ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
120-302 |
121-087 |
0-105 |
0.3% |
121-107 |
| High |
121-090 |
121-095 |
0-005 |
0.0% |
121-190 |
| Low |
120-290 |
121-022 |
0-052 |
0.1% |
120-292 |
| Close |
121-082 |
121-075 |
-0-007 |
0.0% |
120-297 |
| Range |
0-120 |
0-073 |
-0-047 |
-39.2% |
0-218 |
| ATR |
0-111 |
0-109 |
-0-003 |
-2.5% |
0-000 |
| Volume |
1,133,711 |
783,594 |
-350,117 |
-30.9% |
6,402,722 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-252 |
121-115 |
|
| R3 |
121-210 |
121-179 |
121-095 |
|
| R2 |
121-137 |
121-137 |
121-088 |
|
| R1 |
121-106 |
121-106 |
121-082 |
121-085 |
| PP |
121-064 |
121-064 |
121-064 |
121-054 |
| S1 |
121-033 |
121-033 |
121-068 |
121-012 |
| S2 |
120-311 |
120-311 |
121-062 |
|
| S3 |
120-238 |
120-280 |
121-055 |
|
| S4 |
120-165 |
120-207 |
121-035 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-060 |
122-237 |
121-097 |
|
| R3 |
122-162 |
122-019 |
121-037 |
|
| R2 |
121-264 |
121-264 |
121-017 |
|
| R1 |
121-121 |
121-121 |
120-317 |
121-084 |
| PP |
121-046 |
121-046 |
121-046 |
121-028 |
| S1 |
120-223 |
120-223 |
120-277 |
120-186 |
| S2 |
120-148 |
120-148 |
120-257 |
|
| S3 |
119-250 |
120-005 |
120-237 |
|
| S4 |
119-032 |
119-107 |
120-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-180 |
120-290 |
0-210 |
0.5% |
0-100 |
0.3% |
50% |
False |
False |
1,459,607 |
| 10 |
121-222 |
120-290 |
0-252 |
0.6% |
0-098 |
0.3% |
42% |
False |
False |
1,000,227 |
| 20 |
122-045 |
120-290 |
1-075 |
1.0% |
0-107 |
0.3% |
27% |
False |
False |
753,586 |
| 40 |
122-220 |
120-290 |
1-250 |
1.5% |
0-110 |
0.3% |
18% |
False |
False |
657,164 |
| 60 |
122-285 |
120-222 |
2-063 |
1.8% |
0-117 |
0.3% |
25% |
False |
False |
652,661 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-112 |
0.3% |
48% |
False |
False |
600,725 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-101 |
0.3% |
48% |
False |
False |
482,179 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-085 |
0.2% |
56% |
False |
False |
401,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-085 |
|
2.618 |
121-286 |
|
1.618 |
121-213 |
|
1.000 |
121-168 |
|
0.618 |
121-140 |
|
HIGH |
121-095 |
|
0.618 |
121-067 |
|
0.500 |
121-058 |
|
0.382 |
121-050 |
|
LOW |
121-022 |
|
0.618 |
120-297 |
|
1.000 |
120-269 |
|
1.618 |
120-224 |
|
2.618 |
120-151 |
|
4.250 |
120-032 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-070 |
121-074 |
| PP |
121-064 |
121-072 |
| S1 |
121-058 |
121-071 |
|