ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-285 |
117-200 |
-0-085 |
-0.2% |
118-020 |
| High |
118-002 |
117-258 |
-0-065 |
-0.2% |
118-070 |
| Low |
117-202 |
117-145 |
-0-058 |
-0.2% |
117-193 |
| Close |
117-227 |
117-233 |
0-005 |
0.0% |
117-227 |
| Range |
0-120 |
0-113 |
-0-007 |
-6.2% |
0-198 |
| ATR |
0-125 |
0-124 |
-0-001 |
-0.7% |
0-000 |
| Volume |
780,463 |
814,775 |
34,312 |
4.4% |
3,248,219 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-229 |
118-183 |
117-294 |
|
| R3 |
118-117 |
118-071 |
117-263 |
|
| R2 |
118-004 |
118-004 |
117-253 |
|
| R1 |
117-278 |
117-278 |
117-243 |
117-301 |
| PP |
117-212 |
117-212 |
117-212 |
117-223 |
| S1 |
117-166 |
117-166 |
117-222 |
117-189 |
| S2 |
117-099 |
117-099 |
117-212 |
|
| S3 |
116-307 |
117-053 |
117-202 |
|
| S4 |
116-194 |
116-261 |
117-171 |
|
|
| 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 |
118-038 |
117-145 |
0-213 |
0.6% |
0-095 |
0.3% |
41% |
False |
True |
655,871 |
| 10 |
118-070 |
117-118 |
0-273 |
0.7% |
0-119 |
0.3% |
42% |
False |
False |
805,280 |
| 20 |
119-018 |
117-118 |
1-220 |
1.4% |
0-130 |
0.3% |
21% |
False |
False |
656,931 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-119 |
0.3% |
9% |
False |
False |
333,198 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-089 |
0.2% |
9% |
False |
False |
222,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-096 |
|
2.618 |
118-232 |
|
1.618 |
118-120 |
|
1.000 |
118-050 |
|
0.618 |
118-007 |
|
HIGH |
117-258 |
|
0.618 |
117-215 |
|
0.500 |
117-201 |
|
0.382 |
117-188 |
|
LOW |
117-145 |
|
0.618 |
117-075 |
|
1.000 |
117-032 |
|
1.618 |
116-283 |
|
2.618 |
116-170 |
|
4.250 |
115-307 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-222 |
117-251 |
| PP |
117-212 |
117-245 |
| S1 |
117-201 |
117-239 |
|