ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-035 |
118-198 |
0-162 |
0.4% |
118-125 |
| High |
118-162 |
118-233 |
0-070 |
0.2% |
118-205 |
| Low |
118-033 |
118-053 |
0-020 |
0.1% |
117-295 |
| Close |
118-145 |
118-118 |
-0-027 |
-0.1% |
118-145 |
| Range |
0-130 |
0-180 |
0-050 |
38.5% |
0-230 |
| ATR |
0-130 |
0-134 |
0-004 |
2.7% |
0-000 |
| Volume |
58,701 |
45,556 |
-13,145 |
-22.4% |
3,081,432 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-034 |
119-256 |
118-217 |
|
| R3 |
119-174 |
119-076 |
118-167 |
|
| R2 |
118-314 |
118-314 |
118-151 |
|
| R1 |
118-216 |
118-216 |
118-134 |
118-175 |
| PP |
118-134 |
118-134 |
118-134 |
118-114 |
| S1 |
118-036 |
118-036 |
118-101 |
117-315 |
| S2 |
117-274 |
117-274 |
118-085 |
|
| S3 |
117-094 |
117-176 |
118-068 |
|
| S4 |
116-234 |
116-316 |
118-019 |
|
|
| 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 |
118-233 |
117-295 |
0-258 |
0.7% |
0-133 |
0.4% |
55% |
True |
False |
299,537 |
| 10 |
118-253 |
117-295 |
0-278 |
0.7% |
0-125 |
0.3% |
51% |
False |
False |
913,151 |
| 20 |
121-215 |
117-295 |
3-240 |
3.2% |
0-156 |
0.4% |
12% |
False |
False |
1,004,763 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-117 |
0.3% |
12% |
False |
False |
780,941 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-109 |
0.3% |
11% |
False |
False |
709,304 |
| 80 |
121-300 |
117-295 |
4-005 |
3.4% |
0-109 |
0.3% |
11% |
False |
False |
664,871 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-106 |
0.3% |
10% |
False |
False |
532,612 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-090 |
0.2% |
10% |
False |
False |
443,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-038 |
|
2.618 |
120-064 |
|
1.618 |
119-204 |
|
1.000 |
119-093 |
|
0.618 |
119-024 |
|
HIGH |
118-233 |
|
0.618 |
118-164 |
|
0.500 |
118-143 |
|
0.382 |
118-121 |
|
LOW |
118-053 |
|
0.618 |
117-261 |
|
1.000 |
117-193 |
|
1.618 |
117-081 |
|
2.618 |
116-221 |
|
4.250 |
115-248 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-143 |
118-113 |
| PP |
118-134 |
118-108 |
| S1 |
118-126 |
118-104 |
|