ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-118 |
118-050 |
-0-067 |
-0.2% |
118-198 |
| High |
118-180 |
118-122 |
-0-058 |
-0.2% |
118-233 |
| Low |
118-070 |
118-015 |
-0-055 |
-0.1% |
118-053 |
| Close |
118-090 |
118-105 |
0-015 |
0.0% |
118-090 |
| Range |
0-110 |
0-107 |
-0-002 |
-2.3% |
0-180 |
| ATR |
0-121 |
0-120 |
-0-001 |
-0.8% |
0-000 |
| Volume |
21,222 |
12,845 |
-8,377 |
-39.5% |
133,000 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-083 |
119-042 |
118-164 |
|
| R3 |
118-296 |
118-254 |
118-135 |
|
| R2 |
118-188 |
118-188 |
118-125 |
|
| R1 |
118-147 |
118-147 |
118-115 |
118-167 |
| PP |
118-081 |
118-081 |
118-081 |
118-091 |
| S1 |
118-039 |
118-039 |
118-095 |
118-060 |
| S2 |
117-293 |
117-293 |
118-085 |
|
| S3 |
117-186 |
117-252 |
118-075 |
|
| S4 |
117-078 |
117-144 |
118-046 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
119-238 |
118-189 |
|
| R3 |
119-165 |
119-058 |
118-140 |
|
| R2 |
118-305 |
118-305 |
118-123 |
|
| R1 |
118-198 |
118-198 |
118-107 |
118-161 |
| PP |
118-125 |
118-125 |
118-125 |
118-107 |
| S1 |
118-018 |
118-018 |
118-074 |
117-301 |
| S2 |
117-265 |
117-265 |
118-057 |
|
| S3 |
117-085 |
117-158 |
118-041 |
|
| S4 |
116-225 |
116-298 |
117-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-202 |
118-015 |
0-187 |
0.5% |
0-087 |
0.2% |
48% |
False |
True |
20,057 |
| 10 |
118-233 |
117-295 |
0-258 |
0.7% |
0-110 |
0.3% |
50% |
False |
False |
159,797 |
| 20 |
119-167 |
117-295 |
1-192 |
1.4% |
0-124 |
0.3% |
25% |
False |
False |
738,790 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-118 |
0.3% |
11% |
False |
False |
722,663 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-106 |
0.3% |
10% |
False |
False |
660,954 |
| 80 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
10% |
False |
False |
664,096 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-107 |
0.3% |
10% |
False |
False |
533,588 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-093 |
0.2% |
9% |
False |
False |
444,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-259 |
|
2.618 |
119-084 |
|
1.618 |
118-296 |
|
1.000 |
118-230 |
|
0.618 |
118-189 |
|
HIGH |
118-122 |
|
0.618 |
118-081 |
|
0.500 |
118-069 |
|
0.382 |
118-056 |
|
LOW |
118-015 |
|
0.618 |
117-269 |
|
1.000 |
117-228 |
|
1.618 |
117-161 |
|
2.618 |
117-054 |
|
4.250 |
116-198 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-093 |
118-109 |
| PP |
118-081 |
118-107 |
| S1 |
118-069 |
118-106 |
|