ECBOT 5 Year T-Note Future March 2017
| 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 |
117-265 |
117-282 |
0-018 |
0.0% |
117-290 |
| High |
117-295 |
118-035 |
0-060 |
0.2% |
118-045 |
| Low |
117-253 |
117-267 |
0-015 |
0.0% |
117-118 |
| Close |
117-273 |
118-022 |
0-070 |
0.2% |
117-293 |
| Range |
0-042 |
0-088 |
0-045 |
105.9% |
0-247 |
| ATR |
0-129 |
0-126 |
-0-003 |
-2.3% |
0-000 |
| Volume |
474,727 |
459,153 |
-15,574 |
-3.3% |
5,233,316 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-264 |
118-231 |
118-071 |
|
| R3 |
118-177 |
118-143 |
118-047 |
|
| R2 |
118-089 |
118-089 |
118-039 |
|
| R1 |
118-056 |
118-056 |
118-031 |
118-073 |
| PP |
118-002 |
118-002 |
118-002 |
118-010 |
| S1 |
117-288 |
117-288 |
118-014 |
117-305 |
| S2 |
117-234 |
117-234 |
118-006 |
|
| S3 |
117-147 |
117-201 |
117-318 |
|
| S4 |
117-059 |
117-113 |
117-294 |
|
|
| 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% |
0-123 |
0.3% |
83% |
False |
False |
708,348 |
| 10 |
118-082 |
117-118 |
0-285 |
0.8% |
0-125 |
0.3% |
79% |
False |
False |
908,580 |
| 20 |
121-110 |
117-118 |
3-313 |
3.4% |
0-159 |
0.4% |
18% |
False |
False |
542,483 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-115 |
0.3% |
18% |
False |
False |
274,588 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-083 |
0.2% |
17% |
False |
False |
183,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-087 |
|
2.618 |
118-264 |
|
1.618 |
118-177 |
|
1.000 |
118-123 |
|
0.618 |
118-089 |
|
HIGH |
118-035 |
|
0.618 |
118-002 |
|
0.500 |
117-311 |
|
0.382 |
117-301 |
|
LOW |
117-267 |
|
0.618 |
117-213 |
|
1.000 |
117-180 |
|
1.618 |
117-126 |
|
2.618 |
117-038 |
|
4.250 |
116-216 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-012 |
118-005 |
| PP |
118-002 |
117-308 |
| S1 |
117-311 |
117-291 |
|