ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-025 |
116-305 |
-0-040 |
-0.1% |
116-255 |
| High |
117-030 |
117-087 |
0-057 |
0.2% |
117-042 |
| Low |
116-300 |
116-295 |
-0-005 |
0.0% |
116-247 |
| Close |
116-315 |
117-082 |
0-087 |
0.2% |
117-025 |
| Range |
0-050 |
0-112 |
0-062 |
124.9% |
0-115 |
| ATR |
0-112 |
0-112 |
0-000 |
0.0% |
0-000 |
| Volume |
178,714 |
521,451 |
342,737 |
191.8% |
1,913,718 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-066 |
118-027 |
117-144 |
|
| R3 |
117-273 |
117-234 |
117-113 |
|
| R2 |
117-161 |
117-161 |
117-103 |
|
| R1 |
117-122 |
117-122 |
117-093 |
117-141 |
| PP |
117-048 |
117-048 |
117-048 |
117-058 |
| S1 |
117-009 |
117-009 |
117-072 |
117-029 |
| S2 |
116-256 |
116-256 |
117-062 |
|
| S3 |
116-143 |
116-217 |
117-052 |
|
| S4 |
116-031 |
116-104 |
117-021 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-023 |
117-299 |
117-088 |
|
| R3 |
117-228 |
117-184 |
117-057 |
|
| R2 |
117-113 |
117-113 |
117-046 |
|
| R1 |
117-069 |
117-069 |
117-036 |
117-091 |
| PP |
116-318 |
116-318 |
116-318 |
117-009 |
| S1 |
116-274 |
116-274 |
117-014 |
116-296 |
| S2 |
116-203 |
116-203 |
117-004 |
|
| S3 |
116-088 |
116-159 |
116-313 |
|
| S4 |
115-293 |
116-044 |
116-282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-087 |
116-282 |
0-125 |
0.3% |
0-072 |
0.2% |
96% |
True |
False |
329,585 |
| 10 |
117-260 |
116-175 |
1-085 |
1.1% |
0-108 |
0.3% |
56% |
False |
False |
575,751 |
| 20 |
118-070 |
116-175 |
1-215 |
1.4% |
0-114 |
0.3% |
43% |
False |
False |
684,237 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-132 |
0.4% |
15% |
False |
False |
495,809 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-108 |
0.3% |
15% |
False |
False |
331,271 |
| 80 |
121-135 |
116-175 |
4-280 |
4.2% |
0-081 |
0.2% |
15% |
False |
False |
248,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-246 |
|
2.618 |
118-062 |
|
1.618 |
117-269 |
|
1.000 |
117-200 |
|
0.618 |
117-157 |
|
HIGH |
117-087 |
|
0.618 |
117-045 |
|
0.500 |
117-031 |
|
0.382 |
117-018 |
|
LOW |
116-295 |
|
0.618 |
116-225 |
|
1.000 |
116-183 |
|
1.618 |
116-113 |
|
2.618 |
116-001 |
|
4.250 |
115-137 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-065 |
117-065 |
| PP |
117-048 |
117-048 |
| S1 |
117-031 |
117-031 |
|