ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-182 |
121-097 |
-0-085 |
-0.2% |
121-060 |
| High |
121-192 |
121-102 |
-0-090 |
-0.2% |
121-215 |
| Low |
121-067 |
121-015 |
-0-052 |
-0.1% |
121-015 |
| Close |
121-075 |
121-030 |
-0-045 |
-0.1% |
121-030 |
| Range |
0-125 |
0-087 |
-0-038 |
-30.4% |
0-200 |
| ATR |
0-108 |
0-106 |
-0-001 |
-1.4% |
0-000 |
| Volume |
32,731 |
12,223 |
-20,508 |
-62.7% |
150,864 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-310 |
121-257 |
121-078 |
|
| R3 |
121-223 |
121-170 |
121-054 |
|
| R2 |
121-136 |
121-136 |
121-046 |
|
| R1 |
121-083 |
121-083 |
121-038 |
121-066 |
| PP |
121-049 |
121-049 |
121-049 |
121-040 |
| S1 |
120-316 |
120-316 |
121-022 |
120-299 |
| S2 |
120-282 |
120-282 |
121-014 |
|
| S3 |
120-195 |
120-229 |
121-006 |
|
| S4 |
120-108 |
120-142 |
120-302 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-047 |
122-238 |
121-140 |
|
| R3 |
122-167 |
122-038 |
121-085 |
|
| R2 |
121-287 |
121-287 |
121-067 |
|
| R1 |
121-158 |
121-158 |
121-048 |
121-122 |
| PP |
121-087 |
121-087 |
121-087 |
121-069 |
| S1 |
120-278 |
120-278 |
121-012 |
120-242 |
| S2 |
120-207 |
120-207 |
120-313 |
|
| S3 |
120-007 |
120-078 |
120-295 |
|
| S4 |
119-127 |
119-198 |
120-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
121-015 |
0-200 |
0.5% |
0-110 |
0.3% |
8% |
False |
True |
37,637 |
| 10 |
121-215 |
120-290 |
0-245 |
0.6% |
0-112 |
0.3% |
24% |
False |
False |
436,890 |
| 20 |
121-300 |
120-290 |
1-010 |
0.9% |
0-107 |
0.3% |
18% |
False |
False |
607,146 |
| 40 |
122-045 |
120-290 |
1-075 |
1.0% |
0-106 |
0.3% |
15% |
False |
False |
567,063 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-118 |
0.3% |
14% |
False |
False |
590,362 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-115 |
0.3% |
43% |
False |
False |
605,048 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-107 |
0.3% |
43% |
False |
False |
487,329 |
| 120 |
122-285 |
119-180 |
3-105 |
2.7% |
0-091 |
0.2% |
46% |
False |
False |
406,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-152 |
|
2.618 |
122-010 |
|
1.618 |
121-243 |
|
1.000 |
121-189 |
|
0.618 |
121-156 |
|
HIGH |
121-102 |
|
0.618 |
121-069 |
|
0.500 |
121-058 |
|
0.382 |
121-048 |
|
LOW |
121-015 |
|
0.618 |
120-281 |
|
1.000 |
120-248 |
|
1.618 |
120-194 |
|
2.618 |
120-107 |
|
4.250 |
119-285 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-058 |
121-115 |
| PP |
121-049 |
121-087 |
| S1 |
121-040 |
121-058 |
|