ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-125 |
121-197 |
0-072 |
0.2% |
121-127 |
| High |
121-205 |
121-235 |
0-030 |
0.1% |
121-235 |
| Low |
121-075 |
121-122 |
0-047 |
0.1% |
121-075 |
| Close |
121-187 |
121-157 |
-0-030 |
-0.1% |
121-157 |
| Range |
0-130 |
0-113 |
-0-017 |
-13.1% |
0-160 |
| ATR |
0-125 |
0-124 |
-0-001 |
-0.7% |
0-000 |
| Volume |
676,332 |
510,097 |
-166,235 |
-24.6% |
2,351,718 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-190 |
122-127 |
121-219 |
|
| R3 |
122-077 |
122-014 |
121-188 |
|
| R2 |
121-284 |
121-284 |
121-178 |
|
| R1 |
121-221 |
121-221 |
121-167 |
121-196 |
| PP |
121-171 |
121-171 |
121-171 |
121-159 |
| S1 |
121-108 |
121-108 |
121-147 |
121-083 |
| S2 |
121-058 |
121-058 |
121-136 |
|
| S3 |
120-265 |
120-315 |
121-126 |
|
| S4 |
120-152 |
120-202 |
121-095 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-316 |
122-236 |
121-245 |
|
| R3 |
122-156 |
122-076 |
121-201 |
|
| R2 |
121-316 |
121-316 |
121-186 |
|
| R1 |
121-236 |
121-236 |
121-172 |
121-276 |
| PP |
121-156 |
121-156 |
121-156 |
121-176 |
| S1 |
121-076 |
121-076 |
121-142 |
121-116 |
| S2 |
120-316 |
120-316 |
121-128 |
|
| S3 |
120-156 |
120-236 |
121-113 |
|
| S4 |
119-316 |
120-076 |
121-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-235 |
121-075 |
0-160 |
0.4% |
0-099 |
0.3% |
51% |
True |
False |
470,343 |
| 10 |
122-137 |
121-075 |
1-062 |
1.0% |
0-112 |
0.3% |
21% |
False |
False |
535,024 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-150 |
0.4% |
33% |
False |
False |
611,035 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-125 |
0.3% |
56% |
False |
False |
650,833 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-112 |
0.3% |
56% |
False |
False |
483,863 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-091 |
0.2% |
56% |
False |
False |
363,821 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-073 |
0.2% |
63% |
False |
False |
291,057 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-061 |
0.2% |
63% |
False |
False |
242,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-075 |
|
2.618 |
122-211 |
|
1.618 |
122-098 |
|
1.000 |
122-028 |
|
0.618 |
121-305 |
|
HIGH |
121-235 |
|
0.618 |
121-192 |
|
0.500 |
121-178 |
|
0.382 |
121-165 |
|
LOW |
121-122 |
|
0.618 |
121-052 |
|
1.000 |
121-009 |
|
1.618 |
120-259 |
|
2.618 |
120-146 |
|
4.250 |
119-282 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-178 |
121-156 |
| PP |
121-171 |
121-156 |
| S1 |
121-164 |
121-155 |
|