ECBOT 5 Year T-Note Future March 2017
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 |
117-282 |
118-038 |
0-075 |
0.2% |
117-290 |
High |
118-035 |
118-038 |
0-002 |
0.0% |
118-045 |
Low |
117-267 |
117-245 |
-0-022 |
-0.1% |
117-118 |
Close |
118-022 |
117-318 |
-0-025 |
-0.1% |
117-293 |
Range |
0-088 |
0-113 |
0-025 |
28.6% |
0-247 |
ATR |
0-126 |
0-125 |
-0-001 |
-0.8% |
0-000 |
Volume |
459,153 |
750,241 |
291,088 |
63.4% |
5,233,316 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-004 |
118-273 |
118-059 |
|
R3 |
118-212 |
118-161 |
118-028 |
|
R2 |
118-099 |
118-099 |
118-018 |
|
R1 |
118-048 |
118-048 |
118-008 |
118-018 |
PP |
117-307 |
117-307 |
117-307 |
117-291 |
S1 |
117-256 |
117-256 |
117-307 |
117-225 |
S2 |
117-194 |
117-194 |
117-297 |
|
S3 |
117-082 |
117-143 |
117-287 |
|
S4 |
116-289 |
117-031 |
117-256 |
|
|
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 |
117-170 |
0-220 |
0.6% |
0-117 |
0.3% |
67% |
False |
False |
668,371 |
10 |
118-070 |
117-118 |
0-273 |
0.7% |
0-116 |
0.3% |
73% |
False |
False |
836,144 |
20 |
119-290 |
117-118 |
2-173 |
2.2% |
0-135 |
0.4% |
25% |
False |
False |
578,580 |
40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-117 |
0.3% |
16% |
False |
False |
293,335 |
60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-085 |
0.2% |
15% |
False |
False |
195,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-196 |
2.618 |
119-012 |
1.618 |
118-220 |
1.000 |
118-150 |
0.618 |
118-107 |
HIGH |
118-038 |
0.618 |
117-315 |
0.500 |
117-301 |
0.382 |
117-288 |
LOW |
117-245 |
0.618 |
117-175 |
1.000 |
117-132 |
1.618 |
117-063 |
2.618 |
116-270 |
4.250 |
116-087 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
117-312 |
117-312 |
PP |
117-307 |
117-307 |
S1 |
117-301 |
117-301 |
|