ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-075 |
122-152 |
0-077 |
0.2% |
121-290 |
| High |
122-185 |
122-220 |
0-035 |
0.1% |
122-190 |
| Low |
122-027 |
122-097 |
0-070 |
0.2% |
121-247 |
| Close |
122-155 |
122-112 |
-0-043 |
-0.1% |
122-045 |
| Range |
0-158 |
0-123 |
-0-035 |
-22.2% |
0-263 |
| ATR |
0-139 |
0-138 |
-0-001 |
-0.8% |
0-000 |
| Volume |
481,497 |
600,372 |
118,875 |
24.7% |
3,098,158 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-192 |
123-115 |
122-180 |
|
| R3 |
123-069 |
122-312 |
122-146 |
|
| R2 |
122-266 |
122-266 |
122-135 |
|
| R1 |
122-189 |
122-189 |
122-123 |
122-166 |
| PP |
122-143 |
122-143 |
122-143 |
122-132 |
| S1 |
122-066 |
122-066 |
122-101 |
122-043 |
| S2 |
122-020 |
122-020 |
122-089 |
|
| S3 |
121-217 |
121-263 |
122-078 |
|
| S4 |
121-094 |
121-140 |
122-044 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-203 |
124-067 |
122-190 |
|
| R3 |
123-260 |
123-124 |
122-117 |
|
| R2 |
122-317 |
122-317 |
122-093 |
|
| R1 |
122-181 |
122-181 |
122-069 |
122-249 |
| PP |
122-054 |
122-054 |
122-054 |
122-088 |
| S1 |
121-238 |
121-238 |
122-021 |
121-306 |
| S2 |
121-111 |
121-111 |
121-317 |
|
| S3 |
120-168 |
120-295 |
121-293 |
|
| S4 |
119-225 |
120-032 |
121-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-220 |
121-247 |
0-293 |
0.7% |
0-137 |
0.3% |
63% |
True |
False |
599,359 |
| 10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-176 |
0.4% |
74% |
False |
False |
663,911 |
| 20 |
122-285 |
120-247 |
2-038 |
1.7% |
0-133 |
0.3% |
74% |
False |
False |
653,526 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-116 |
0.3% |
83% |
False |
False |
558,863 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-097 |
0.2% |
83% |
False |
False |
375,525 |
| 80 |
122-285 |
119-035 |
3-250 |
3.1% |
0-074 |
0.2% |
86% |
False |
False |
281,817 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-059 |
0.2% |
86% |
False |
False |
225,453 |
| 120 |
122-285 |
118-278 |
4-007 |
3.3% |
0-049 |
0.1% |
87% |
False |
False |
187,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-103 |
|
2.618 |
123-222 |
|
1.618 |
123-099 |
|
1.000 |
123-023 |
|
0.618 |
122-296 |
|
HIGH |
122-220 |
|
0.618 |
122-173 |
|
0.500 |
122-158 |
|
0.382 |
122-144 |
|
LOW |
122-097 |
|
0.618 |
122-021 |
|
1.000 |
121-294 |
|
1.618 |
121-218 |
|
2.618 |
121-095 |
|
4.250 |
120-214 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-158 |
122-124 |
| PP |
122-143 |
122-120 |
| S1 |
122-128 |
122-116 |
|