ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
121-250 |
-0-010 |
0.0% |
121-155 |
| High |
121-295 |
121-290 |
-0-005 |
0.0% |
122-025 |
| Low |
121-202 |
121-220 |
0-018 |
0.0% |
121-082 |
| Close |
121-270 |
121-280 |
0-010 |
0.0% |
122-005 |
| Range |
0-093 |
0-070 |
-0-023 |
-24.7% |
0-263 |
| ATR |
0-118 |
0-115 |
-0-003 |
-2.9% |
0-000 |
| Volume |
584,631 |
410,830 |
-173,801 |
-29.7% |
2,934,087 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-153 |
122-127 |
121-318 |
|
| R3 |
122-083 |
122-057 |
121-299 |
|
| R2 |
122-013 |
122-013 |
121-293 |
|
| R1 |
121-307 |
121-307 |
121-286 |
122-000 |
| PP |
121-263 |
121-263 |
121-263 |
121-270 |
| S1 |
121-237 |
121-237 |
121-274 |
121-250 |
| S2 |
121-193 |
121-193 |
121-267 |
|
| S3 |
121-123 |
121-167 |
121-261 |
|
| S4 |
121-053 |
121-097 |
121-242 |
|
|
| 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 |
121-140 |
0-205 |
0.5% |
0-104 |
0.3% |
68% |
False |
False |
560,012 |
| 10 |
122-025 |
121-075 |
0-270 |
0.7% |
0-106 |
0.3% |
76% |
False |
False |
565,137 |
| 20 |
122-170 |
121-075 |
1-095 |
1.1% |
0-111 |
0.3% |
49% |
False |
False |
551,264 |
| 40 |
122-285 |
120-247 |
2-038 |
1.7% |
0-122 |
0.3% |
52% |
False |
False |
602,395 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-114 |
0.3% |
68% |
False |
False |
556,330 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-100 |
0.3% |
68% |
False |
False |
419,460 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-081 |
0.2% |
73% |
False |
False |
335,706 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-068 |
0.2% |
73% |
False |
False |
279,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-268 |
|
2.618 |
122-153 |
|
1.618 |
122-083 |
|
1.000 |
122-040 |
|
0.618 |
122-013 |
|
HIGH |
121-290 |
|
0.618 |
121-263 |
|
0.500 |
121-255 |
|
0.382 |
121-247 |
|
LOW |
121-220 |
|
0.618 |
121-177 |
|
1.000 |
121-150 |
|
1.618 |
121-107 |
|
2.618 |
121-037 |
|
4.250 |
120-242 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-272 |
121-277 |
| PP |
121-263 |
121-275 |
| S1 |
121-255 |
121-272 |
|