ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
116-293 |
116-210 |
-0-082 |
-0.2% |
117-200 |
| High |
116-307 |
116-310 |
0-003 |
0.0% |
117-270 |
| Low |
116-175 |
116-205 |
0-030 |
0.1% |
116-175 |
| Close |
116-247 |
116-253 |
0-005 |
0.0% |
116-253 |
| Range |
0-132 |
0-105 |
-0-027 |
-20.7% |
1-095 |
| ATR |
0-138 |
0-136 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,253,033 |
844,105 |
-408,928 |
-32.6% |
4,747,352 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-251 |
117-197 |
116-310 |
|
| R3 |
117-146 |
117-092 |
116-281 |
|
| R2 |
117-041 |
117-041 |
116-272 |
|
| R1 |
116-307 |
116-307 |
116-262 |
117-014 |
| PP |
116-256 |
116-256 |
116-256 |
116-269 |
| S1 |
116-202 |
116-202 |
116-243 |
116-229 |
| S2 |
116-151 |
116-151 |
116-233 |
|
| S3 |
116-046 |
116-097 |
116-224 |
|
| S4 |
115-261 |
115-312 |
116-195 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-304 |
120-053 |
117-161 |
|
| R3 |
119-209 |
118-278 |
117-047 |
|
| R2 |
118-114 |
118-114 |
117-009 |
|
| R1 |
117-183 |
117-183 |
116-291 |
117-101 |
| PP |
117-019 |
117-019 |
117-019 |
116-298 |
| S1 |
116-088 |
116-088 |
116-214 |
116-006 |
| S2 |
115-244 |
115-244 |
116-176 |
|
| S3 |
114-149 |
114-313 |
116-138 |
|
| S4 |
113-054 |
113-218 |
116-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-270 |
116-175 |
1-095 |
1.1% |
0-148 |
0.4% |
19% |
False |
False |
949,470 |
| 10 |
118-070 |
116-175 |
1-215 |
1.4% |
0-130 |
0.3% |
14% |
False |
False |
799,557 |
| 20 |
118-142 |
116-175 |
1-287 |
1.6% |
0-128 |
0.3% |
13% |
False |
False |
836,922 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
5% |
False |
False |
431,337 |
| 60 |
121-135 |
116-175 |
4-280 |
4.2% |
0-099 |
0.3% |
5% |
False |
False |
287,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-116 |
|
2.618 |
117-265 |
|
1.618 |
117-160 |
|
1.000 |
117-095 |
|
0.618 |
117-055 |
|
HIGH |
116-310 |
|
0.618 |
116-270 |
|
0.500 |
116-258 |
|
0.382 |
116-245 |
|
LOW |
116-205 |
|
0.618 |
116-140 |
|
1.000 |
116-100 |
|
1.618 |
116-035 |
|
2.618 |
115-250 |
|
4.250 |
115-079 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
116-258 |
117-058 |
| PP |
116-256 |
117-016 |
| S1 |
116-254 |
116-294 |
|