ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
118-015 |
0-045 |
0.1% |
117-313 |
| High |
118-033 |
118-045 |
0-012 |
0.0% |
118-105 |
| Low |
117-275 |
117-278 |
0-002 |
0.0% |
117-155 |
| Close |
118-010 |
118-040 |
0-030 |
0.1% |
117-258 |
| Range |
0-078 |
0-087 |
0-010 |
12.9% |
0-270 |
| ATR |
0-129 |
0-126 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,243,502 |
914,516 |
-328,986 |
-26.5% |
3,247,570 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-246 |
118-088 |
|
| R3 |
118-189 |
118-158 |
118-064 |
|
| R2 |
118-102 |
118-102 |
118-056 |
|
| R1 |
118-071 |
118-071 |
118-048 |
118-086 |
| PP |
118-014 |
118-014 |
118-014 |
118-022 |
| S1 |
117-303 |
117-303 |
118-032 |
117-319 |
| S2 |
117-247 |
117-247 |
118-024 |
|
| S3 |
117-159 |
117-216 |
118-016 |
|
| S4 |
117-072 |
117-128 |
117-312 |
|
|
| 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% |
0-116 |
0.3% |
76% |
False |
False |
999,466 |
| 10 |
118-280 |
117-155 |
1-125 |
1.2% |
0-126 |
0.3% |
46% |
False |
False |
595,638 |
| 20 |
121-110 |
117-155 |
3-275 |
3.3% |
0-149 |
0.4% |
17% |
False |
False |
307,382 |
| 40 |
121-110 |
117-155 |
3-275 |
3.3% |
0-105 |
0.3% |
17% |
False |
False |
154,788 |
| 60 |
121-135 |
117-155 |
3-300 |
3.3% |
0-070 |
0.2% |
16% |
False |
False |
103,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-097 |
|
2.618 |
118-274 |
|
1.618 |
118-187 |
|
1.000 |
118-132 |
|
0.618 |
118-099 |
|
HIGH |
118-045 |
|
0.618 |
118-012 |
|
0.500 |
118-001 |
|
0.382 |
117-311 |
|
LOW |
117-278 |
|
0.618 |
117-223 |
|
1.000 |
117-190 |
|
1.618 |
117-136 |
|
2.618 |
117-048 |
|
4.250 |
116-226 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-027 |
118-007 |
| PP |
118-014 |
117-293 |
| S1 |
118-001 |
117-260 |
|