ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
121-065 |
0-065 |
0.2% |
121-060 |
| High |
121-092 |
121-167 |
0-075 |
0.2% |
121-215 |
| Low |
121-000 |
121-050 |
0-050 |
0.1% |
121-015 |
| Close |
121-085 |
121-102 |
0-017 |
0.0% |
121-030 |
| Range |
0-092 |
0-117 |
0-025 |
27.2% |
0-200 |
| ATR |
0-108 |
0-109 |
0-001 |
0.6% |
0-000 |
| Volume |
16,891 |
9,793 |
-7,098 |
-42.0% |
150,864 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-137 |
122-077 |
121-166 |
|
| R3 |
122-020 |
121-280 |
121-134 |
|
| R2 |
121-223 |
121-223 |
121-123 |
|
| R1 |
121-163 |
121-163 |
121-113 |
121-193 |
| PP |
121-106 |
121-106 |
121-106 |
121-122 |
| S1 |
121-046 |
121-046 |
121-091 |
121-076 |
| S2 |
120-309 |
120-309 |
121-081 |
|
| S3 |
120-192 |
120-249 |
121-070 |
|
| S4 |
120-075 |
120-132 |
121-038 |
|
|
| 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 |
121-167 |
120-285 |
0-202 |
0.5% |
0-106 |
0.3% |
68% |
True |
False |
15,715 |
| 10 |
121-215 |
120-285 |
0-250 |
0.6% |
0-110 |
0.3% |
55% |
False |
False |
35,203 |
| 20 |
121-222 |
120-285 |
0-257 |
0.7% |
0-102 |
0.3% |
53% |
False |
False |
496,444 |
| 40 |
122-045 |
120-285 |
1-080 |
1.0% |
0-108 |
0.3% |
34% |
False |
False |
522,964 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-120 |
0.3% |
24% |
False |
False |
548,860 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-115 |
0.3% |
50% |
False |
False |
595,681 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-109 |
0.3% |
50% |
False |
False |
487,792 |
| 120 |
122-285 |
119-235 |
3-050 |
2.6% |
0-095 |
0.2% |
50% |
False |
False |
406,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-024 |
|
2.618 |
122-153 |
|
1.618 |
122-036 |
|
1.000 |
121-284 |
|
0.618 |
121-239 |
|
HIGH |
121-167 |
|
0.618 |
121-122 |
|
0.500 |
121-108 |
|
0.382 |
121-095 |
|
LOW |
121-050 |
|
0.618 |
120-298 |
|
1.000 |
120-253 |
|
1.618 |
120-181 |
|
2.618 |
120-064 |
|
4.250 |
119-193 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-108 |
121-090 |
| PP |
121-106 |
121-078 |
| S1 |
121-104 |
121-066 |
|