ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
121-052 |
-0-028 |
-0.1% |
121-107 |
| High |
121-110 |
121-102 |
-0-008 |
0.0% |
121-190 |
| Low |
121-042 |
120-317 |
-0-045 |
-0.1% |
120-292 |
| Close |
121-077 |
121-082 |
0-005 |
0.0% |
120-297 |
| Range |
0-068 |
0-105 |
0-037 |
54.4% |
0-218 |
| ATR |
0-106 |
0-106 |
0-000 |
0.0% |
0-000 |
| Volume |
254,282 |
97,496 |
-156,786 |
-61.7% |
6,402,722 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-055 |
122-014 |
121-140 |
|
| R3 |
121-270 |
121-229 |
121-111 |
|
| R2 |
121-165 |
121-165 |
121-101 |
|
| R1 |
121-124 |
121-124 |
121-092 |
121-144 |
| PP |
121-060 |
121-060 |
121-060 |
121-071 |
| S1 |
121-019 |
121-019 |
121-072 |
121-040 |
| S2 |
120-275 |
120-275 |
121-063 |
|
| S3 |
120-170 |
120-234 |
121-053 |
|
| S4 |
120-065 |
120-129 |
121-024 |
|
|
| 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 |
121-172 |
120-290 |
0-202 |
0.5% |
0-113 |
0.3% |
55% |
False |
False |
836,142 |
| 10 |
121-215 |
120-290 |
0-245 |
0.6% |
0-096 |
0.2% |
46% |
False |
False |
920,246 |
| 20 |
122-032 |
120-290 |
1-062 |
1.0% |
0-107 |
0.3% |
29% |
False |
False |
724,875 |
| 40 |
122-170 |
120-290 |
1-200 |
1.3% |
0-109 |
0.3% |
22% |
False |
False |
638,034 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-118 |
0.3% |
21% |
False |
False |
644,595 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-113 |
0.3% |
48% |
False |
False |
604,669 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-103 |
0.3% |
48% |
False |
False |
485,675 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-086 |
0.2% |
57% |
False |
False |
404,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-228 |
|
2.618 |
122-057 |
|
1.618 |
121-272 |
|
1.000 |
121-207 |
|
0.618 |
121-167 |
|
HIGH |
121-102 |
|
0.618 |
121-062 |
|
0.500 |
121-050 |
|
0.382 |
121-037 |
|
LOW |
120-317 |
|
0.618 |
120-252 |
|
1.000 |
120-212 |
|
1.618 |
120-147 |
|
2.618 |
120-042 |
|
4.250 |
119-191 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-071 |
121-072 |
| PP |
121-060 |
121-063 |
| S1 |
121-050 |
121-054 |
|