ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-127 |
121-160 |
0-033 |
0.1% |
121-152 |
| High |
121-202 |
121-222 |
0-020 |
0.1% |
121-300 |
| Low |
121-090 |
121-145 |
0-055 |
0.1% |
121-122 |
| Close |
121-140 |
121-202 |
0-062 |
0.2% |
121-222 |
| Range |
0-112 |
0-077 |
-0-035 |
-31.3% |
0-178 |
| ATR |
0-118 |
0-116 |
-0-003 |
-2.2% |
0-000 |
| Volume |
679,695 |
471,892 |
-207,803 |
-30.6% |
2,396,216 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-101 |
122-068 |
121-244 |
|
| R3 |
122-024 |
121-311 |
121-223 |
|
| R2 |
121-267 |
121-267 |
121-216 |
|
| R1 |
121-234 |
121-234 |
121-209 |
121-250 |
| PP |
121-190 |
121-190 |
121-190 |
121-198 |
| S1 |
121-157 |
121-157 |
121-195 |
121-174 |
| S2 |
121-113 |
121-113 |
121-188 |
|
| S3 |
121-036 |
121-080 |
121-181 |
|
| S4 |
120-279 |
121-003 |
121-160 |
|
|
| 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 |
121-090 |
0-210 |
0.5% |
0-123 |
0.3% |
53% |
False |
False |
550,455 |
| 10 |
122-032 |
121-090 |
0-262 |
0.7% |
0-118 |
0.3% |
43% |
False |
False |
529,505 |
| 20 |
122-045 |
121-082 |
0-283 |
0.7% |
0-111 |
0.3% |
42% |
False |
False |
539,262 |
| 40 |
122-285 |
120-260 |
2-025 |
1.7% |
0-130 |
0.3% |
39% |
False |
False |
575,782 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-120 |
0.3% |
60% |
False |
False |
624,307 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-111 |
0.3% |
60% |
False |
False |
491,488 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-094 |
0.2% |
60% |
False |
False |
393,808 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-078 |
0.2% |
67% |
False |
False |
328,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-229 |
|
2.618 |
122-104 |
|
1.618 |
122-027 |
|
1.000 |
121-299 |
|
0.618 |
121-270 |
|
HIGH |
121-222 |
|
0.618 |
121-193 |
|
0.500 |
121-184 |
|
0.382 |
121-174 |
|
LOW |
121-145 |
|
0.618 |
121-097 |
|
1.000 |
121-068 |
|
1.618 |
121-020 |
|
2.618 |
120-263 |
|
4.250 |
120-138 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-196 |
121-194 |
| PP |
121-190 |
121-186 |
| S1 |
121-184 |
121-178 |
|