ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-075 |
121-000 |
-0-075 |
-0.2% |
121-060 |
| High |
121-117 |
121-092 |
-0-025 |
-0.1% |
121-215 |
| Low |
120-285 |
121-000 |
0-035 |
0.1% |
121-015 |
| Close |
120-307 |
121-085 |
0-098 |
0.3% |
121-030 |
| Range |
0-152 |
0-092 |
-0-060 |
-39.5% |
0-200 |
| ATR |
0-108 |
0-108 |
0-000 |
-0.2% |
0-000 |
| Volume |
14,541 |
16,891 |
2,350 |
16.2% |
150,864 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-015 |
121-302 |
121-136 |
|
| R3 |
121-243 |
121-210 |
121-110 |
|
| R2 |
121-151 |
121-151 |
121-102 |
|
| R1 |
121-118 |
121-118 |
121-093 |
121-134 |
| PP |
121-059 |
121-059 |
121-059 |
121-067 |
| S1 |
121-026 |
121-026 |
121-077 |
121-042 |
| S2 |
120-287 |
120-287 |
121-068 |
|
| S3 |
120-195 |
120-254 |
121-060 |
|
| S4 |
120-103 |
120-162 |
121-034 |
|
|
| 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 |
121-192 |
120-285 |
0-227 |
0.6% |
0-108 |
0.3% |
53% |
False |
False |
20,302 |
| 10 |
121-215 |
120-285 |
0-250 |
0.6% |
0-105 |
0.3% |
48% |
False |
False |
59,652 |
| 20 |
121-222 |
120-285 |
0-257 |
0.7% |
0-102 |
0.3% |
47% |
False |
False |
529,939 |
| 40 |
122-045 |
120-285 |
1-080 |
1.0% |
0-107 |
0.3% |
30% |
False |
False |
532,942 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-120 |
0.3% |
22% |
False |
False |
556,945 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-115 |
0.3% |
49% |
False |
False |
601,219 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-108 |
0.3% |
49% |
False |
False |
487,741 |
| 120 |
122-285 |
119-235 |
3-050 |
2.6% |
0-094 |
0.2% |
49% |
False |
False |
406,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-163 |
|
2.618 |
122-013 |
|
1.618 |
121-241 |
|
1.000 |
121-184 |
|
0.618 |
121-149 |
|
HIGH |
121-092 |
|
0.618 |
121-057 |
|
0.500 |
121-046 |
|
0.382 |
121-035 |
|
LOW |
121-000 |
|
0.618 |
120-263 |
|
1.000 |
120-228 |
|
1.618 |
120-171 |
|
2.618 |
120-079 |
|
4.250 |
119-249 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-072 |
121-070 |
| PP |
121-059 |
121-056 |
| S1 |
121-046 |
121-041 |
|