ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 13-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
121-238 |
121-275 |
0-038 |
0.1% |
122-155 |
High |
121-238 |
121-300 |
0-062 |
0.2% |
122-162 |
Low |
121-238 |
121-275 |
0-038 |
0.1% |
122-113 |
Close |
121-238 |
121-275 |
0-038 |
0.1% |
122-127 |
Range |
0-000 |
0-025 |
0-025 |
|
0-050 |
ATR |
0-064 |
0-064 |
0-000 |
-0.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-038 |
122-022 |
121-289 |
|
R3 |
122-013 |
121-317 |
121-282 |
|
R2 |
121-308 |
121-308 |
121-280 |
|
R1 |
121-292 |
121-292 |
121-277 |
121-288 |
PP |
121-283 |
121-283 |
121-283 |
121-281 |
S1 |
121-267 |
121-267 |
121-273 |
121-263 |
S2 |
121-258 |
121-258 |
121-270 |
|
S3 |
121-233 |
121-242 |
121-268 |
|
S4 |
121-208 |
121-217 |
121-261 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-284 |
122-256 |
122-155 |
|
R3 |
122-234 |
122-206 |
122-141 |
|
R2 |
122-184 |
122-184 |
122-137 |
|
R1 |
122-156 |
122-156 |
122-132 |
122-145 |
PP |
122-134 |
122-134 |
122-134 |
122-129 |
S1 |
122-106 |
122-106 |
122-123 |
122-095 |
S2 |
122-084 |
122-084 |
122-118 |
|
S3 |
122-034 |
122-056 |
122-114 |
|
S4 |
121-304 |
122-006 |
122-100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-162 |
121-238 |
0-245 |
0.6% |
0-012 |
0.0% |
15% |
False |
False |
|
10 |
122-162 |
121-238 |
0-245 |
0.6% |
0-006 |
0.0% |
15% |
False |
False |
|
20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-003 |
0.0% |
60% |
False |
False |
|
40 |
122-162 |
119-260 |
2-222 |
2.2% |
0-002 |
0.0% |
76% |
False |
False |
|
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-001 |
0.0% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-086 |
2.618 |
122-045 |
1.618 |
122-020 |
1.000 |
122-005 |
0.618 |
121-315 |
HIGH |
121-300 |
0.618 |
121-290 |
0.500 |
121-288 |
0.382 |
121-285 |
LOW |
121-275 |
0.618 |
121-260 |
1.000 |
121-250 |
1.618 |
121-235 |
2.618 |
121-210 |
4.250 |
121-169 |
|
|
Fisher Pivots for day following 13-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
121-288 |
121-284 |
PP |
121-283 |
121-281 |
S1 |
121-279 |
121-278 |
|