ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
118-015 |
118-042 |
0-027 |
0.1% |
117-313 |
| High |
118-045 |
118-045 |
0-000 |
0.0% |
118-105 |
| Low |
117-278 |
117-220 |
-0-058 |
-0.2% |
117-155 |
| Close |
118-040 |
117-270 |
-0-090 |
-0.2% |
117-258 |
| Range |
0-087 |
0-145 |
0-058 |
65.7% |
0-270 |
| ATR |
0-126 |
0-128 |
0-001 |
1.0% |
0-000 |
| Volume |
914,516 |
1,251,069 |
336,553 |
36.8% |
3,247,570 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-080 |
119-000 |
118-030 |
|
| R3 |
118-255 |
118-175 |
117-310 |
|
| R2 |
118-110 |
118-110 |
117-297 |
|
| R1 |
118-030 |
118-030 |
117-283 |
117-318 |
| PP |
117-285 |
117-285 |
117-285 |
117-269 |
| S1 |
117-205 |
117-205 |
117-257 |
117-173 |
| S2 |
117-140 |
117-140 |
117-243 |
|
| S3 |
116-315 |
117-060 |
117-230 |
|
| S4 |
116-170 |
116-235 |
117-190 |
|
|
| 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 |
118-082 |
117-155 |
0-247 |
0.7% |
0-126 |
0.3% |
46% |
False |
False |
1,108,812 |
| 10 |
118-242 |
117-155 |
1-087 |
1.1% |
0-128 |
0.3% |
28% |
False |
False |
713,249 |
| 20 |
121-110 |
117-155 |
3-275 |
3.3% |
0-151 |
0.4% |
9% |
False |
False |
369,705 |
| 40 |
121-110 |
117-155 |
3-275 |
3.3% |
0-109 |
0.3% |
9% |
False |
False |
186,055 |
| 60 |
121-135 |
117-155 |
3-300 |
3.3% |
0-073 |
0.2% |
9% |
False |
False |
124,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-021 |
|
2.618 |
119-105 |
|
1.618 |
118-280 |
|
1.000 |
118-190 |
|
0.618 |
118-135 |
|
HIGH |
118-045 |
|
0.618 |
117-310 |
|
0.500 |
117-292 |
|
0.382 |
117-275 |
|
LOW |
117-220 |
|
0.618 |
117-130 |
|
1.000 |
117-075 |
|
1.618 |
116-305 |
|
2.618 |
116-160 |
|
4.250 |
115-244 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-292 |
117-292 |
| PP |
117-285 |
117-285 |
| S1 |
117-278 |
117-278 |
|