ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-060 |
121-180 |
0-120 |
0.3% |
120-302 |
| High |
121-200 |
121-215 |
0-015 |
0.0% |
121-162 |
| Low |
121-042 |
121-172 |
0-130 |
0.3% |
120-290 |
| Close |
121-185 |
121-185 |
0-000 |
0.0% |
121-080 |
| Range |
0-158 |
0-043 |
-0-115 |
-72.8% |
0-192 |
| ATR |
0-111 |
0-107 |
-0-005 |
-4.4% |
0-000 |
| Volume |
78,847 |
27,063 |
-51,784 |
-65.7% |
2,306,407 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-000 |
121-295 |
121-209 |
|
| R3 |
121-277 |
121-252 |
121-197 |
|
| R2 |
121-234 |
121-234 |
121-193 |
|
| R1 |
121-209 |
121-209 |
121-189 |
121-222 |
| PP |
121-191 |
121-191 |
121-191 |
121-197 |
| S1 |
121-166 |
121-166 |
121-181 |
121-178 |
| S2 |
121-148 |
121-148 |
121-177 |
|
| S3 |
121-105 |
121-123 |
121-173 |
|
| S4 |
121-062 |
121-080 |
121-161 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-007 |
122-235 |
121-186 |
|
| R3 |
122-135 |
122-043 |
121-133 |
|
| R2 |
121-263 |
121-263 |
121-115 |
|
| R1 |
121-171 |
121-171 |
121-098 |
121-217 |
| PP |
121-071 |
121-071 |
121-071 |
121-094 |
| S1 |
120-299 |
120-299 |
121-062 |
121-025 |
| S2 |
120-199 |
120-199 |
121-045 |
|
| S3 |
120-007 |
120-107 |
121-027 |
|
| S4 |
119-135 |
119-235 |
120-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
120-317 |
0-218 |
0.6% |
0-102 |
0.3% |
86% |
True |
False |
99,002 |
| 10 |
121-215 |
120-290 |
0-245 |
0.6% |
0-101 |
0.3% |
88% |
True |
False |
779,305 |
| 20 |
121-300 |
120-290 |
1-010 |
0.8% |
0-108 |
0.3% |
65% |
False |
False |
652,103 |
| 40 |
122-045 |
120-290 |
1-075 |
1.0% |
0-106 |
0.3% |
54% |
False |
False |
596,521 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-120 |
0.3% |
37% |
False |
False |
617,216 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-115 |
0.3% |
58% |
False |
False |
605,463 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-105 |
0.3% |
58% |
False |
False |
486,978 |
| 120 |
122-285 |
119-180 |
3-105 |
2.7% |
0-089 |
0.2% |
61% |
False |
False |
406,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-078 |
|
2.618 |
122-008 |
|
1.618 |
121-285 |
|
1.000 |
121-258 |
|
0.618 |
121-242 |
|
HIGH |
121-215 |
|
0.618 |
121-199 |
|
0.500 |
121-194 |
|
0.382 |
121-188 |
|
LOW |
121-172 |
|
0.618 |
121-145 |
|
1.000 |
121-129 |
|
1.618 |
121-102 |
|
2.618 |
121-059 |
|
4.250 |
120-309 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-194 |
121-163 |
| PP |
121-191 |
121-142 |
| S1 |
121-188 |
121-120 |
|