ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-095 |
-0-100 |
-0.3% |
118-150 |
| High |
118-202 |
118-105 |
-0-098 |
-0.3% |
118-253 |
| Low |
118-065 |
117-295 |
-0-090 |
-0.2% |
117-313 |
| Close |
118-115 |
118-035 |
-0-080 |
-0.2% |
118-098 |
| Range |
0-138 |
0-130 |
-0-008 |
-5.5% |
0-260 |
| ATR |
0-130 |
0-130 |
0-001 |
0.6% |
0-000 |
| Volume |
301,238 |
70,181 |
-231,057 |
-76.7% |
6,004,531 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-108 |
119-042 |
118-106 |
|
| R3 |
118-298 |
118-232 |
118-071 |
|
| R2 |
118-168 |
118-168 |
118-059 |
|
| R1 |
118-102 |
118-102 |
118-047 |
118-070 |
| PP |
118-038 |
118-038 |
118-038 |
118-023 |
| S1 |
117-292 |
117-292 |
118-023 |
117-260 |
| S2 |
117-228 |
117-228 |
118-011 |
|
| S3 |
117-098 |
117-162 |
117-319 |
|
| S4 |
116-288 |
117-032 |
117-284 |
|
|
| 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 |
118-205 |
117-295 |
0-230 |
0.6% |
0-111 |
0.3% |
26% |
False |
True |
819,895 |
| 10 |
119-065 |
117-295 |
1-090 |
1.1% |
0-125 |
0.3% |
15% |
False |
True |
1,126,274 |
| 20 |
121-215 |
117-295 |
3-240 |
3.2% |
0-150 |
0.4% |
5% |
False |
True |
1,061,026 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-113 |
0.3% |
5% |
False |
True |
812,060 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-108 |
0.3% |
5% |
False |
True |
729,165 |
| 80 |
121-300 |
117-295 |
4-005 |
3.4% |
0-108 |
0.3% |
5% |
False |
True |
663,701 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-104 |
0.3% |
4% |
False |
True |
531,586 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-087 |
0.2% |
4% |
False |
True |
442,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-017 |
|
2.618 |
119-125 |
|
1.618 |
118-315 |
|
1.000 |
118-235 |
|
0.618 |
118-185 |
|
HIGH |
118-105 |
|
0.618 |
118-055 |
|
0.500 |
118-040 |
|
0.382 |
118-025 |
|
LOW |
117-295 |
|
0.618 |
117-215 |
|
1.000 |
117-165 |
|
1.618 |
117-085 |
|
2.618 |
116-275 |
|
4.250 |
116-063 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-040 |
118-090 |
| PP |
118-038 |
118-072 |
| S1 |
118-037 |
118-053 |
|