ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-198 |
0-067 |
0.2% |
118-125 |
| High |
118-202 |
118-202 |
0-000 |
0.0% |
118-205 |
| Low |
118-122 |
118-102 |
-0-020 |
-0.1% |
117-295 |
| Close |
118-193 |
118-175 |
-0-018 |
0.0% |
118-145 |
| Range |
0-080 |
0-100 |
0-020 |
25.0% |
0-230 |
| ATR |
0-124 |
0-122 |
-0-002 |
-1.4% |
0-000 |
| Volume |
11,061 |
17,733 |
6,672 |
60.3% |
3,081,432 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
119-098 |
118-230 |
|
| R3 |
119-040 |
118-318 |
118-203 |
|
| R2 |
118-260 |
118-260 |
118-193 |
|
| R1 |
118-218 |
118-218 |
118-184 |
118-189 |
| PP |
118-160 |
118-160 |
118-160 |
118-146 |
| S1 |
118-118 |
118-118 |
118-166 |
118-089 |
| S2 |
118-060 |
118-060 |
118-157 |
|
| S3 |
117-280 |
118-018 |
118-148 |
|
| S4 |
117-180 |
117-238 |
118-120 |
|
|
| 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 |
118-033 |
0-200 |
0.5% |
0-105 |
0.3% |
71% |
False |
False |
34,095 |
| 10 |
118-233 |
117-295 |
0-258 |
0.7% |
0-108 |
0.3% |
78% |
False |
False |
426,995 |
| 20 |
120-105 |
117-295 |
2-130 |
2.0% |
0-130 |
0.3% |
26% |
False |
False |
829,875 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-117 |
0.3% |
17% |
False |
False |
751,651 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
16% |
False |
False |
680,356 |
| 80 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
16% |
False |
False |
664,664 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-106 |
0.3% |
15% |
False |
False |
533,260 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-091 |
0.2% |
14% |
False |
False |
444,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-307 |
|
2.618 |
119-144 |
|
1.618 |
119-044 |
|
1.000 |
118-302 |
|
0.618 |
118-264 |
|
HIGH |
118-202 |
|
0.618 |
118-164 |
|
0.500 |
118-152 |
|
0.382 |
118-141 |
|
LOW |
118-102 |
|
0.618 |
118-041 |
|
1.000 |
118-002 |
|
1.618 |
117-261 |
|
2.618 |
117-161 |
|
4.250 |
116-317 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-168 |
118-168 |
| PP |
118-160 |
118-160 |
| S1 |
118-152 |
118-152 |
|