ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-118 |
118-093 |
-0-025 |
-0.1% |
118-198 |
| High |
118-135 |
118-127 |
-0-008 |
0.0% |
118-233 |
| Low |
118-058 |
117-170 |
-0-207 |
-0.5% |
118-053 |
| Close |
118-067 |
117-250 |
-0-137 |
-0.4% |
118-090 |
| Range |
0-078 |
0-277 |
0-200 |
258.0% |
0-180 |
| ATR |
0-117 |
0-129 |
0-011 |
9.8% |
0-000 |
| Volume |
11,950 |
7,773 |
-4,177 |
-35.0% |
133,000 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-162 |
120-003 |
118-083 |
|
| R3 |
119-204 |
119-046 |
118-006 |
|
| R2 |
118-247 |
118-247 |
117-301 |
|
| R1 |
118-088 |
118-088 |
117-275 |
118-029 |
| PP |
117-289 |
117-289 |
117-289 |
117-259 |
| S1 |
117-131 |
117-131 |
117-225 |
117-071 |
| S2 |
117-012 |
117-012 |
117-199 |
|
| S3 |
116-054 |
116-173 |
117-174 |
|
| S4 |
115-097 |
115-216 |
117-097 |
|
|
| 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 |
117-170 |
1-032 |
0.9% |
0-134 |
0.4% |
23% |
False |
True |
14,304 |
| 10 |
118-233 |
117-170 |
1-062 |
1.0% |
0-123 |
0.3% |
21% |
False |
True |
29,445 |
| 20 |
119-065 |
117-170 |
1-215 |
1.4% |
0-124 |
0.3% |
15% |
False |
True |
623,219 |
| 40 |
121-215 |
117-170 |
4-045 |
3.5% |
0-123 |
0.3% |
6% |
False |
True |
697,757 |
| 60 |
121-270 |
117-170 |
4-100 |
3.7% |
0-110 |
0.3% |
6% |
False |
True |
649,948 |
| 80 |
121-270 |
117-170 |
4-100 |
3.7% |
0-109 |
0.3% |
6% |
False |
True |
662,574 |
| 100 |
122-055 |
117-170 |
4-205 |
3.9% |
0-109 |
0.3% |
5% |
False |
True |
533,749 |
| 120 |
122-162 |
117-170 |
4-312 |
4.2% |
0-096 |
0.3% |
5% |
False |
True |
444,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-027 |
|
2.618 |
120-214 |
|
1.618 |
119-256 |
|
1.000 |
119-085 |
|
0.618 |
118-299 |
|
HIGH |
118-127 |
|
0.618 |
118-021 |
|
0.500 |
117-309 |
|
0.382 |
117-276 |
|
LOW |
117-170 |
|
0.618 |
116-319 |
|
1.000 |
116-213 |
|
1.618 |
116-041 |
|
2.618 |
115-084 |
|
4.250 |
113-271 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-309 |
117-313 |
| PP |
117-289 |
117-292 |
| S1 |
117-270 |
117-271 |
|