ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-095 |
118-035 |
-0-060 |
-0.2% |
118-125 |
| High |
118-105 |
118-162 |
0-058 |
0.2% |
118-205 |
| Low |
117-295 |
118-033 |
0-058 |
0.2% |
117-295 |
| Close |
118-035 |
118-145 |
0-110 |
0.3% |
118-145 |
| Range |
0-130 |
0-130 |
0-000 |
0.0% |
0-230 |
| ATR |
0-130 |
0-130 |
0-000 |
0.0% |
0-000 |
| Volume |
70,181 |
58,701 |
-11,480 |
-16.4% |
3,081,432 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-134 |
118-216 |
|
| R3 |
119-053 |
119-004 |
118-181 |
|
| R2 |
118-243 |
118-243 |
118-169 |
|
| R1 |
118-194 |
118-194 |
118-157 |
118-219 |
| PP |
118-113 |
118-113 |
118-113 |
118-126 |
| S1 |
118-064 |
118-064 |
118-133 |
118-089 |
| S2 |
117-303 |
117-303 |
118-121 |
|
| S3 |
117-173 |
117-254 |
118-109 |
|
| S4 |
117-043 |
117-124 |
118-074 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-158 |
120-062 |
118-271 |
|
| R3 |
119-248 |
119-152 |
118-208 |
|
| R2 |
119-018 |
119-018 |
118-187 |
|
| R1 |
118-242 |
118-242 |
118-166 |
118-290 |
| PP |
118-108 |
118-108 |
118-108 |
118-132 |
| S1 |
118-012 |
118-012 |
118-124 |
118-060 |
| S2 |
117-198 |
117-198 |
118-103 |
|
| S3 |
116-288 |
117-102 |
118-082 |
|
| S4 |
116-058 |
116-192 |
118-019 |
|
|
| 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% |
0-112 |
0.3% |
74% |
False |
False |
616,286 |
| 10 |
118-290 |
117-295 |
0-315 |
0.8% |
0-121 |
0.3% |
54% |
False |
False |
1,033,321 |
| 20 |
121-215 |
117-295 |
3-240 |
3.2% |
0-151 |
0.4% |
14% |
False |
False |
1,035,264 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-114 |
0.3% |
14% |
False |
False |
798,215 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-108 |
0.3% |
14% |
False |
False |
718,479 |
| 80 |
121-300 |
117-295 |
4-005 |
3.4% |
0-109 |
0.3% |
13% |
False |
False |
664,370 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-105 |
0.3% |
12% |
False |
False |
532,173 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-088 |
0.2% |
12% |
False |
False |
443,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-075 |
|
2.618 |
119-183 |
|
1.618 |
119-053 |
|
1.000 |
118-292 |
|
0.618 |
118-243 |
|
HIGH |
118-162 |
|
0.618 |
118-113 |
|
0.500 |
118-098 |
|
0.382 |
118-082 |
|
LOW |
118-033 |
|
0.618 |
117-272 |
|
1.000 |
117-223 |
|
1.618 |
117-142 |
|
2.618 |
117-012 |
|
4.250 |
116-120 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-129 |
118-126 |
| PP |
118-113 |
118-107 |
| S1 |
118-098 |
118-089 |
|