ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
118-198 |
118-118 |
-0-080 |
-0.2% |
118-198 |
| High |
118-202 |
118-180 |
-0-022 |
-0.1% |
118-233 |
| Low |
118-102 |
118-070 |
-0-032 |
-0.1% |
118-053 |
| Close |
118-175 |
118-090 |
-0-085 |
-0.2% |
118-090 |
| Range |
0-100 |
0-110 |
0-010 |
10.0% |
0-180 |
| ATR |
0-122 |
0-121 |
-0-001 |
-0.7% |
0-000 |
| Volume |
17,733 |
21,222 |
3,489 |
19.7% |
133,000 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-123 |
119-057 |
118-151 |
|
| R3 |
119-013 |
118-267 |
118-120 |
|
| R2 |
118-223 |
118-223 |
118-110 |
|
| R1 |
118-157 |
118-157 |
118-100 |
118-135 |
| PP |
118-113 |
118-113 |
118-113 |
118-103 |
| S1 |
118-047 |
118-047 |
118-080 |
118-025 |
| S2 |
118-003 |
118-003 |
118-070 |
|
| S3 |
117-213 |
117-257 |
118-060 |
|
| S4 |
117-103 |
117-147 |
118-030 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
119-238 |
118-189 |
|
| R3 |
119-165 |
119-058 |
118-140 |
|
| R2 |
118-305 |
118-305 |
118-123 |
|
| R1 |
118-198 |
118-198 |
118-107 |
118-161 |
| PP |
118-125 |
118-125 |
118-125 |
118-107 |
| S1 |
118-018 |
118-018 |
118-074 |
117-301 |
| S2 |
117-265 |
117-265 |
118-057 |
|
| S3 |
117-085 |
117-158 |
118-041 |
|
| S4 |
116-225 |
116-298 |
117-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-233 |
118-053 |
0-180 |
0.5% |
0-101 |
0.3% |
21% |
False |
False |
26,600 |
| 10 |
118-233 |
117-295 |
0-258 |
0.7% |
0-107 |
0.3% |
45% |
False |
False |
321,443 |
| 20 |
119-253 |
117-295 |
1-278 |
1.6% |
0-124 |
0.3% |
19% |
False |
False |
751,524 |
| 40 |
121-215 |
117-295 |
3-240 |
3.2% |
0-118 |
0.3% |
10% |
False |
False |
737,996 |
| 60 |
121-270 |
117-295 |
3-295 |
3.3% |
0-106 |
0.3% |
9% |
False |
False |
668,845 |
| 80 |
121-270 |
117-295 |
3-295 |
3.3% |
0-107 |
0.3% |
9% |
False |
False |
664,310 |
| 100 |
122-055 |
117-295 |
4-080 |
3.6% |
0-107 |
0.3% |
8% |
False |
False |
533,469 |
| 120 |
122-162 |
117-295 |
4-187 |
3.9% |
0-092 |
0.2% |
8% |
False |
False |
444,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-007 |
|
2.618 |
119-148 |
|
1.618 |
119-038 |
|
1.000 |
118-290 |
|
0.618 |
118-248 |
|
HIGH |
118-180 |
|
0.618 |
118-138 |
|
0.500 |
118-125 |
|
0.382 |
118-112 |
|
LOW |
118-070 |
|
0.618 |
118-002 |
|
1.000 |
117-280 |
|
1.618 |
117-212 |
|
2.618 |
117-102 |
|
4.250 |
116-243 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-125 |
118-136 |
| PP |
118-113 |
118-121 |
| S1 |
118-102 |
118-105 |
|