ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-005 |
121-222 |
-0-103 |
-0.3% |
122-075 |
| High |
122-027 |
121-312 |
-0-035 |
-0.1% |
122-220 |
| Low |
121-205 |
121-222 |
0-017 |
0.0% |
121-310 |
| Close |
121-237 |
121-275 |
0-038 |
0.1% |
122-127 |
| Range |
0-142 |
0-090 |
-0-052 |
-36.6% |
0-230 |
| ATR |
0-139 |
0-135 |
-0-003 |
-2.5% |
0-000 |
| Volume |
664,199 |
555,255 |
-108,944 |
-16.4% |
2,291,979 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-220 |
122-177 |
122-004 |
|
| R3 |
122-130 |
122-087 |
121-300 |
|
| R2 |
122-040 |
122-040 |
121-292 |
|
| R1 |
121-317 |
121-317 |
121-283 |
122-018 |
| PP |
121-270 |
121-270 |
121-270 |
121-280 |
| S1 |
121-227 |
121-227 |
121-267 |
121-248 |
| S2 |
121-180 |
121-180 |
121-258 |
|
| S3 |
121-090 |
121-137 |
121-250 |
|
| S4 |
121-000 |
121-047 |
121-226 |
|
|
| 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 |
122-170 |
121-205 |
0-285 |
0.7% |
0-130 |
0.3% |
25% |
False |
False |
575,123 |
| 10 |
122-220 |
121-205 |
1-015 |
0.9% |
0-133 |
0.3% |
21% |
False |
False |
587,241 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-146 |
0.4% |
50% |
False |
False |
642,752 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-123 |
0.3% |
67% |
False |
False |
627,871 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-106 |
0.3% |
67% |
False |
False |
423,186 |
| 80 |
122-285 |
119-180 |
3-105 |
2.7% |
0-082 |
0.2% |
69% |
False |
False |
317,762 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-065 |
0.2% |
73% |
False |
False |
254,210 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-054 |
0.1% |
73% |
False |
False |
211,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-054 |
|
2.618 |
122-228 |
|
1.618 |
122-138 |
|
1.000 |
122-082 |
|
0.618 |
122-048 |
|
HIGH |
121-312 |
|
0.618 |
121-278 |
|
0.500 |
121-267 |
|
0.382 |
121-256 |
|
LOW |
121-222 |
|
0.618 |
121-166 |
|
1.000 |
121-132 |
|
1.618 |
121-076 |
|
2.618 |
120-306 |
|
4.250 |
120-160 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-272 |
122-011 |
| PP |
121-270 |
121-312 |
| S1 |
121-267 |
121-294 |
|