ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-190 |
116-293 |
-0-218 |
-0.6% |
118-020 |
| High |
117-260 |
116-307 |
-0-273 |
-0.7% |
118-070 |
| Low |
116-285 |
116-175 |
-0-110 |
-0.3% |
117-193 |
| Close |
117-050 |
116-247 |
-0-123 |
-0.3% |
117-227 |
| Range |
0-295 |
0-132 |
-0-163 |
-55.1% |
0-198 |
| ATR |
0-134 |
0-138 |
0-004 |
3.3% |
0-000 |
| Volume |
1,046,495 |
1,253,033 |
206,538 |
19.7% |
3,248,219 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-001 |
117-257 |
117-000 |
|
| R3 |
117-188 |
117-124 |
116-284 |
|
| R2 |
117-056 |
117-056 |
116-272 |
|
| R1 |
116-312 |
116-312 |
116-260 |
116-277 |
| PP |
116-243 |
116-243 |
116-243 |
116-226 |
| S1 |
116-179 |
116-179 |
116-235 |
116-145 |
| S2 |
116-111 |
116-111 |
116-223 |
|
| S3 |
115-298 |
116-047 |
116-211 |
|
| S4 |
115-166 |
115-234 |
116-175 |
|
|
| 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 |
118-002 |
116-175 |
1-147 |
1.3% |
0-151 |
0.4% |
16% |
False |
True |
936,742 |
| 10 |
118-070 |
116-175 |
1-215 |
1.4% |
0-134 |
0.4% |
14% |
False |
True |
802,556 |
| 20 |
118-242 |
116-175 |
2-067 |
1.9% |
0-131 |
0.4% |
10% |
False |
True |
801,793 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-128 |
0.3% |
5% |
False |
True |
410,353 |
| 60 |
121-135 |
116-175 |
4-280 |
4.2% |
0-097 |
0.3% |
5% |
False |
True |
273,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-231 |
|
2.618 |
118-014 |
|
1.618 |
117-202 |
|
1.000 |
117-120 |
|
0.618 |
117-069 |
|
HIGH |
116-307 |
|
0.618 |
116-257 |
|
0.500 |
116-241 |
|
0.382 |
116-226 |
|
LOW |
116-175 |
|
0.618 |
116-093 |
|
1.000 |
116-043 |
|
1.618 |
115-281 |
|
2.618 |
115-148 |
|
4.250 |
114-252 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
116-245 |
117-063 |
| PP |
116-243 |
117-018 |
| S1 |
116-241 |
116-292 |
|