ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-207 |
121-127 |
-0-080 |
-0.2% |
122-137 |
| High |
121-240 |
121-187 |
-0-053 |
-0.1% |
122-137 |
| Low |
121-102 |
121-092 |
-0-010 |
0.0% |
121-102 |
| Close |
121-117 |
121-150 |
0-033 |
0.1% |
121-117 |
| Range |
0-138 |
0-095 |
-0-043 |
-31.2% |
1-035 |
| ATR |
0-135 |
0-132 |
-0-003 |
-2.1% |
0-000 |
| Volume |
664,995 |
346,240 |
-318,755 |
-47.9% |
2,998,524 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-108 |
122-064 |
121-202 |
|
| R3 |
122-013 |
121-289 |
121-176 |
|
| R2 |
121-238 |
121-238 |
121-167 |
|
| R1 |
121-194 |
121-194 |
121-159 |
121-216 |
| PP |
121-143 |
121-143 |
121-143 |
121-154 |
| S1 |
121-099 |
121-099 |
121-141 |
121-121 |
| S2 |
121-048 |
121-048 |
121-133 |
|
| S3 |
120-273 |
121-004 |
121-124 |
|
| S4 |
120-178 |
120-229 |
121-098 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-010 |
124-099 |
121-312 |
|
| R3 |
123-295 |
123-064 |
121-215 |
|
| R2 |
122-260 |
122-260 |
121-182 |
|
| R1 |
122-029 |
122-029 |
121-150 |
121-287 |
| PP |
121-225 |
121-225 |
121-225 |
121-194 |
| S1 |
120-314 |
120-314 |
121-084 |
120-252 |
| S2 |
120-190 |
120-190 |
121-052 |
|
| S3 |
119-155 |
119-279 |
121-019 |
|
| S4 |
118-120 |
118-244 |
120-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-027 |
121-092 |
0-255 |
0.7% |
0-118 |
0.3% |
23% |
False |
True |
579,742 |
| 10 |
122-220 |
121-092 |
1-128 |
1.2% |
0-129 |
0.3% |
13% |
False |
True |
563,674 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-145 |
0.4% |
32% |
False |
False |
613,088 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-122 |
0.3% |
55% |
False |
False |
661,471 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-109 |
0.3% |
55% |
False |
False |
450,875 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-086 |
0.2% |
55% |
False |
False |
338,753 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-069 |
0.2% |
62% |
False |
False |
271,002 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-057 |
0.1% |
62% |
False |
False |
225,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-271 |
|
2.618 |
122-116 |
|
1.618 |
122-021 |
|
1.000 |
121-282 |
|
0.618 |
121-246 |
|
HIGH |
121-187 |
|
0.618 |
121-151 |
|
0.500 |
121-140 |
|
0.382 |
121-128 |
|
LOW |
121-092 |
|
0.618 |
121-033 |
|
1.000 |
120-317 |
|
1.618 |
120-258 |
|
2.618 |
120-163 |
|
4.250 |
120-008 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-146 |
121-194 |
| PP |
121-143 |
121-179 |
| S1 |
121-140 |
121-164 |
|