ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
118-055 |
117-270 |
-0-105 |
-0.3% |
117-313 |
High |
118-082 |
117-278 |
-0-125 |
-0.3% |
118-105 |
Low |
117-202 |
117-155 |
-0-047 |
-0.1% |
117-155 |
Close |
117-275 |
117-258 |
-0-018 |
0.0% |
117-258 |
Range |
0-200 |
0-122 |
-0-078 |
-38.8% |
0-270 |
ATR |
0-133 |
0-132 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,474,596 |
660,377 |
-814,219 |
-55.2% |
3,247,570 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-277 |
118-230 |
118-005 |
|
R3 |
118-155 |
118-107 |
117-291 |
|
R2 |
118-033 |
118-033 |
117-280 |
|
R1 |
117-305 |
117-305 |
117-269 |
117-268 |
PP |
117-230 |
117-230 |
117-230 |
117-211 |
S1 |
117-183 |
117-183 |
117-246 |
117-145 |
S2 |
117-108 |
117-108 |
117-235 |
|
S3 |
116-305 |
117-060 |
117-224 |
|
S4 |
116-183 |
116-258 |
117-190 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-129 |
119-303 |
118-086 |
|
R3 |
119-179 |
119-033 |
118-012 |
|
R2 |
118-229 |
118-229 |
117-307 |
|
R1 |
118-083 |
118-083 |
117-282 |
118-021 |
PP |
117-279 |
117-279 |
117-279 |
117-248 |
S1 |
117-133 |
117-133 |
117-233 |
117-071 |
S2 |
117-009 |
117-009 |
117-208 |
|
S3 |
116-059 |
116-183 |
117-183 |
|
S4 |
115-109 |
115-233 |
117-109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-142 |
117-155 |
0-307 |
0.8% |
0-133 |
0.4% |
33% |
False |
True |
701,912 |
10 |
119-107 |
117-155 |
1-272 |
1.6% |
0-144 |
0.4% |
17% |
False |
True |
384,387 |
20 |
121-110 |
117-155 |
3-275 |
3.3% |
0-147 |
0.4% |
8% |
False |
True |
199,756 |
40 |
121-110 |
117-155 |
3-275 |
3.3% |
0-101 |
0.3% |
8% |
False |
True |
100,837 |
60 |
121-135 |
117-155 |
3-300 |
3.3% |
0-068 |
0.2% |
8% |
False |
True |
67,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-158 |
2.618 |
118-278 |
1.618 |
118-156 |
1.000 |
118-080 |
0.618 |
118-033 |
HIGH |
117-278 |
0.618 |
117-231 |
0.500 |
117-216 |
0.382 |
117-202 |
LOW |
117-155 |
0.618 |
117-079 |
1.000 |
117-033 |
1.618 |
116-277 |
2.618 |
116-154 |
4.250 |
115-274 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
117-244 |
117-290 |
PP |
117-230 |
117-279 |
S1 |
117-216 |
117-268 |
|