |
118-059 |
|
1.000 |
118-025 |
|
1.618 |
117-289 |
|
2.618 |
117-199 |
|
4.250 |
117-053 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-185 |
118-165 |
| PP |
118-173 |
118-132 |
| S1 |
118-160 |
118-099 |
|