ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
122-142 |
122-110 |
-0-032 |
-0.1% |
122-075 |
High |
122-157 |
122-170 |
0-013 |
0.0% |
122-220 |
Low |
122-055 |
121-310 |
-0-065 |
-0.2% |
121-310 |
Close |
122-117 |
122-127 |
0-010 |
0.0% |
122-127 |
Range |
0-102 |
0-180 |
0-078 |
76.5% |
0-230 |
ATR |
0-135 |
0-139 |
0-003 |
2.4% |
0-000 |
Volume |
516,592 |
693,518 |
176,926 |
34.2% |
2,291,979 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-316 |
123-241 |
122-226 |
|
R3 |
123-136 |
123-061 |
122-176 |
|
R2 |
122-276 |
122-276 |
122-160 |
|
R1 |
122-201 |
122-201 |
122-144 |
122-238 |
PP |
122-096 |
122-096 |
122-096 |
122-114 |
S1 |
122-021 |
122-021 |
122-110 |
122-058 |
S2 |
121-236 |
121-236 |
122-094 |
|
S3 |
121-056 |
121-161 |
122-078 |
|
S4 |
120-196 |
120-301 |
122-028 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-162 |
124-055 |
122-254 |
|
R3 |
123-252 |
123-145 |
122-190 |
|
R2 |
123-022 |
123-022 |
122-169 |
|
R1 |
122-235 |
122-235 |
122-148 |
122-288 |
PP |
122-112 |
122-112 |
122-112 |
122-139 |
S1 |
122-005 |
122-005 |
122-106 |
122-058 |
S2 |
121-202 |
121-202 |
122-085 |
|
S3 |
120-292 |
121-095 |
122-064 |
|
S4 |
120-062 |
120-185 |
122-000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-220 |
121-310 |
0-230 |
0.6% |
0-143 |
0.4% |
60% |
False |
True |
564,325 |
10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-189 |
0.5% |
76% |
False |
False |
687,046 |
20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-141 |
0.4% |
76% |
False |
False |
662,404 |
40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-120 |
0.3% |
84% |
False |
False |
588,107 |
60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-101 |
0.3% |
84% |
False |
False |
395,651 |
80 |
122-285 |
119-180 |
3-105 |
2.7% |
0-077 |
0.2% |
85% |
False |
False |
296,943 |
100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-062 |
0.2% |
87% |
False |
False |
237,554 |
120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-051 |
0.1% |
87% |
False |
False |
197,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-295 |
2.618 |
124-001 |
1.618 |
123-141 |
1.000 |
123-030 |
0.618 |
122-281 |
HIGH |
122-170 |
0.618 |
122-101 |
0.500 |
122-080 |
0.382 |
122-059 |
LOW |
121-310 |
0.618 |
121-199 |
1.000 |
121-130 |
1.618 |
121-019 |
2.618 |
120-159 |
4.250 |
119-185 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
122-111 |
122-120 |
PP |
122-096 |
122-112 |
S1 |
122-080 |
122-105 |
|