ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
118-130 |
118-130 |
0-000 |
0.0% |
118-125 |
High |
118-145 |
118-202 |
0-058 |
0.2% |
118-205 |
Low |
118-107 |
118-122 |
0-015 |
0.0% |
117-295 |
Close |
118-125 |
118-193 |
0-068 |
0.2% |
118-145 |
Range |
0-038 |
0-080 |
0-042 |
113.3% |
0-230 |
ATR |
0-127 |
0-124 |
-0-003 |
-2.6% |
0-000 |
Volume |
37,428 |
11,061 |
-26,367 |
-70.4% |
3,081,432 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-093 |
119-063 |
118-237 |
|
R3 |
119-013 |
118-303 |
118-215 |
|
R2 |
118-253 |
118-253 |
118-207 |
|
R1 |
118-223 |
118-223 |
118-200 |
118-238 |
PP |
118-173 |
118-173 |
118-173 |
118-180 |
S1 |
118-143 |
118-143 |
118-185 |
118-158 |
S2 |
118-093 |
118-093 |
118-178 |
|
S3 |
118-013 |
118-063 |
118-171 |
|
S4 |
117-253 |
117-303 |
118-149 |
|
|
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% |
0-111 |
0.3% |
84% |
False |
False |
44,585 |
10 |
118-233 |
117-295 |
0-258 |
0.7% |
0-118 |
0.3% |
84% |
False |
False |
651,567 |
20 |
121-215 |
117-295 |
3-240 |
3.2% |
0-153 |
0.4% |
18% |
False |
False |
948,253 |
40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-116 |
0.3% |
18% |
False |
False |
765,516 |
60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
17% |
False |
False |
689,242 |
80 |
121-270 |
117-295 |
3-295 |
3.3% |
0-108 |
0.3% |
17% |
False |
False |
664,859 |
100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-106 |
0.3% |
16% |
False |
False |
533,089 |
120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-091 |
0.2% |
15% |
False |
False |
444,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-222 |
2.618 |
119-092 |
1.618 |
119-012 |
1.000 |
118-282 |
0.618 |
118-252 |
HIGH |
118-202 |
0.618 |
118-172 |
0.500 |
118-162 |
0.382 |
118-153 |
LOW |
118-122 |
0.618 |
118-073 |
1.000 |
118-042 |
1.618 |
117-313 |
2.618 |
117-233 |
4.250 |
117-102 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
118-183 |
118-176 |
PP |
118-173 |
118-159 |
S1 |
118-162 |
118-143 |
|