ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
119-010 |
119-027 |
0-017 |
0.0% |
121-000 |
| High |
119-110 |
119-047 |
-0-063 |
-0.2% |
121-215 |
| Low |
118-300 |
118-235 |
-0-065 |
-0.2% |
119-145 |
| Close |
119-007 |
119-002 |
-0-005 |
0.0% |
119-162 |
| Range |
0-130 |
0-132 |
0-002 |
1.9% |
2-070 |
| ATR |
0-135 |
0-135 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,036,342 |
977,376 |
-58,966 |
-5.7% |
5,419,738 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-066 |
120-007 |
119-075 |
|
| R3 |
119-253 |
119-194 |
119-039 |
|
| R2 |
119-121 |
119-121 |
119-027 |
|
| R1 |
119-062 |
119-062 |
119-015 |
119-025 |
| PP |
118-308 |
118-308 |
118-308 |
118-290 |
| S1 |
118-249 |
118-249 |
118-310 |
118-213 |
| S2 |
118-176 |
118-176 |
118-298 |
|
| S3 |
118-043 |
118-117 |
118-286 |
|
| S4 |
117-231 |
117-304 |
118-250 |
|
|
| 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 |
120-105 |
118-235 |
1-190 |
1.3% |
0-164 |
0.4% |
17% |
False |
True |
1,032,857 |
| 10 |
121-215 |
118-235 |
2-300 |
2.5% |
0-175 |
0.5% |
9% |
False |
True |
995,779 |
| 20 |
121-215 |
118-235 |
2-300 |
2.5% |
0-126 |
0.3% |
9% |
False |
True |
796,679 |
| 40 |
121-270 |
118-235 |
3-035 |
2.6% |
0-103 |
0.3% |
9% |
False |
True |
669,839 |
| 60 |
121-270 |
118-235 |
3-035 |
2.6% |
0-105 |
0.3% |
9% |
False |
True |
688,870 |
| 80 |
122-055 |
118-235 |
3-140 |
2.9% |
0-106 |
0.3% |
8% |
False |
True |
523,557 |
| 100 |
122-162 |
118-235 |
3-247 |
3.2% |
0-092 |
0.2% |
7% |
False |
True |
418,959 |
| 120 |
122-162 |
118-235 |
3-247 |
3.2% |
0-077 |
0.2% |
7% |
False |
True |
349,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-291 |
|
2.618 |
120-074 |
|
1.618 |
119-262 |
|
1.000 |
119-180 |
|
0.618 |
119-129 |
|
HIGH |
119-047 |
|
0.618 |
118-317 |
|
0.500 |
118-301 |
|
0.382 |
118-286 |
|
LOW |
118-235 |
|
0.618 |
118-153 |
|
1.000 |
118-103 |
|
1.618 |
118-021 |
|
2.618 |
117-208 |
|
4.250 |
116-312 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-315 |
119-041 |
| PP |
118-308 |
119-028 |
| S1 |
118-301 |
119-015 |
|