ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
117-010 |
0-075 |
0.2% |
117-200 |
| High |
117-030 |
117-027 |
-0-003 |
0.0% |
117-270 |
| Low |
116-247 |
116-258 |
0-010 |
0.0% |
116-175 |
| Close |
117-005 |
116-302 |
-0-022 |
-0.1% |
116-253 |
| Range |
0-103 |
0-090 |
-0-013 |
-12.2% |
1-095 |
| ATR |
0-133 |
0-130 |
-0-003 |
-2.3% |
0-000 |
| Volume |
540,793 |
425,162 |
-115,631 |
-21.4% |
4,747,352 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-252 |
117-207 |
117-032 |
|
| R3 |
117-162 |
117-117 |
117-007 |
|
| R2 |
117-072 |
117-072 |
116-319 |
|
| R1 |
117-027 |
117-027 |
116-311 |
117-005 |
| PP |
116-302 |
116-302 |
116-302 |
116-291 |
| S1 |
116-258 |
116-258 |
116-294 |
116-235 |
| S2 |
116-213 |
116-213 |
116-286 |
|
| S3 |
116-123 |
116-168 |
116-278 |
|
| S4 |
116-033 |
116-078 |
116-253 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-304 |
120-053 |
117-161 |
|
| R3 |
119-209 |
118-278 |
117-047 |
|
| R2 |
118-114 |
118-114 |
117-009 |
|
| R1 |
117-183 |
117-183 |
116-291 |
117-101 |
| PP |
117-019 |
117-019 |
117-019 |
116-298 |
| S1 |
116-088 |
116-088 |
116-214 |
116-006 |
| S2 |
115-244 |
115-244 |
116-176 |
|
| S3 |
114-149 |
114-313 |
116-138 |
|
| S4 |
113-054 |
113-218 |
116-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-260 |
116-175 |
1-085 |
1.1% |
0-145 |
0.4% |
31% |
False |
False |
821,917 |
| 10 |
118-038 |
116-175 |
1-182 |
1.3% |
0-125 |
0.3% |
25% |
False |
False |
770,316 |
| 20 |
118-105 |
116-175 |
1-250 |
1.5% |
0-125 |
0.3% |
22% |
False |
False |
851,707 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-131 |
0.4% |
8% |
False |
False |
455,399 |
| 60 |
121-135 |
116-175 |
4-280 |
4.2% |
0-102 |
0.3% |
8% |
False |
False |
303,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-090 |
|
2.618 |
117-263 |
|
1.618 |
117-173 |
|
1.000 |
117-117 |
|
0.618 |
117-083 |
|
HIGH |
117-027 |
|
0.618 |
116-313 |
|
0.500 |
116-302 |
|
0.382 |
116-292 |
|
LOW |
116-258 |
|
0.618 |
116-202 |
|
1.000 |
116-168 |
|
1.618 |
116-112 |
|
2.618 |
116-022 |
|
4.250 |
115-195 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
116-302 |
116-294 |
| PP |
116-302 |
116-286 |
| S1 |
116-302 |
116-278 |
|