ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-042 |
117-255 |
-0-107 |
-0.3% |
117-313 |
| High |
118-045 |
117-260 |
-0-105 |
-0.3% |
118-105 |
| Low |
117-220 |
117-118 |
-0-102 |
-0.3% |
117-155 |
| Close |
117-270 |
117-180 |
-0-090 |
-0.2% |
117-258 |
| Range |
0-145 |
0-142 |
-0-002 |
-1.7% |
0-270 |
| ATR |
0-128 |
0-130 |
0-002 |
1.4% |
0-000 |
| Volume |
1,251,069 |
950,126 |
-300,943 |
-24.1% |
3,247,570 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-293 |
118-219 |
117-258 |
|
| R3 |
118-151 |
118-077 |
117-219 |
|
| R2 |
118-008 |
118-008 |
117-206 |
|
| R1 |
117-254 |
117-254 |
117-193 |
117-220 |
| PP |
117-186 |
117-186 |
117-186 |
117-169 |
| S1 |
117-112 |
117-112 |
117-167 |
117-078 |
| S2 |
117-043 |
117-043 |
117-154 |
|
| S3 |
116-221 |
116-289 |
117-141 |
|
| S4 |
116-078 |
116-147 |
117-102 |
|
|
| 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 |
118-045 |
117-118 |
0-247 |
0.7% |
0-115 |
0.3% |
25% |
False |
True |
1,003,918 |
| 10 |
118-242 |
117-118 |
1-125 |
1.2% |
0-129 |
0.3% |
14% |
False |
True |
801,030 |
| 20 |
121-110 |
117-118 |
3-313 |
3.4% |
0-153 |
0.4% |
5% |
False |
True |
416,739 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-110 |
0.3% |
5% |
False |
True |
209,805 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-075 |
0.2% |
5% |
False |
True |
139,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-226 |
|
2.618 |
118-313 |
|
1.618 |
118-171 |
|
1.000 |
118-082 |
|
0.618 |
118-028 |
|
HIGH |
117-260 |
|
0.618 |
117-206 |
|
0.500 |
117-189 |
|
0.382 |
117-172 |
|
LOW |
117-118 |
|
0.618 |
117-029 |
|
1.000 |
116-295 |
|
1.618 |
116-207 |
|
2.618 |
116-064 |
|
4.250 |
115-152 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-189 |
117-241 |
| PP |
117-186 |
117-221 |
| S1 |
117-183 |
117-200 |
|