ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
116-305 |
117-087 |
0-102 |
0.3% |
116-255 |
| High |
117-087 |
117-182 |
0-095 |
0.3% |
117-042 |
| Low |
116-295 |
117-080 |
0-105 |
0.3% |
116-247 |
| Close |
117-082 |
117-160 |
0-078 |
0.2% |
117-025 |
| Range |
0-112 |
0-102 |
-0-010 |
-8.9% |
0-115 |
| ATR |
0-112 |
0-112 |
-0-001 |
-0.6% |
0-000 |
| Volume |
521,451 |
533,686 |
12,235 |
2.3% |
1,913,718 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-128 |
118-087 |
117-216 |
|
| R3 |
118-026 |
117-304 |
117-188 |
|
| R2 |
117-243 |
117-243 |
117-179 |
|
| R1 |
117-202 |
117-202 |
117-169 |
117-222 |
| PP |
117-141 |
117-141 |
117-141 |
117-151 |
| S1 |
117-099 |
117-099 |
117-151 |
117-120 |
| S2 |
117-038 |
117-038 |
117-141 |
|
| S3 |
116-256 |
116-317 |
117-132 |
|
| S4 |
116-153 |
116-214 |
117-104 |
|
|
| 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 |
117-182 |
116-282 |
0-220 |
0.6% |
0-079 |
0.2% |
90% |
True |
False |
365,642 |
| 10 |
117-182 |
116-175 |
1-007 |
0.9% |
0-089 |
0.2% |
93% |
True |
False |
524,470 |
| 20 |
118-070 |
116-175 |
1-215 |
1.4% |
0-112 |
0.3% |
57% |
False |
False |
648,368 |
| 40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-131 |
0.3% |
20% |
False |
False |
509,037 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-110 |
0.3% |
20% |
False |
False |
340,159 |
| 80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-083 |
0.2% |
20% |
False |
False |
255,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-298 |
|
2.618 |
118-131 |
|
1.618 |
118-028 |
|
1.000 |
117-285 |
|
0.618 |
117-246 |
|
HIGH |
117-182 |
|
0.618 |
117-143 |
|
0.500 |
117-131 |
|
0.382 |
117-119 |
|
LOW |
117-080 |
|
0.618 |
117-017 |
|
1.000 |
116-298 |
|
1.618 |
116-234 |
|
2.618 |
116-132 |
|
4.250 |
115-284 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
117-150 |
117-133 |
| PP |
117-141 |
117-106 |
| S1 |
117-131 |
117-079 |
|