ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-155 |
121-117 |
-0-038 |
-0.1% |
121-127 |
| High |
121-165 |
121-170 |
0-005 |
0.0% |
121-235 |
| Low |
121-102 |
121-087 |
-0-015 |
0.0% |
121-075 |
| Close |
121-127 |
121-135 |
0-008 |
0.0% |
121-157 |
| Range |
0-063 |
0-083 |
0-020 |
31.7% |
0-160 |
| ATR |
0-120 |
0-117 |
-0-003 |
-2.2% |
0-000 |
| Volume |
401,978 |
648,967 |
246,989 |
61.4% |
2,351,718 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-060 |
122-020 |
121-181 |
|
| R3 |
121-297 |
121-257 |
121-158 |
|
| R2 |
121-214 |
121-214 |
121-150 |
|
| R1 |
121-174 |
121-174 |
121-143 |
121-194 |
| PP |
121-131 |
121-131 |
121-131 |
121-140 |
| S1 |
121-091 |
121-091 |
121-127 |
121-111 |
| S2 |
121-048 |
121-048 |
121-120 |
|
| S3 |
120-285 |
121-008 |
121-112 |
|
| S4 |
120-202 |
120-245 |
121-089 |
|
|
| 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% |
0-095 |
0.2% |
38% |
False |
False |
529,256 |
| 10 |
121-312 |
121-075 |
0-237 |
0.6% |
0-099 |
0.3% |
25% |
False |
False |
529,093 |
| 20 |
122-220 |
121-075 |
1-145 |
1.2% |
0-117 |
0.3% |
13% |
False |
False |
556,228 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-123 |
0.3% |
53% |
False |
False |
626,024 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-112 |
0.3% |
53% |
False |
False |
501,197 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-093 |
0.2% |
53% |
False |
False |
376,958 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-074 |
0.2% |
61% |
False |
False |
301,566 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-062 |
0.2% |
61% |
False |
False |
251,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-203 |
|
2.618 |
122-067 |
|
1.618 |
121-304 |
|
1.000 |
121-253 |
|
0.618 |
121-221 |
|
HIGH |
121-170 |
|
0.618 |
121-138 |
|
0.500 |
121-128 |
|
0.382 |
121-119 |
|
LOW |
121-087 |
|
0.618 |
121-036 |
|
1.000 |
121-004 |
|
1.618 |
120-273 |
|
2.618 |
120-190 |
|
4.250 |
120-054 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-133 |
121-161 |
| PP |
121-131 |
121-152 |
| S1 |
121-128 |
121-144 |
|