ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-118 |
0-067 |
0.2% |
118-198 |
| High |
118-122 |
118-135 |
0-013 |
0.0% |
118-233 |
| Low |
118-015 |
118-058 |
0-042 |
0.1% |
118-053 |
| Close |
118-105 |
118-067 |
-0-038 |
-0.1% |
118-090 |
| Range |
0-107 |
0-078 |
-0-030 |
-27.9% |
0-180 |
| ATR |
0-120 |
0-117 |
-0-003 |
-2.5% |
0-000 |
| Volume |
12,845 |
11,950 |
-895 |
-7.0% |
133,000 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-319 |
118-271 |
118-110 |
|
| R3 |
118-242 |
118-193 |
118-089 |
|
| R2 |
118-164 |
118-164 |
118-082 |
|
| R1 |
118-116 |
118-116 |
118-075 |
118-101 |
| PP |
118-087 |
118-087 |
118-087 |
118-079 |
| S1 |
118-038 |
118-038 |
118-060 |
118-024 |
| S2 |
118-009 |
118-009 |
118-053 |
|
| S3 |
117-252 |
117-281 |
118-046 |
|
| S4 |
117-174 |
117-203 |
118-025 |
|
|
| 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% |
0-095 |
0.3% |
28% |
False |
False |
14,962 |
| 10 |
118-233 |
117-295 |
0-258 |
0.7% |
0-109 |
0.3% |
36% |
False |
False |
58,791 |
| 20 |
119-110 |
117-295 |
1-135 |
1.2% |
0-117 |
0.3% |
20% |
False |
False |
674,647 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-118 |
0.3% |
8% |
False |
False |
711,522 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
7% |
False |
False |
656,552 |
| 80 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
7% |
False |
False |
663,569 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-107 |
0.3% |
7% |
False |
False |
533,680 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-094 |
0.2% |
6% |
False |
False |
444,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-144 |
|
2.618 |
119-018 |
|
1.618 |
118-260 |
|
1.000 |
118-213 |
|
0.618 |
118-183 |
|
HIGH |
118-135 |
|
0.618 |
118-105 |
|
0.500 |
118-096 |
|
0.382 |
118-087 |
|
LOW |
118-058 |
|
0.618 |
118-010 |
|
1.000 |
117-300 |
|
1.618 |
117-252 |
|
2.618 |
117-175 |
|
4.250 |
117-048 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-096 |
118-098 |
| PP |
118-087 |
118-087 |
| S1 |
118-077 |
118-077 |
|