ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-165 |
121-162 |
-0-003 |
0.0% |
121-225 |
| High |
121-190 |
121-180 |
-0-010 |
0.0% |
121-265 |
| Low |
121-127 |
121-135 |
0-008 |
0.0% |
121-090 |
| Close |
121-150 |
121-152 |
0-002 |
0.0% |
121-122 |
| Range |
0-063 |
0-045 |
-0-018 |
-28.6% |
0-175 |
| ATR |
0-112 |
0-107 |
-0-005 |
-4.3% |
0-000 |
| Volume |
554,113 |
1,337,551 |
783,438 |
141.4% |
2,706,776 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-291 |
121-266 |
121-177 |
|
| R3 |
121-246 |
121-221 |
121-164 |
|
| R2 |
121-201 |
121-201 |
121-160 |
|
| R1 |
121-176 |
121-176 |
121-156 |
121-166 |
| PP |
121-156 |
121-156 |
121-156 |
121-150 |
| S1 |
121-131 |
121-131 |
121-148 |
121-121 |
| S2 |
121-111 |
121-111 |
121-144 |
|
| S3 |
121-066 |
121-086 |
121-140 |
|
| S4 |
121-021 |
121-041 |
121-127 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-044 |
122-258 |
121-218 |
|
| R3 |
122-189 |
122-083 |
121-170 |
|
| R2 |
122-014 |
122-014 |
121-154 |
|
| R1 |
121-228 |
121-228 |
121-138 |
121-194 |
| PP |
121-159 |
121-159 |
121-159 |
121-142 |
| S1 |
121-053 |
121-053 |
121-106 |
121-018 |
| S2 |
120-304 |
120-304 |
121-090 |
|
| S3 |
120-129 |
120-198 |
121-074 |
|
| S4 |
119-274 |
120-023 |
121-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-222 |
121-065 |
0-157 |
0.4% |
0-082 |
0.2% |
55% |
False |
False |
672,417 |
| 10 |
121-300 |
121-065 |
0-235 |
0.6% |
0-110 |
0.3% |
37% |
False |
False |
616,636 |
| 20 |
122-045 |
121-065 |
0-300 |
0.8% |
0-107 |
0.3% |
29% |
False |
False |
575,023 |
| 40 |
122-220 |
121-065 |
1-155 |
1.2% |
0-113 |
0.3% |
18% |
False |
False |
568,062 |
| 60 |
122-285 |
119-300 |
2-305 |
2.4% |
0-118 |
0.3% |
52% |
False |
False |
603,474 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-111 |
0.3% |
55% |
False |
False |
527,271 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-097 |
0.3% |
55% |
False |
False |
422,709 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-081 |
0.2% |
63% |
False |
False |
352,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-051 |
|
2.618 |
121-298 |
|
1.618 |
121-253 |
|
1.000 |
121-225 |
|
0.618 |
121-208 |
|
HIGH |
121-180 |
|
0.618 |
121-163 |
|
0.500 |
121-158 |
|
0.382 |
121-152 |
|
LOW |
121-135 |
|
0.618 |
121-107 |
|
1.000 |
121-090 |
|
1.618 |
121-062 |
|
2.618 |
121-017 |
|
4.250 |
120-264 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-158 |
121-144 |
| PP |
121-156 |
121-136 |
| S1 |
121-154 |
121-128 |
|