ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-200 |
121-262 |
0-062 |
0.2% |
122-020 |
| High |
121-280 |
121-280 |
0-000 |
0.0% |
122-045 |
| Low |
121-200 |
121-127 |
-0-073 |
-0.2% |
121-157 |
| Close |
121-270 |
121-137 |
-0-133 |
-0.3% |
121-170 |
| Range |
0-080 |
0-153 |
0-073 |
91.3% |
0-208 |
| ATR |
0-110 |
0-113 |
0-003 |
2.8% |
0-000 |
| Volume |
420,218 |
523,886 |
103,668 |
24.7% |
2,768,737 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-000 |
122-222 |
121-221 |
|
| R3 |
122-167 |
122-069 |
121-179 |
|
| R2 |
122-014 |
122-014 |
121-165 |
|
| R1 |
121-236 |
121-236 |
121-151 |
121-208 |
| PP |
121-181 |
121-181 |
121-181 |
121-168 |
| S1 |
121-083 |
121-083 |
121-123 |
121-056 |
| S2 |
121-028 |
121-028 |
121-109 |
|
| S3 |
120-195 |
120-250 |
121-095 |
|
| S4 |
120-042 |
120-097 |
121-053 |
|
|
| 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 |
122-032 |
121-122 |
0-230 |
0.6% |
0-112 |
0.3% |
7% |
False |
False |
508,554 |
| 10 |
122-045 |
121-122 |
0-243 |
0.6% |
0-111 |
0.3% |
6% |
False |
False |
536,842 |
| 20 |
122-045 |
121-075 |
0-290 |
0.7% |
0-106 |
0.3% |
21% |
False |
False |
526,979 |
| 40 |
122-285 |
120-260 |
2-025 |
1.7% |
0-124 |
0.3% |
30% |
False |
False |
581,970 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-118 |
0.3% |
54% |
False |
False |
604,349 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-107 |
0.3% |
54% |
False |
False |
457,375 |
| 100 |
122-285 |
119-180 |
3-105 |
2.7% |
0-088 |
0.2% |
56% |
False |
False |
366,286 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-073 |
0.2% |
61% |
False |
False |
305,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-290 |
|
2.618 |
123-041 |
|
1.618 |
122-208 |
|
1.000 |
122-113 |
|
0.618 |
122-055 |
|
HIGH |
121-280 |
|
0.618 |
121-222 |
|
0.500 |
121-204 |
|
0.382 |
121-185 |
|
LOW |
121-127 |
|
0.618 |
121-032 |
|
1.000 |
120-294 |
|
1.618 |
120-199 |
|
2.618 |
120-046 |
|
4.250 |
119-117 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-204 |
121-204 |
| PP |
121-181 |
121-181 |
| S1 |
121-159 |
121-159 |
|