ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
118-205 |
118-107 |
-0-098 |
-0.3% |
118-150 |
High |
118-233 |
118-115 |
-0-118 |
-0.3% |
118-253 |
Low |
118-038 |
117-313 |
-0-045 |
-0.1% |
117-313 |
Close |
118-110 |
118-098 |
-0-013 |
0.0% |
118-098 |
Range |
0-195 |
0-122 |
-0-073 |
-37.2% |
0-260 |
ATR |
0-136 |
0-135 |
-0-001 |
-0.7% |
0-000 |
Volume |
2,263,453 |
1,076,744 |
-1,186,709 |
-52.4% |
6,004,531 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-116 |
119-069 |
118-165 |
|
R3 |
118-313 |
118-267 |
118-131 |
|
R2 |
118-191 |
118-191 |
118-120 |
|
R1 |
118-144 |
118-144 |
118-109 |
118-106 |
PP |
118-068 |
118-068 |
118-068 |
118-049 |
S1 |
118-022 |
118-022 |
118-086 |
117-304 |
S2 |
117-266 |
117-266 |
118-075 |
|
S3 |
117-143 |
117-219 |
118-064 |
|
S4 |
117-021 |
117-097 |
118-030 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-254 |
120-116 |
118-241 |
|
R3 |
119-314 |
119-176 |
118-169 |
|
R2 |
119-054 |
119-054 |
118-145 |
|
R1 |
118-236 |
118-236 |
118-121 |
118-175 |
PP |
118-114 |
118-114 |
118-114 |
118-084 |
S1 |
117-296 |
117-296 |
118-074 |
117-235 |
S2 |
117-174 |
117-174 |
118-050 |
|
S3 |
116-234 |
117-036 |
118-026 |
|
S4 |
115-294 |
116-096 |
117-275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-290 |
117-313 |
0-298 |
0.8% |
0-131 |
0.3% |
35% |
False |
True |
1,450,356 |
10 |
119-253 |
117-313 |
1-260 |
1.5% |
0-141 |
0.4% |
18% |
False |
True |
1,181,606 |
20 |
121-215 |
117-313 |
3-222 |
3.1% |
0-147 |
0.4% |
9% |
False |
True |
1,048,353 |
40 |
121-270 |
117-313 |
3-278 |
3.3% |
0-112 |
0.3% |
8% |
False |
True |
798,536 |
60 |
121-270 |
117-313 |
3-278 |
3.3% |
0-109 |
0.3% |
8% |
False |
True |
718,741 |
80 |
122-055 |
117-313 |
4-062 |
3.5% |
0-108 |
0.3% |
8% |
False |
True |
626,367 |
100 |
122-162 |
117-313 |
4-170 |
3.8% |
0-100 |
0.3% |
7% |
False |
True |
501,359 |
120 |
122-162 |
117-313 |
4-170 |
3.8% |
0-083 |
0.2% |
7% |
False |
True |
417,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-316 |
2.618 |
119-116 |
1.618 |
118-313 |
1.000 |
118-238 |
0.618 |
118-191 |
HIGH |
118-115 |
0.618 |
118-068 |
0.500 |
118-054 |
0.382 |
118-039 |
LOW |
117-313 |
0.618 |
117-237 |
1.000 |
117-190 |
1.618 |
117-114 |
2.618 |
116-312 |
4.250 |
116-112 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
118-083 |
118-123 |
PP |
118-068 |
118-114 |
S1 |
118-054 |
118-106 |
|