ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-200 |
117-238 |
0-038 |
0.1% |
118-020 |
| High |
117-258 |
117-270 |
0-013 |
0.0% |
118-070 |
| Low |
117-145 |
117-178 |
0-033 |
0.1% |
117-193 |
| Close |
117-233 |
117-190 |
-0-042 |
-0.1% |
117-227 |
| Range |
0-113 |
0-093 |
-0-020 |
-17.8% |
0-198 |
| ATR |
0-124 |
0-121 |
-0-002 |
-1.8% |
0-000 |
| Volume |
814,775 |
788,944 |
-25,831 |
-3.2% |
3,248,219 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-170 |
118-113 |
117-241 |
|
| R3 |
118-078 |
118-020 |
117-215 |
|
| R2 |
117-305 |
117-305 |
117-207 |
|
| R1 |
117-248 |
117-248 |
117-198 |
117-230 |
| PP |
117-213 |
117-213 |
117-213 |
117-204 |
| S1 |
117-155 |
117-155 |
117-182 |
117-138 |
| S2 |
117-120 |
117-120 |
117-173 |
|
| S3 |
117-027 |
117-062 |
117-165 |
|
| S4 |
116-255 |
116-290 |
117-139 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-223 |
119-103 |
118-016 |
|
| R3 |
119-025 |
118-225 |
117-282 |
|
| R2 |
118-148 |
118-148 |
117-264 |
|
| R1 |
118-027 |
118-027 |
117-246 |
117-309 |
| PP |
117-270 |
117-270 |
117-270 |
117-251 |
| S1 |
117-150 |
117-150 |
117-209 |
117-111 |
| S2 |
117-073 |
117-073 |
117-191 |
|
| S3 |
116-195 |
116-272 |
117-173 |
|
| S4 |
115-317 |
116-075 |
117-119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-038 |
117-145 |
0-213 |
0.6% |
0-105 |
0.3% |
21% |
False |
False |
718,715 |
| 10 |
118-070 |
117-118 |
0-273 |
0.7% |
0-120 |
0.3% |
27% |
False |
False |
792,723 |
| 20 |
118-280 |
117-118 |
1-162 |
1.3% |
0-123 |
0.3% |
15% |
False |
False |
694,180 |
| 40 |
121-110 |
117-118 |
3-313 |
3.4% |
0-120 |
0.3% |
6% |
False |
False |
352,907 |
| 60 |
121-135 |
117-118 |
4-018 |
3.4% |
0-090 |
0.2% |
6% |
False |
False |
235,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-023 |
|
2.618 |
118-192 |
|
1.618 |
118-100 |
|
1.000 |
118-043 |
|
0.618 |
118-007 |
|
HIGH |
117-270 |
|
0.618 |
117-235 |
|
0.500 |
117-224 |
|
0.382 |
117-213 |
|
LOW |
117-178 |
|
0.618 |
117-120 |
|
1.000 |
117-085 |
|
1.618 |
117-028 |
|
2.618 |
116-255 |
|
4.250 |
116-104 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-224 |
117-234 |
| PP |
117-213 |
117-219 |
| S1 |
117-201 |
117-205 |
|