ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-222 |
121-262 |
0-040 |
0.1% |
122-075 |
| High |
121-312 |
121-295 |
-0-017 |
0.0% |
122-220 |
| Low |
121-222 |
121-172 |
-0-050 |
-0.1% |
121-310 |
| Close |
121-275 |
121-215 |
-0-060 |
-0.2% |
122-127 |
| Range |
0-090 |
0-123 |
0-033 |
36.7% |
0-230 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.6% |
0-000 |
| Volume |
555,255 |
668,022 |
112,767 |
20.3% |
2,291,979 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-276 |
122-209 |
121-283 |
|
| R3 |
122-153 |
122-086 |
121-249 |
|
| R2 |
122-030 |
122-030 |
121-238 |
|
| R1 |
121-283 |
121-283 |
121-226 |
121-255 |
| PP |
121-227 |
121-227 |
121-227 |
121-214 |
| S1 |
121-160 |
121-160 |
121-204 |
121-132 |
| S2 |
121-104 |
121-104 |
121-192 |
|
| S3 |
120-301 |
121-037 |
121-181 |
|
| S4 |
120-178 |
120-234 |
121-147 |
|
|
| 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 |
121-172 |
0-318 |
0.8% |
0-134 |
0.3% |
14% |
False |
True |
605,409 |
| 10 |
122-220 |
121-172 |
1-048 |
0.9% |
0-135 |
0.3% |
12% |
False |
True |
602,536 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-143 |
0.4% |
41% |
False |
False |
636,961 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-124 |
0.3% |
61% |
False |
False |
643,034 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-108 |
0.3% |
61% |
False |
False |
434,173 |
| 80 |
122-285 |
119-180 |
3-105 |
2.7% |
0-083 |
0.2% |
63% |
False |
False |
326,112 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-067 |
0.2% |
68% |
False |
False |
260,890 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-055 |
0.1% |
68% |
False |
False |
217,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-178 |
|
2.618 |
122-297 |
|
1.618 |
122-174 |
|
1.000 |
122-098 |
|
0.618 |
122-051 |
|
HIGH |
121-295 |
|
0.618 |
121-248 |
|
0.500 |
121-234 |
|
0.382 |
121-219 |
|
LOW |
121-172 |
|
0.618 |
121-096 |
|
1.000 |
121-049 |
|
1.618 |
120-293 |
|
2.618 |
120-170 |
|
4.250 |
119-289 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-234 |
121-260 |
| PP |
121-227 |
121-245 |
| S1 |
121-221 |
121-230 |
|