ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
122-020 |
121-260 |
-0-080 |
-0.2% |
121-155 |
| High |
122-022 |
121-295 |
-0-047 |
-0.1% |
122-025 |
| Low |
121-260 |
121-202 |
-0-058 |
-0.1% |
121-082 |
| Close |
121-300 |
121-270 |
-0-030 |
-0.1% |
122-005 |
| Range |
0-082 |
0-093 |
0-011 |
13.4% |
0-263 |
| ATR |
0-120 |
0-118 |
-0-002 |
-1.3% |
0-000 |
| Volume |
535,397 |
584,631 |
49,234 |
9.2% |
2,934,087 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-215 |
122-175 |
122-001 |
|
| R3 |
122-122 |
122-082 |
121-296 |
|
| R2 |
122-029 |
122-029 |
121-287 |
|
| R1 |
121-309 |
121-309 |
121-279 |
122-009 |
| PP |
121-256 |
121-256 |
121-256 |
121-266 |
| S1 |
121-216 |
121-216 |
121-261 |
121-236 |
| S2 |
121-163 |
121-163 |
121-253 |
|
| S3 |
121-070 |
121-123 |
121-244 |
|
| S4 |
120-297 |
121-030 |
121-219 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-080 |
123-305 |
122-150 |
|
| R3 |
123-137 |
123-042 |
122-077 |
|
| R2 |
122-194 |
122-194 |
122-053 |
|
| R1 |
122-099 |
122-099 |
122-029 |
122-146 |
| PP |
121-251 |
121-251 |
121-251 |
121-274 |
| S1 |
121-156 |
121-156 |
121-301 |
121-204 |
| S2 |
120-308 |
120-308 |
121-277 |
|
| S3 |
120-045 |
120-213 |
121-253 |
|
| S4 |
119-102 |
119-270 |
121-180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-025 |
121-082 |
0-263 |
0.7% |
0-121 |
0.3% |
71% |
False |
False |
600,634 |
| 10 |
122-025 |
121-075 |
0-270 |
0.7% |
0-108 |
0.3% |
72% |
False |
False |
564,945 |
| 20 |
122-220 |
121-075 |
1-145 |
1.2% |
0-114 |
0.3% |
42% |
False |
False |
560,741 |
| 40 |
122-285 |
120-222 |
2-063 |
1.8% |
0-122 |
0.3% |
52% |
False |
False |
602,199 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-114 |
0.3% |
67% |
False |
False |
549,771 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-100 |
0.3% |
67% |
False |
False |
414,328 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-080 |
0.2% |
72% |
False |
False |
331,598 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-067 |
0.2% |
72% |
False |
False |
276,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-050 |
|
2.618 |
122-218 |
|
1.618 |
122-125 |
|
1.000 |
122-068 |
|
0.618 |
122-032 |
|
HIGH |
121-295 |
|
0.618 |
121-259 |
|
0.500 |
121-248 |
|
0.382 |
121-238 |
|
LOW |
121-202 |
|
0.618 |
121-145 |
|
1.000 |
121-109 |
|
1.618 |
121-052 |
|
2.618 |
120-279 |
|
4.250 |
120-127 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-263 |
121-261 |
| PP |
121-256 |
121-252 |
| S1 |
121-248 |
121-242 |
|