ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
122-032 |
121-152 |
-0-200 |
-0.5% |
122-020 |
| High |
122-032 |
121-175 |
-0-177 |
-0.5% |
122-045 |
| Low |
121-157 |
121-122 |
-0-035 |
-0.1% |
121-157 |
| Close |
121-170 |
121-160 |
-0-010 |
0.0% |
121-170 |
| Range |
0-195 |
0-053 |
-0-142 |
-72.8% |
0-208 |
| ATR |
0-120 |
0-115 |
-0-005 |
-4.0% |
0-000 |
| Volume |
722,715 |
453,338 |
-269,377 |
-37.3% |
2,768,737 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-311 |
121-289 |
121-189 |
|
| R3 |
121-258 |
121-236 |
121-175 |
|
| R2 |
121-205 |
121-205 |
121-170 |
|
| R1 |
121-183 |
121-183 |
121-165 |
121-194 |
| PP |
121-152 |
121-152 |
121-152 |
121-158 |
| S1 |
121-130 |
121-130 |
121-155 |
121-141 |
| S2 |
121-099 |
121-099 |
121-150 |
|
| S3 |
121-046 |
121-077 |
121-145 |
|
| S4 |
120-313 |
121-024 |
121-131 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-215 |
123-080 |
121-284 |
|
| R3 |
123-007 |
122-192 |
121-227 |
|
| R2 |
122-119 |
122-119 |
121-208 |
|
| R1 |
121-304 |
121-304 |
121-189 |
121-268 |
| PP |
121-231 |
121-231 |
121-231 |
121-212 |
| S1 |
121-096 |
121-096 |
121-151 |
121-060 |
| S2 |
121-023 |
121-023 |
121-132 |
|
| S3 |
120-135 |
120-208 |
121-113 |
|
| S4 |
119-247 |
120-000 |
121-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-045 |
121-122 |
0-243 |
0.6% |
0-103 |
0.3% |
16% |
False |
True |
537,335 |
| 10 |
122-045 |
121-082 |
0-283 |
0.7% |
0-111 |
0.3% |
28% |
False |
False |
575,418 |
| 20 |
122-045 |
121-075 |
0-290 |
0.7% |
0-108 |
0.3% |
29% |
False |
False |
553,017 |
| 40 |
122-285 |
120-260 |
2-025 |
1.7% |
0-125 |
0.3% |
33% |
False |
False |
603,251 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-117 |
0.3% |
56% |
False |
False |
583,251 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-104 |
0.3% |
56% |
False |
False |
440,463 |
| 100 |
122-285 |
119-180 |
3-105 |
2.7% |
0-085 |
0.2% |
58% |
False |
False |
352,619 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-071 |
0.2% |
63% |
False |
False |
293,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-080 |
|
2.618 |
121-314 |
|
1.618 |
121-261 |
|
1.000 |
121-228 |
|
0.618 |
121-208 |
|
HIGH |
121-175 |
|
0.618 |
121-155 |
|
0.500 |
121-148 |
|
0.382 |
121-142 |
|
LOW |
121-122 |
|
0.618 |
121-089 |
|
1.000 |
121-069 |
|
1.618 |
121-036 |
|
2.618 |
120-303 |
|
4.250 |
120-217 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-156 |
121-244 |
| PP |
121-152 |
121-216 |
| S1 |
121-148 |
121-188 |
|