ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
120-230 |
120-015 |
-0-215 |
-0.6% |
120-245 |
| High |
121-215 |
120-105 |
-1-110 |
-1.1% |
121-087 |
| Low |
119-287 |
119-198 |
-0-090 |
-0.2% |
120-190 |
| Close |
120-007 |
119-250 |
-0-077 |
-0.2% |
121-058 |
| Range |
1-248 |
0-227 |
-1-020 |
-59.9% |
0-217 |
| ATR |
0-123 |
0-130 |
0-007 |
6.1% |
0-000 |
| Volume |
2,385,290 |
1,588,235 |
-797,055 |
-33.4% |
3,307,377 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-013 |
121-199 |
120-055 |
|
| R3 |
121-106 |
120-292 |
119-313 |
|
| R2 |
120-198 |
120-198 |
119-292 |
|
| R1 |
120-064 |
120-064 |
119-271 |
120-018 |
| PP |
119-291 |
119-291 |
119-291 |
119-268 |
| S1 |
119-157 |
119-157 |
119-229 |
119-110 |
| S2 |
119-063 |
119-063 |
119-208 |
|
| S3 |
118-156 |
118-249 |
119-187 |
|
| S4 |
117-248 |
118-022 |
119-125 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-017 |
122-255 |
121-177 |
|
| R3 |
122-120 |
122-037 |
121-117 |
|
| R2 |
121-222 |
121-222 |
121-097 |
|
| R1 |
121-140 |
121-140 |
121-077 |
121-181 |
| PP |
121-005 |
121-005 |
121-005 |
121-026 |
| S1 |
120-243 |
120-243 |
121-038 |
120-284 |
| S2 |
120-108 |
120-108 |
121-018 |
|
| S3 |
119-210 |
120-025 |
120-318 |
|
| S4 |
118-313 |
119-128 |
120-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
119-198 |
2-018 |
1.7% |
0-211 |
0.6% |
8% |
False |
True |
1,161,559 |
| 10 |
121-215 |
119-198 |
2-018 |
1.7% |
0-152 |
0.4% |
8% |
False |
True |
915,099 |
| 20 |
121-215 |
119-198 |
2-018 |
1.7% |
0-111 |
0.3% |
8% |
False |
True |
724,469 |
| 40 |
121-270 |
119-198 |
2-073 |
1.9% |
0-098 |
0.3% |
7% |
False |
True |
627,506 |
| 60 |
121-270 |
119-198 |
2-073 |
1.9% |
0-101 |
0.3% |
7% |
False |
True |
635,239 |
| 80 |
122-055 |
119-198 |
2-178 |
2.1% |
0-103 |
0.3% |
6% |
False |
True |
478,956 |
| 100 |
122-162 |
119-198 |
2-285 |
2.4% |
0-086 |
0.2% |
6% |
False |
True |
383,198 |
| 120 |
122-162 |
119-198 |
2-285 |
2.4% |
0-072 |
0.2% |
6% |
False |
True |
319,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-112 |
|
2.618 |
122-061 |
|
1.618 |
121-153 |
|
1.000 |
121-012 |
|
0.618 |
120-246 |
|
HIGH |
120-105 |
|
0.618 |
120-018 |
|
0.500 |
119-311 |
|
0.382 |
119-284 |
|
LOW |
119-198 |
|
0.618 |
119-057 |
|
1.000 |
118-290 |
|
1.618 |
118-149 |
|
2.618 |
117-242 |
|
4.250 |
116-191 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-311 |
120-206 |
| PP |
119-291 |
120-114 |
| S1 |
119-270 |
120-022 |
|