ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
117-170 |
-0-085 |
-0.2% |
117-290 |
| High |
117-260 |
117-315 |
0-055 |
0.1% |
118-045 |
| Low |
117-118 |
117-170 |
0-053 |
0.1% |
117-118 |
| Close |
117-180 |
117-293 |
0-113 |
0.3% |
117-293 |
| Range |
0-142 |
0-145 |
0-002 |
1.8% |
0-247 |
| ATR |
0-130 |
0-131 |
0-001 |
0.9% |
0-000 |
| Volume |
950,126 |
874,103 |
-76,023 |
-8.0% |
5,233,316 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-054 |
118-318 |
118-052 |
|
| R3 |
118-229 |
118-173 |
118-012 |
|
| R2 |
118-084 |
118-084 |
117-319 |
|
| R1 |
118-028 |
118-028 |
117-306 |
118-056 |
| PP |
117-259 |
117-259 |
117-259 |
117-273 |
| S1 |
117-203 |
117-203 |
117-279 |
117-231 |
| S2 |
117-114 |
117-114 |
117-266 |
|
| S3 |
116-289 |
117-058 |
117-253 |
|
| S4 |
116-144 |
116-233 |
117-213 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-041 |
119-254 |
118-109 |
|
| R3 |
119-113 |
119-007 |
118-041 |
|
| R2 |
118-186 |
118-186 |
118-018 |
|
| R1 |
118-079 |
118-079 |
117-315 |
118-132 |
| PP |
117-258 |
117-258 |
117-258 |
117-285 |
| S1 |
117-152 |
117-152 |
117-270 |
117-205 |
| S2 |
117-011 |
117-011 |
117-247 |
|
| S3 |
116-083 |
116-224 |
117-224 |
|
| S4 |
115-156 |
115-297 |
117-156 |
|
|
| 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% |
0-119 |
0.3% |
71% |
False |
False |
1,046,663 |
| 10 |
118-142 |
117-118 |
1-025 |
0.9% |
0-126 |
0.3% |
51% |
False |
False |
874,287 |
| 20 |
121-110 |
117-118 |
3-313 |
3.4% |
0-155 |
0.4% |
14% |
False |
False |
459,015 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-112 |
0.3% |
14% |
False |
False |
231,655 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-077 |
0.2% |
13% |
False |
False |
154,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-291 |
|
2.618 |
119-055 |
|
1.618 |
118-230 |
|
1.000 |
118-140 |
|
0.618 |
118-085 |
|
HIGH |
117-315 |
|
0.618 |
117-260 |
|
0.500 |
117-243 |
|
0.382 |
117-225 |
|
LOW |
117-170 |
|
0.618 |
117-080 |
|
1.000 |
117-025 |
|
1.618 |
116-255 |
|
2.618 |
116-110 |
|
4.250 |
115-194 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-276 |
117-275 |
| PP |
117-259 |
117-258 |
| S1 |
117-243 |
117-241 |
|