ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-097 |
121-025 |
-0-072 |
-0.2% |
121-060 |
| High |
121-102 |
121-085 |
-0-017 |
0.0% |
121-215 |
| Low |
121-015 |
121-002 |
-0-013 |
0.0% |
121-015 |
| Close |
121-030 |
121-067 |
0-037 |
0.1% |
121-030 |
| Range |
0-087 |
0-083 |
-0-004 |
-4.6% |
0-200 |
| ATR |
0-106 |
0-105 |
-0-002 |
-1.6% |
0-000 |
| Volume |
12,223 |
25,128 |
12,905 |
105.6% |
150,864 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-300 |
121-267 |
121-113 |
|
| R3 |
121-217 |
121-184 |
121-090 |
|
| R2 |
121-134 |
121-134 |
121-082 |
|
| R1 |
121-101 |
121-101 |
121-075 |
121-118 |
| PP |
121-051 |
121-051 |
121-051 |
121-060 |
| S1 |
121-018 |
121-018 |
121-059 |
121-034 |
| S2 |
120-288 |
120-288 |
121-052 |
|
| S3 |
120-205 |
120-255 |
121-044 |
|
| S4 |
120-122 |
120-172 |
121-021 |
|
|
| 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 |
121-002 |
0-213 |
0.5% |
0-099 |
0.3% |
31% |
False |
True |
35,198 |
| 10 |
121-215 |
120-290 |
0-245 |
0.6% |
0-100 |
0.3% |
40% |
False |
False |
248,239 |
| 20 |
121-265 |
120-290 |
0-295 |
0.8% |
0-102 |
0.3% |
33% |
False |
False |
579,594 |
| 40 |
122-045 |
120-290 |
1-075 |
1.0% |
0-105 |
0.3% |
25% |
False |
False |
551,066 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-118 |
0.3% |
19% |
False |
False |
575,367 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-114 |
0.3% |
47% |
False |
False |
603,889 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-107 |
0.3% |
47% |
False |
False |
487,545 |
| 120 |
122-285 |
119-235 |
3-050 |
2.6% |
0-092 |
0.2% |
47% |
False |
False |
406,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-118 |
|
2.618 |
121-302 |
|
1.618 |
121-219 |
|
1.000 |
121-168 |
|
0.618 |
121-136 |
|
HIGH |
121-085 |
|
0.618 |
121-053 |
|
0.500 |
121-044 |
|
0.382 |
121-034 |
|
LOW |
121-002 |
|
0.618 |
120-271 |
|
1.000 |
120-239 |
|
1.618 |
120-188 |
|
2.618 |
120-105 |
|
4.250 |
119-289 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-059 |
121-097 |
| PP |
121-051 |
121-087 |
| S1 |
121-044 |
121-077 |
|