ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-197 |
121-155 |
-0-042 |
-0.1% |
121-127 |
| High |
121-235 |
121-165 |
-0-070 |
-0.2% |
121-235 |
| Low |
121-122 |
121-102 |
-0-020 |
-0.1% |
121-075 |
| Close |
121-157 |
121-127 |
-0-030 |
-0.1% |
121-157 |
| Range |
0-113 |
0-063 |
-0-050 |
-44.2% |
0-160 |
| ATR |
0-124 |
0-120 |
-0-004 |
-3.5% |
0-000 |
| Volume |
510,097 |
401,978 |
-108,119 |
-21.2% |
2,351,718 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-000 |
121-287 |
121-162 |
|
| R3 |
121-257 |
121-224 |
121-144 |
|
| R2 |
121-194 |
121-194 |
121-139 |
|
| R1 |
121-161 |
121-161 |
121-133 |
121-146 |
| PP |
121-131 |
121-131 |
121-131 |
121-124 |
| S1 |
121-098 |
121-098 |
121-121 |
121-083 |
| S2 |
121-068 |
121-068 |
121-115 |
|
| S3 |
121-005 |
121-035 |
121-110 |
|
| S4 |
120-262 |
120-292 |
121-092 |
|
|
| 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% |
0-093 |
0.2% |
33% |
False |
False |
481,491 |
| 10 |
122-027 |
121-075 |
0-272 |
0.7% |
0-105 |
0.3% |
19% |
False |
False |
530,616 |
| 20 |
122-220 |
121-075 |
1-145 |
1.2% |
0-120 |
0.3% |
11% |
False |
False |
557,117 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-124 |
0.3% |
53% |
False |
False |
628,487 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-112 |
0.3% |
53% |
False |
False |
490,398 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-092 |
0.2% |
53% |
False |
False |
368,846 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-074 |
0.2% |
60% |
False |
False |
295,077 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-061 |
0.2% |
60% |
False |
False |
245,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-113 |
|
2.618 |
122-010 |
|
1.618 |
121-267 |
|
1.000 |
121-228 |
|
0.618 |
121-204 |
|
HIGH |
121-165 |
|
0.618 |
121-141 |
|
0.500 |
121-134 |
|
0.382 |
121-126 |
|
LOW |
121-102 |
|
0.618 |
121-063 |
|
1.000 |
121-039 |
|
1.618 |
121-000 |
|
2.618 |
120-257 |
|
4.250 |
120-154 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-134 |
121-155 |
| PP |
121-131 |
121-146 |
| S1 |
121-129 |
121-136 |
|