ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
119-002 |
118-222 |
-0-100 |
-0.3% |
119-167 |
| High |
119-065 |
118-290 |
-0-095 |
-0.2% |
119-167 |
| Low |
118-220 |
118-147 |
-0-073 |
-0.2% |
118-147 |
| Close |
118-270 |
118-185 |
-0-085 |
-0.2% |
118-185 |
| Range |
0-165 |
0-143 |
-0-022 |
-13.6% |
1-020 |
| ATR |
0-137 |
0-137 |
0-000 |
0.3% |
0-000 |
| Volume |
988,228 |
1,247,251 |
259,023 |
26.2% |
5,544,005 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-315 |
119-233 |
118-263 |
|
| R3 |
119-173 |
119-090 |
118-224 |
|
| R2 |
119-030 |
119-030 |
118-211 |
|
| R1 |
118-268 |
118-268 |
118-198 |
118-238 |
| PP |
118-207 |
118-207 |
118-207 |
118-192 |
| S1 |
118-125 |
118-125 |
118-172 |
118-095 |
| S2 |
118-065 |
118-065 |
118-159 |
|
| S3 |
117-242 |
117-302 |
118-146 |
|
| S4 |
117-100 |
117-160 |
118-107 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-013 |
121-119 |
119-052 |
|
| R3 |
120-313 |
120-099 |
118-278 |
|
| R2 |
119-293 |
119-293 |
118-247 |
|
| R1 |
119-079 |
119-079 |
118-216 |
119-016 |
| PP |
118-273 |
118-273 |
118-273 |
118-242 |
| S1 |
118-059 |
118-059 |
118-154 |
117-316 |
| S2 |
117-253 |
117-253 |
118-123 |
|
| S3 |
116-233 |
117-039 |
118-091 |
|
| S4 |
115-213 |
116-019 |
117-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-167 |
118-147 |
1-020 |
0.9% |
0-159 |
0.4% |
11% |
False |
True |
1,108,801 |
| 10 |
121-215 |
118-147 |
3-068 |
2.7% |
0-187 |
0.5% |
4% |
False |
True |
1,096,374 |
| 20 |
121-215 |
118-147 |
3-068 |
2.7% |
0-136 |
0.4% |
4% |
False |
True |
865,450 |
| 40 |
121-270 |
118-147 |
3-123 |
2.9% |
0-108 |
0.3% |
3% |
False |
True |
703,760 |
| 60 |
121-270 |
118-147 |
3-123 |
2.9% |
0-108 |
0.3% |
3% |
False |
True |
683,102 |
| 80 |
122-055 |
118-147 |
3-228 |
3.1% |
0-107 |
0.3% |
3% |
False |
True |
551,473 |
| 100 |
122-162 |
118-147 |
4-015 |
3.4% |
0-095 |
0.3% |
3% |
False |
True |
441,313 |
| 120 |
122-162 |
118-147 |
4-015 |
3.4% |
0-079 |
0.2% |
3% |
False |
True |
367,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-256 |
|
2.618 |
120-023 |
|
1.618 |
119-201 |
|
1.000 |
119-113 |
|
0.618 |
119-058 |
|
HIGH |
118-290 |
|
0.618 |
118-236 |
|
0.500 |
118-219 |
|
0.382 |
118-202 |
|
LOW |
118-147 |
|
0.618 |
118-059 |
|
1.000 |
118-005 |
|
1.618 |
117-237 |
|
2.618 |
117-094 |
|
4.250 |
116-182 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-219 |
118-266 |
| PP |
118-207 |
118-239 |
| S1 |
118-196 |
118-212 |
|