ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-152 |
122-142 |
-0-010 |
0.0% |
121-290 |
| High |
122-220 |
122-157 |
-0-063 |
-0.2% |
122-190 |
| Low |
122-097 |
122-055 |
-0-042 |
-0.1% |
121-247 |
| Close |
122-112 |
122-117 |
0-005 |
0.0% |
122-045 |
| Range |
0-123 |
0-102 |
-0-021 |
-17.1% |
0-263 |
| ATR |
0-138 |
0-135 |
-0-003 |
-1.9% |
0-000 |
| Volume |
600,372 |
516,592 |
-83,780 |
-14.0% |
3,098,158 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-096 |
123-048 |
122-173 |
|
| R3 |
122-314 |
122-266 |
122-145 |
|
| R2 |
122-212 |
122-212 |
122-136 |
|
| R1 |
122-164 |
122-164 |
122-126 |
122-137 |
| PP |
122-110 |
122-110 |
122-110 |
122-096 |
| S1 |
122-062 |
122-062 |
122-108 |
122-035 |
| S2 |
122-008 |
122-008 |
122-098 |
|
| S3 |
121-226 |
121-280 |
122-089 |
|
| S4 |
121-124 |
121-178 |
122-061 |
|
|
| 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% |
0-136 |
0.3% |
65% |
False |
False |
599,663 |
| 10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-181 |
0.5% |
75% |
False |
False |
671,239 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-135 |
0.3% |
75% |
False |
False |
657,716 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-117 |
0.3% |
83% |
False |
False |
571,304 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-098 |
0.3% |
83% |
False |
False |
384,102 |
| 80 |
122-285 |
119-035 |
3-250 |
3.1% |
0-075 |
0.2% |
86% |
False |
False |
288,274 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-060 |
0.2% |
86% |
False |
False |
230,619 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-050 |
0.1% |
86% |
False |
False |
192,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-270 |
|
2.618 |
123-104 |
|
1.618 |
123-002 |
|
1.000 |
122-259 |
|
0.618 |
122-220 |
|
HIGH |
122-157 |
|
0.618 |
122-118 |
|
0.500 |
122-106 |
|
0.382 |
122-094 |
|
LOW |
122-055 |
|
0.618 |
121-312 |
|
1.000 |
121-273 |
|
1.618 |
121-210 |
|
2.618 |
121-108 |
|
4.250 |
120-262 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-113 |
122-124 |
| PP |
122-110 |
122-121 |
| S1 |
122-106 |
122-119 |
|