ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
117-313 |
118-053 |
0-060 |
0.2% |
118-318 |
| High |
118-080 |
118-105 |
0-025 |
0.1% |
119-018 |
| Low |
117-300 |
118-010 |
0-030 |
0.1% |
117-315 |
| Close |
118-020 |
118-058 |
0-038 |
0.1% |
118-035 |
| Range |
0-100 |
0-095 |
-0-005 |
-5.0% |
1-022 |
| ATR |
0-130 |
0-128 |
-0-003 |
-1.9% |
0-000 |
| Volume |
408,258 |
704,339 |
296,081 |
72.5% |
594,755 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-022 |
118-295 |
118-110 |
|
| R3 |
118-247 |
118-200 |
118-084 |
|
| R2 |
118-152 |
118-152 |
118-075 |
|
| R1 |
118-105 |
118-105 |
118-066 |
118-129 |
| PP |
118-058 |
118-058 |
118-058 |
118-069 |
| S1 |
118-010 |
118-010 |
118-049 |
118-034 |
| S2 |
117-283 |
117-283 |
118-040 |
|
| S3 |
117-188 |
117-235 |
118-031 |
|
| S4 |
117-093 |
117-140 |
118-005 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-190 |
120-295 |
118-223 |
|
| R3 |
120-167 |
119-273 |
118-129 |
|
| R2 |
119-145 |
119-145 |
118-098 |
|
| R1 |
118-250 |
118-250 |
118-066 |
118-186 |
| PP |
118-123 |
118-123 |
118-123 |
118-091 |
| S1 |
117-228 |
117-228 |
118-004 |
117-164 |
| S2 |
117-100 |
117-100 |
117-292 |
|
| S3 |
116-078 |
116-205 |
117-261 |
|
| S4 |
115-055 |
115-183 |
117-167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-242 |
117-300 |
0-262 |
0.7% |
0-129 |
0.3% |
30% |
False |
False |
317,686 |
| 10 |
121-110 |
117-300 |
3-130 |
2.9% |
0-194 |
0.5% |
7% |
False |
False |
176,387 |
| 20 |
121-110 |
117-300 |
3-130 |
2.9% |
0-139 |
0.4% |
7% |
False |
False |
94,089 |
| 40 |
121-135 |
117-300 |
3-155 |
2.9% |
0-093 |
0.2% |
7% |
False |
False |
47,463 |
| 60 |
121-135 |
117-300 |
3-155 |
2.9% |
0-062 |
0.2% |
7% |
False |
False |
31,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-189 |
|
2.618 |
119-034 |
|
1.618 |
118-259 |
|
1.000 |
118-200 |
|
0.618 |
118-164 |
|
HIGH |
118-105 |
|
0.618 |
118-069 |
|
0.500 |
118-058 |
|
0.382 |
118-046 |
|
LOW |
118-010 |
|
0.618 |
117-271 |
|
1.000 |
117-235 |
|
1.618 |
117-176 |
|
2.618 |
117-081 |
|
4.250 |
116-246 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-058 |
118-061 |
| PP |
118-058 |
118-060 |
| S1 |
118-058 |
118-059 |
|