ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
117-270 |
117-290 |
0-020 |
0.1% |
117-313 |
| High |
117-278 |
118-033 |
0-075 |
0.2% |
118-105 |
| Low |
117-155 |
117-275 |
0-120 |
0.3% |
117-155 |
| Close |
117-258 |
118-010 |
0-073 |
0.2% |
117-258 |
| Range |
0-122 |
0-078 |
-0-045 |
-36.7% |
0-270 |
| ATR |
0-132 |
0-129 |
-0-003 |
-2.0% |
0-000 |
| Volume |
660,377 |
1,243,502 |
583,125 |
88.3% |
3,247,570 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-232 |
118-198 |
118-053 |
|
| R3 |
118-154 |
118-121 |
118-031 |
|
| R2 |
118-077 |
118-077 |
118-024 |
|
| R1 |
118-043 |
118-043 |
118-017 |
118-060 |
| PP |
117-319 |
117-319 |
117-319 |
118-008 |
| S1 |
117-286 |
117-286 |
118-003 |
117-303 |
| S2 |
117-242 |
117-242 |
117-316 |
|
| S3 |
117-164 |
117-208 |
117-309 |
|
| S4 |
117-087 |
117-131 |
117-287 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-129 |
119-303 |
118-086 |
|
| R3 |
119-179 |
119-033 |
118-012 |
|
| R2 |
118-229 |
118-229 |
117-307 |
|
| R1 |
118-083 |
118-083 |
117-282 |
118-021 |
| PP |
117-279 |
117-279 |
117-279 |
117-248 |
| S1 |
117-133 |
117-133 |
117-233 |
117-071 |
| S2 |
117-009 |
117-009 |
117-208 |
|
| S3 |
116-059 |
116-183 |
117-183 |
|
| S4 |
115-109 |
115-233 |
117-109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-105 |
117-155 |
0-270 |
0.7% |
0-119 |
0.3% |
65% |
False |
False |
898,214 |
| 10 |
119-018 |
117-155 |
1-182 |
1.3% |
0-141 |
0.4% |
35% |
False |
False |
508,582 |
| 20 |
121-110 |
117-155 |
3-275 |
3.3% |
0-146 |
0.4% |
14% |
False |
False |
261,805 |
| 40 |
121-110 |
117-155 |
3-275 |
3.3% |
0-103 |
0.3% |
14% |
False |
False |
131,925 |
| 60 |
121-135 |
117-155 |
3-300 |
3.3% |
0-069 |
0.2% |
14% |
False |
False |
87,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-042 |
|
2.618 |
118-235 |
|
1.618 |
118-158 |
|
1.000 |
118-110 |
|
0.618 |
118-080 |
|
HIGH |
118-033 |
|
0.618 |
118-003 |
|
0.500 |
117-314 |
|
0.382 |
117-305 |
|
LOW |
117-275 |
|
0.618 |
117-227 |
|
1.000 |
117-198 |
|
1.618 |
117-150 |
|
2.618 |
117-072 |
|
4.250 |
116-266 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-005 |
117-313 |
| PP |
117-319 |
117-296 |
| S1 |
117-314 |
117-279 |
|