ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-137 |
122-005 |
-0-132 |
-0.3% |
122-075 |
| High |
122-137 |
122-027 |
-0-110 |
-0.3% |
122-220 |
| Low |
122-002 |
121-205 |
-0-117 |
-0.3% |
121-310 |
| Close |
122-010 |
121-237 |
-0-093 |
-0.2% |
122-127 |
| Range |
0-135 |
0-142 |
0-007 |
5.2% |
0-230 |
| ATR |
0-138 |
0-139 |
0-000 |
0.2% |
0-000 |
| Volume |
446,053 |
664,199 |
218,146 |
48.9% |
2,291,979 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-049 |
122-285 |
121-315 |
|
| R3 |
122-227 |
122-143 |
121-276 |
|
| R2 |
122-085 |
122-085 |
121-263 |
|
| R1 |
122-001 |
122-001 |
121-250 |
121-292 |
| PP |
121-263 |
121-263 |
121-263 |
121-248 |
| S1 |
121-179 |
121-179 |
121-224 |
121-150 |
| S2 |
121-121 |
121-121 |
121-211 |
|
| S3 |
120-299 |
121-037 |
121-198 |
|
| S4 |
120-157 |
120-215 |
121-159 |
|
|
| 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 |
121-205 |
1-015 |
0.9% |
0-136 |
0.4% |
10% |
False |
True |
584,146 |
| 10 |
122-220 |
121-205 |
1-015 |
0.9% |
0-135 |
0.3% |
10% |
False |
True |
583,363 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-146 |
0.4% |
45% |
False |
False |
658,606 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-123 |
0.3% |
64% |
False |
False |
614,406 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-104 |
0.3% |
64% |
False |
False |
413,950 |
| 80 |
122-285 |
119-180 |
3-105 |
2.7% |
0-081 |
0.2% |
65% |
False |
False |
310,821 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-064 |
0.2% |
70% |
False |
False |
248,657 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-054 |
0.1% |
70% |
False |
False |
207,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-310 |
|
2.618 |
123-079 |
|
1.618 |
122-257 |
|
1.000 |
122-169 |
|
0.618 |
122-115 |
|
HIGH |
122-027 |
|
0.618 |
121-293 |
|
0.500 |
121-276 |
|
0.382 |
121-259 |
|
LOW |
121-205 |
|
0.618 |
121-117 |
|
1.000 |
121-063 |
|
1.618 |
120-295 |
|
2.618 |
120-153 |
|
4.250 |
119-242 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-276 |
122-028 |
| PP |
121-263 |
121-311 |
| S1 |
121-250 |
121-274 |
|