ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-093 |
117-198 |
-0-215 |
-0.6% |
118-198 |
| High |
118-127 |
117-198 |
-0-250 |
-0.7% |
118-233 |
| Low |
117-170 |
117-065 |
-0-105 |
-0.3% |
118-053 |
| Close |
117-250 |
117-135 |
-0-115 |
-0.3% |
118-090 |
| Range |
0-277 |
0-133 |
-0-145 |
-52.2% |
0-180 |
| ATR |
0-129 |
0-133 |
0-004 |
3.1% |
0-000 |
| Volume |
7,773 |
9,772 |
1,999 |
25.7% |
133,000 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-210 |
118-145 |
117-208 |
|
| R3 |
118-078 |
118-013 |
117-171 |
|
| R2 |
117-265 |
117-265 |
117-159 |
|
| R1 |
117-200 |
117-200 |
117-147 |
117-166 |
| PP |
117-133 |
117-133 |
117-133 |
117-116 |
| S1 |
117-067 |
117-067 |
117-123 |
117-034 |
| S2 |
117-000 |
117-000 |
117-111 |
|
| S3 |
116-187 |
116-255 |
117-099 |
|
| S4 |
116-055 |
116-122 |
117-062 |
|
|
| 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 |
118-180 |
117-065 |
1-115 |
1.2% |
0-141 |
0.4% |
16% |
False |
True |
12,712 |
| 10 |
118-233 |
117-065 |
1-168 |
1.3% |
0-123 |
0.3% |
14% |
False |
True |
23,404 |
| 20 |
119-065 |
117-065 |
2-000 |
1.7% |
0-124 |
0.3% |
11% |
False |
True |
574,839 |
| 40 |
121-215 |
117-065 |
4-150 |
3.8% |
0-125 |
0.3% |
5% |
False |
True |
685,759 |
| 60 |
121-270 |
117-065 |
4-205 |
4.0% |
0-110 |
0.3% |
5% |
False |
True |
638,172 |
| 80 |
121-270 |
117-065 |
4-205 |
4.0% |
0-110 |
0.3% |
5% |
False |
True |
660,362 |
| 100 |
122-055 |
117-065 |
4-310 |
4.2% |
0-110 |
0.3% |
4% |
False |
True |
533,813 |
| 120 |
122-162 |
117-065 |
5-098 |
4.5% |
0-097 |
0.3% |
4% |
False |
True |
444,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-121 |
|
2.618 |
118-224 |
|
1.618 |
118-092 |
|
1.000 |
118-010 |
|
0.618 |
117-279 |
|
HIGH |
117-198 |
|
0.618 |
117-147 |
|
0.500 |
117-131 |
|
0.382 |
117-116 |
|
LOW |
117-065 |
|
0.618 |
116-303 |
|
1.000 |
116-252 |
|
1.618 |
116-171 |
|
2.618 |
116-038 |
|
4.250 |
115-142 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-134 |
117-260 |
| PP |
117-133 |
117-218 |
| S1 |
117-131 |
117-177 |
|