ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-038 |
117-285 |
-0-073 |
-0.2% |
118-020 |
| High |
118-038 |
118-002 |
-0-035 |
-0.1% |
118-070 |
| Low |
117-245 |
117-202 |
-0-042 |
-0.1% |
117-193 |
| Close |
117-318 |
117-227 |
-0-090 |
-0.2% |
117-227 |
| Range |
0-113 |
0-120 |
0-007 |
6.7% |
0-198 |
| ATR |
0-125 |
0-125 |
0-000 |
-0.3% |
0-000 |
| Volume |
750,241 |
780,463 |
30,222 |
4.0% |
3,248,219 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-291 |
118-219 |
117-293 |
|
| R3 |
118-171 |
118-099 |
117-260 |
|
| R2 |
118-051 |
118-051 |
117-249 |
|
| R1 |
117-299 |
117-299 |
117-238 |
117-275 |
| PP |
117-251 |
117-251 |
117-251 |
117-239 |
| S1 |
117-179 |
117-179 |
117-216 |
117-155 |
| S2 |
117-131 |
117-131 |
117-205 |
|
| S3 |
117-011 |
117-059 |
117-194 |
|
| S4 |
116-211 |
116-259 |
117-161 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-223 |
119-103 |
118-016 |
|
| R3 |
119-025 |
118-225 |
117-282 |
|
| R2 |
118-148 |
118-148 |
117-264 |
|
| R1 |
118-027 |
118-027 |
117-246 |
117-309 |
| PP |
117-270 |
117-270 |
117-270 |
117-251 |
| S1 |
117-150 |
117-150 |
117-209 |
117-111 |
| S2 |
117-073 |
117-073 |
117-191 |
|
| S3 |
116-195 |
116-272 |
117-173 |
|
| S4 |
115-317 |
116-075 |
117-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-070 |
117-193 |
0-198 |
0.5% |
0-112 |
0.3% |
18% |
False |
False |
649,643 |
| 10 |
118-070 |
117-118 |
0-273 |
0.7% |
0-116 |
0.3% |
40% |
False |
False |
848,153 |
| 20 |
119-107 |
117-118 |
1-310 |
1.7% |
0-130 |
0.3% |
17% |
False |
False |
616,270 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-118 |
0.3% |
9% |
False |
False |
312,834 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-087 |
0.2% |
8% |
False |
False |
208,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-192 |
|
2.618 |
118-317 |
|
1.618 |
118-197 |
|
1.000 |
118-122 |
|
0.618 |
118-077 |
|
HIGH |
118-002 |
|
0.618 |
117-277 |
|
0.500 |
117-262 |
|
0.382 |
117-248 |
|
LOW |
117-202 |
|
0.618 |
117-128 |
|
1.000 |
117-082 |
|
1.618 |
117-008 |
|
2.618 |
116-208 |
|
4.250 |
116-012 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-262 |
117-280 |
| PP |
117-251 |
117-262 |
| S1 |
117-239 |
117-245 |
|