ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
118-198 |
118-130 |
-0-067 |
-0.2% |
118-125 |
High |
118-233 |
118-145 |
-0-088 |
-0.2% |
118-205 |
Low |
118-053 |
118-107 |
0-055 |
0.1% |
117-295 |
Close |
118-118 |
118-125 |
0-007 |
0.0% |
118-145 |
Range |
0-180 |
0-038 |
-0-142 |
-79.2% |
0-230 |
ATR |
0-134 |
0-127 |
-0-007 |
-5.1% |
0-000 |
Volume |
45,556 |
37,428 |
-8,128 |
-17.8% |
3,081,432 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-238 |
118-219 |
118-146 |
|
R3 |
118-201 |
118-182 |
118-135 |
|
R2 |
118-163 |
118-163 |
118-132 |
|
R1 |
118-144 |
118-144 |
118-128 |
118-135 |
PP |
118-126 |
118-126 |
118-126 |
118-121 |
S1 |
118-107 |
118-107 |
118-122 |
118-097 |
S2 |
118-088 |
118-088 |
118-118 |
|
S3 |
118-051 |
118-069 |
118-115 |
|
S4 |
118-013 |
118-032 |
118-104 |
|
|
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% |
0-123 |
0.3% |
58% |
False |
False |
102,620 |
10 |
118-253 |
117-295 |
0-278 |
0.7% |
0-119 |
0.3% |
54% |
False |
False |
801,847 |
20 |
121-215 |
117-295 |
3-240 |
3.2% |
0-155 |
0.4% |
12% |
False |
False |
982,836 |
40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-115 |
0.3% |
12% |
False |
False |
779,340 |
60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-108 |
0.3% |
12% |
False |
False |
700,507 |
80 |
121-270 |
117-295 |
3-295 |
3.3% |
0-108 |
0.3% |
12% |
False |
False |
665,016 |
100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-106 |
0.3% |
11% |
False |
False |
532,984 |
120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-090 |
0.2% |
10% |
False |
False |
444,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-304 |
2.618 |
118-243 |
1.618 |
118-206 |
1.000 |
118-182 |
0.618 |
118-168 |
HIGH |
118-145 |
0.618 |
118-131 |
0.500 |
118-126 |
0.382 |
118-122 |
LOW |
118-107 |
0.618 |
118-084 |
1.000 |
118-070 |
1.618 |
118-047 |
2.618 |
118-009 |
4.250 |
117-268 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
118-126 |
118-133 |
PP |
118-126 |
118-130 |
S1 |
118-125 |
118-127 |
|