ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-170 |
118-020 |
0-170 |
0.5% |
117-290 |
| High |
117-315 |
118-070 |
0-075 |
0.2% |
118-045 |
| Low |
117-170 |
117-193 |
0-022 |
0.1% |
117-118 |
| Close |
117-293 |
117-262 |
-0-030 |
-0.1% |
117-293 |
| Range |
0-145 |
0-198 |
0-053 |
36.2% |
0-247 |
| ATR |
0-131 |
0-135 |
0-005 |
3.7% |
0-000 |
| Volume |
874,103 |
783,635 |
-90,468 |
-10.3% |
5,233,316 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-234 |
119-126 |
118-051 |
|
| R3 |
119-037 |
118-248 |
117-317 |
|
| R2 |
118-159 |
118-159 |
117-299 |
|
| R1 |
118-051 |
118-051 |
117-281 |
118-006 |
| PP |
117-282 |
117-282 |
117-282 |
117-259 |
| S1 |
117-173 |
117-173 |
117-244 |
117-129 |
| S2 |
117-084 |
117-084 |
117-226 |
|
| S3 |
116-207 |
116-296 |
117-208 |
|
| S4 |
116-009 |
116-098 |
117-154 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-041 |
119-254 |
118-109 |
|
| R3 |
119-113 |
119-007 |
118-041 |
|
| R2 |
118-186 |
118-186 |
118-018 |
|
| R1 |
118-079 |
118-079 |
117-315 |
118-132 |
| PP |
117-258 |
117-258 |
117-258 |
117-285 |
| S1 |
117-152 |
117-152 |
117-270 |
117-205 |
| S2 |
117-011 |
117-011 |
117-247 |
|
| S3 |
116-083 |
116-224 |
117-224 |
|
| S4 |
115-156 |
115-297 |
117-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-070 |
117-118 |
0-273 |
0.7% |
0-143 |
0.4% |
53% |
True |
False |
954,689 |
| 10 |
118-105 |
117-118 |
0-307 |
0.8% |
0-131 |
0.3% |
47% |
False |
False |
926,452 |
| 20 |
121-110 |
117-118 |
3-313 |
3.4% |
0-161 |
0.4% |
11% |
False |
False |
497,352 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-115 |
0.3% |
11% |
False |
False |
251,244 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-081 |
0.2% |
11% |
False |
False |
167,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-269 |
|
2.618 |
119-267 |
|
1.618 |
119-070 |
|
1.000 |
118-268 |
|
0.618 |
118-192 |
|
HIGH |
118-070 |
|
0.618 |
117-315 |
|
0.500 |
117-291 |
|
0.382 |
117-268 |
|
LOW |
117-193 |
|
0.618 |
117-070 |
|
1.000 |
116-315 |
|
1.618 |
116-193 |
|
2.618 |
115-315 |
|
4.250 |
114-313 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-291 |
117-260 |
| PP |
117-282 |
117-257 |
| S1 |
117-272 |
117-254 |
|