ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-238 |
117-190 |
-0-047 |
-0.1% |
118-020 |
| High |
117-270 |
117-260 |
-0-010 |
0.0% |
118-070 |
| Low |
117-178 |
116-285 |
-0-213 |
-0.6% |
117-193 |
| Close |
117-190 |
117-050 |
-0-140 |
-0.4% |
117-227 |
| Range |
0-093 |
0-295 |
0-202 |
218.9% |
0-198 |
| ATR |
0-121 |
0-134 |
0-012 |
10.2% |
0-000 |
| Volume |
788,944 |
1,046,495 |
257,551 |
32.6% |
3,248,219 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-017 |
119-168 |
117-212 |
|
| R3 |
119-042 |
118-193 |
117-131 |
|
| R2 |
118-067 |
118-067 |
117-104 |
|
| R1 |
117-218 |
117-218 |
117-077 |
117-155 |
| PP |
117-092 |
117-092 |
117-092 |
117-060 |
| S1 |
116-243 |
116-243 |
117-023 |
116-180 |
| S2 |
116-117 |
116-117 |
116-316 |
|
| S3 |
115-142 |
115-268 |
116-289 |
|
| S4 |
114-167 |
114-293 |
116-208 |
|
|
| 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 |
116-285 |
1-073 |
1.0% |
0-147 |
0.4% |
22% |
False |
True |
836,183 |
| 10 |
118-070 |
116-285 |
1-105 |
1.1% |
0-135 |
0.4% |
20% |
False |
True |
772,266 |
| 20 |
118-242 |
116-285 |
1-278 |
1.6% |
0-131 |
0.4% |
14% |
False |
True |
742,757 |
| 40 |
121-110 |
116-285 |
4-145 |
3.8% |
0-126 |
0.3% |
6% |
False |
True |
379,042 |
| 60 |
121-135 |
116-285 |
4-170 |
3.9% |
0-095 |
0.3% |
6% |
False |
True |
252,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-234 |
|
2.618 |
120-072 |
|
1.618 |
119-097 |
|
1.000 |
118-235 |
|
0.618 |
118-122 |
|
HIGH |
117-260 |
|
0.618 |
117-147 |
|
0.500 |
117-112 |
|
0.382 |
117-078 |
|
LOW |
116-285 |
|
0.618 |
116-103 |
|
1.000 |
115-310 |
|
1.618 |
115-128 |
|
2.618 |
114-153 |
|
4.250 |
112-311 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-112 |
117-118 |
| PP |
117-092 |
117-095 |
| S1 |
117-071 |
117-073 |
|