ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-225 |
121-175 |
-0-050 |
-0.1% |
121-152 |
| High |
121-252 |
121-265 |
0-013 |
0.0% |
121-300 |
| Low |
121-162 |
121-102 |
-0-060 |
-0.2% |
121-122 |
| Close |
121-175 |
121-127 |
-0-048 |
-0.1% |
121-222 |
| Range |
0-090 |
0-163 |
0-073 |
81.1% |
0-178 |
| ATR |
0-115 |
0-119 |
0-003 |
2.9% |
0-000 |
| Volume |
331,154 |
693,378 |
362,224 |
109.4% |
2,396,216 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-014 |
122-233 |
121-217 |
|
| R3 |
122-171 |
122-070 |
121-172 |
|
| R2 |
122-008 |
122-008 |
121-157 |
|
| R1 |
121-227 |
121-227 |
121-142 |
121-196 |
| PP |
121-165 |
121-165 |
121-165 |
121-149 |
| S1 |
121-064 |
121-064 |
121-112 |
121-033 |
| S2 |
121-002 |
121-002 |
121-097 |
|
| S3 |
120-159 |
120-221 |
121-082 |
|
| S4 |
119-316 |
120-058 |
121-037 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-109 |
123-023 |
122-000 |
|
| R3 |
122-251 |
122-165 |
121-271 |
|
| R2 |
122-073 |
122-073 |
121-255 |
|
| R1 |
121-307 |
121-307 |
121-238 |
122-030 |
| PP |
121-215 |
121-215 |
121-215 |
121-236 |
| S1 |
121-129 |
121-129 |
121-206 |
121-172 |
| S2 |
121-037 |
121-037 |
121-189 |
|
| S3 |
120-179 |
120-271 |
121-173 |
|
| S4 |
120-001 |
120-093 |
121-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-300 |
121-102 |
0-198 |
0.5% |
0-132 |
0.3% |
13% |
False |
True |
508,959 |
| 10 |
122-045 |
121-102 |
0-263 |
0.7% |
0-116 |
0.3% |
10% |
False |
True |
506,945 |
| 20 |
122-045 |
121-075 |
0-290 |
0.7% |
0-112 |
0.3% |
18% |
False |
False |
535,945 |
| 40 |
122-285 |
120-260 |
2-025 |
1.7% |
0-129 |
0.3% |
28% |
False |
False |
570,447 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-119 |
0.3% |
53% |
False |
False |
624,979 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-110 |
0.3% |
53% |
False |
False |
477,191 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-092 |
0.2% |
53% |
False |
False |
382,293 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-077 |
0.2% |
60% |
False |
False |
318,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-318 |
|
2.618 |
123-052 |
|
1.618 |
122-209 |
|
1.000 |
122-108 |
|
0.618 |
122-046 |
|
HIGH |
121-265 |
|
0.618 |
121-203 |
|
0.500 |
121-184 |
|
0.382 |
121-164 |
|
LOW |
121-102 |
|
0.618 |
121-001 |
|
1.000 |
120-259 |
|
1.618 |
120-158 |
|
2.618 |
119-315 |
|
4.250 |
119-049 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-184 |
121-201 |
| PP |
121-165 |
121-176 |
| S1 |
121-146 |
121-152 |
|