ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
116-318 |
117-022 |
0-025 |
0.1% |
117-200 |
| High |
117-033 |
117-035 |
0-002 |
0.0% |
117-270 |
| Low |
116-287 |
116-282 |
-0-005 |
0.0% |
116-175 |
| Close |
117-013 |
117-007 |
-0-005 |
0.0% |
116-253 |
| Range |
0-065 |
0-073 |
0-007 |
11.5% |
1-095 |
| ATR |
0-126 |
0-122 |
-0-004 |
-3.0% |
0-000 |
| Volume |
353,404 |
397,306 |
43,902 |
12.4% |
4,747,352 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-219 |
117-186 |
117-047 |
|
| R3 |
117-147 |
117-113 |
117-027 |
|
| R2 |
117-074 |
117-074 |
117-021 |
|
| R1 |
117-041 |
117-041 |
117-014 |
117-021 |
| PP |
117-002 |
117-002 |
117-002 |
116-312 |
| S1 |
116-288 |
116-288 |
117-001 |
116-269 |
| S2 |
116-249 |
116-249 |
116-314 |
|
| S3 |
116-177 |
116-216 |
116-308 |
|
| S4 |
116-104 |
116-143 |
116-288 |
|
|
| 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 |
117-035 |
116-205 |
0-150 |
0.4% |
0-087 |
0.2% |
82% |
True |
False |
512,154 |
| 10 |
118-002 |
116-175 |
1-147 |
1.2% |
0-119 |
0.3% |
33% |
False |
False |
724,448 |
| 20 |
118-070 |
116-175 |
1-215 |
1.4% |
0-117 |
0.3% |
29% |
False |
False |
780,296 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-132 |
0.4% |
10% |
False |
False |
474,017 |
| 60 |
121-135 |
116-175 |
4-280 |
4.2% |
0-105 |
0.3% |
10% |
False |
False |
316,317 |
| 80 |
121-135 |
116-175 |
4-280 |
4.2% |
0-078 |
0.2% |
10% |
False |
False |
237,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-023 |
|
2.618 |
117-225 |
|
1.618 |
117-152 |
|
1.000 |
117-108 |
|
0.618 |
117-080 |
|
HIGH |
117-035 |
|
0.618 |
117-007 |
|
0.500 |
116-319 |
|
0.382 |
116-310 |
|
LOW |
116-282 |
|
0.618 |
116-238 |
|
1.000 |
116-210 |
|
1.618 |
116-165 |
|
2.618 |
116-093 |
|
4.250 |
115-294 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-005 |
117-000 |
| PP |
117-002 |
116-313 |
| S1 |
116-319 |
116-306 |
|