ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
119-202 |
119-167 |
-0-035 |
-0.1% |
121-000 |
| High |
119-253 |
119-167 |
-0-085 |
-0.2% |
121-215 |
| Low |
119-145 |
118-262 |
-0-202 |
-0.5% |
119-145 |
| Close |
119-162 |
119-055 |
-0-107 |
-0.3% |
119-162 |
| Range |
0-108 |
0-225 |
0-117 |
109.3% |
2-070 |
| ATR |
0-129 |
0-136 |
0-007 |
5.4% |
0-000 |
| Volume |
267,528 |
1,294,808 |
1,027,280 |
384.0% |
5,419,738 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-090 |
120-297 |
119-179 |
|
| R3 |
120-185 |
120-072 |
119-117 |
|
| R2 |
119-280 |
119-280 |
119-096 |
|
| R1 |
119-167 |
119-167 |
119-076 |
119-111 |
| PP |
119-055 |
119-055 |
119-055 |
119-027 |
| S1 |
118-263 |
118-263 |
119-034 |
118-206 |
| S2 |
118-150 |
118-150 |
119-014 |
|
| S3 |
117-245 |
118-038 |
118-313 |
|
| S4 |
117-020 |
117-133 |
118-251 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-278 |
125-130 |
120-233 |
|
| R3 |
124-208 |
123-060 |
120-038 |
|
| R2 |
122-138 |
122-138 |
119-293 |
|
| R1 |
120-310 |
120-310 |
119-228 |
120-189 |
| PP |
120-067 |
120-067 |
120-067 |
120-007 |
| S1 |
118-240 |
118-240 |
119-097 |
118-119 |
| S2 |
117-317 |
117-317 |
119-032 |
|
| S3 |
115-247 |
116-170 |
118-287 |
|
| S4 |
113-177 |
114-100 |
118-092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
118-262 |
2-273 |
2.4% |
0-249 |
0.7% |
12% |
False |
True |
1,247,718 |
| 10 |
121-215 |
118-262 |
2-273 |
2.4% |
0-171 |
0.4% |
12% |
False |
True |
944,115 |
| 20 |
121-215 |
118-262 |
2-273 |
2.4% |
0-120 |
0.3% |
12% |
False |
True |
748,397 |
| 40 |
121-270 |
118-262 |
3-008 |
2.5% |
0-102 |
0.3% |
12% |
False |
True |
647,504 |
| 60 |
121-270 |
118-262 |
3-008 |
2.5% |
0-104 |
0.3% |
12% |
False |
True |
659,876 |
| 80 |
122-055 |
118-262 |
3-113 |
2.8% |
0-104 |
0.3% |
10% |
False |
True |
498,438 |
| 100 |
122-162 |
118-262 |
3-220 |
3.1% |
0-089 |
0.2% |
10% |
False |
True |
398,822 |
| 120 |
122-162 |
118-262 |
3-220 |
3.1% |
0-074 |
0.2% |
10% |
False |
True |
332,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-164 |
|
2.618 |
121-117 |
|
1.618 |
120-212 |
|
1.000 |
120-072 |
|
0.618 |
119-307 |
|
HIGH |
119-167 |
|
0.618 |
119-082 |
|
0.500 |
119-055 |
|
0.382 |
119-028 |
|
LOW |
118-262 |
|
0.618 |
118-123 |
|
1.000 |
118-038 |
|
1.618 |
117-218 |
|
2.618 |
116-313 |
|
4.250 |
115-266 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-055 |
119-184 |
| PP |
119-055 |
119-141 |
| S1 |
119-055 |
119-098 |
|