ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-147 |
117-145 |
-0-002 |
0.0% |
118-050 |
| High |
117-193 |
117-238 |
0-045 |
0.1% |
118-135 |
| Low |
117-100 |
117-145 |
0-045 |
0.1% |
117-065 |
| Close |
117-142 |
117-213 |
0-070 |
0.2% |
117-142 |
| Range |
0-093 |
0-093 |
0-000 |
0.0% |
1-070 |
| ATR |
0-130 |
0-127 |
-0-002 |
-1.9% |
0-000 |
| Volume |
3,724 |
2,402 |
-1,322 |
-35.5% |
46,064 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-156 |
118-117 |
117-263 |
|
| R3 |
118-063 |
118-024 |
117-238 |
|
| R2 |
117-291 |
117-291 |
117-229 |
|
| R1 |
117-252 |
117-252 |
117-221 |
117-271 |
| PP |
117-198 |
117-198 |
117-198 |
117-208 |
| S1 |
117-159 |
117-159 |
117-204 |
117-179 |
| S2 |
117-106 |
117-106 |
117-196 |
|
| S3 |
117-013 |
117-067 |
117-187 |
|
| S4 |
116-241 |
116-294 |
117-162 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-111 |
120-197 |
118-037 |
|
| R3 |
120-041 |
119-127 |
117-250 |
|
| R2 |
118-291 |
118-291 |
117-214 |
|
| R1 |
118-057 |
118-057 |
117-178 |
117-299 |
| PP |
117-221 |
117-221 |
117-221 |
117-182 |
| S1 |
116-307 |
116-307 |
117-107 |
116-229 |
| S2 |
116-151 |
116-151 |
117-071 |
|
| S3 |
115-081 |
115-237 |
117-035 |
|
| S4 |
114-011 |
114-167 |
116-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-135 |
117-065 |
1-070 |
1.0% |
0-135 |
0.4% |
38% |
False |
False |
7,124 |
| 10 |
118-202 |
117-065 |
1-138 |
1.2% |
0-111 |
0.3% |
32% |
False |
False |
13,591 |
| 20 |
118-253 |
117-065 |
1-188 |
1.3% |
0-118 |
0.3% |
29% |
False |
False |
463,371 |
| 40 |
121-215 |
117-065 |
4-150 |
3.8% |
0-127 |
0.3% |
10% |
False |
False |
664,411 |
| 60 |
121-270 |
117-065 |
4-205 |
3.9% |
0-111 |
0.3% |
10% |
False |
False |
623,630 |
| 80 |
121-270 |
117-065 |
4-205 |
3.9% |
0-111 |
0.3% |
10% |
False |
False |
628,169 |
| 100 |
122-055 |
117-065 |
4-310 |
4.2% |
0-109 |
0.3% |
9% |
False |
False |
533,853 |
| 120 |
122-162 |
117-065 |
5-098 |
4.5% |
0-099 |
0.3% |
9% |
False |
False |
444,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-311 |
|
2.618 |
118-160 |
|
1.618 |
118-067 |
|
1.000 |
118-010 |
|
0.618 |
117-295 |
|
HIGH |
117-238 |
|
0.618 |
117-202 |
|
0.500 |
117-191 |
|
0.382 |
117-180 |
|
LOW |
117-145 |
|
0.618 |
117-088 |
|
1.000 |
117-052 |
|
1.618 |
116-315 |
|
2.618 |
116-223 |
|
4.250 |
116-072 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-205 |
117-192 |
| PP |
117-198 |
117-172 |
| S1 |
117-191 |
117-151 |
|