ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-162 |
121-147 |
-0-015 |
0.0% |
121-225 |
| High |
121-180 |
121-165 |
-0-015 |
0.0% |
121-265 |
| Low |
121-135 |
121-102 |
-0-033 |
-0.1% |
121-090 |
| Close |
121-152 |
121-120 |
-0-032 |
-0.1% |
121-122 |
| Range |
0-045 |
0-063 |
0-018 |
40.0% |
0-175 |
| ATR |
0-107 |
0-104 |
-0-003 |
-2.9% |
0-000 |
| Volume |
1,337,551 |
2,131,553 |
794,002 |
59.4% |
2,706,776 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-318 |
121-282 |
121-155 |
|
| R3 |
121-255 |
121-219 |
121-137 |
|
| R2 |
121-192 |
121-192 |
121-132 |
|
| R1 |
121-156 |
121-156 |
121-126 |
121-142 |
| PP |
121-129 |
121-129 |
121-129 |
121-122 |
| S1 |
121-093 |
121-093 |
121-114 |
121-080 |
| S2 |
121-066 |
121-066 |
121-108 |
|
| S3 |
121-003 |
121-030 |
121-103 |
|
| S4 |
120-260 |
120-287 |
121-085 |
|
|
| 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 |
121-215 |
121-065 |
0-150 |
0.4% |
0-080 |
0.2% |
37% |
False |
False |
1,004,349 |
| 10 |
121-300 |
121-065 |
0-235 |
0.6% |
0-102 |
0.3% |
23% |
False |
False |
777,402 |
| 20 |
122-045 |
121-065 |
0-300 |
0.8% |
0-106 |
0.3% |
18% |
False |
False |
657,122 |
| 40 |
122-220 |
121-065 |
1-155 |
1.2% |
0-112 |
0.3% |
12% |
False |
False |
608,474 |
| 60 |
122-285 |
119-305 |
2-300 |
2.4% |
0-117 |
0.3% |
48% |
False |
False |
627,397 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-111 |
0.3% |
52% |
False |
False |
553,826 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-098 |
0.3% |
52% |
False |
False |
443,976 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-082 |
0.2% |
60% |
False |
False |
370,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-113 |
|
2.618 |
122-010 |
|
1.618 |
121-267 |
|
1.000 |
121-228 |
|
0.618 |
121-204 |
|
HIGH |
121-165 |
|
0.618 |
121-141 |
|
0.500 |
121-134 |
|
0.382 |
121-126 |
|
LOW |
121-102 |
|
0.618 |
121-063 |
|
1.000 |
121-039 |
|
1.618 |
121-000 |
|
2.618 |
120-257 |
|
4.250 |
120-154 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-134 |
121-146 |
| PP |
121-129 |
121-137 |
| S1 |
121-124 |
121-129 |
|