ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
121-187 |
121-158 |
-0-030 |
-0.1% |
122-010 |
High |
121-187 |
121-180 |
-0-007 |
0.0% |
122-010 |
Low |
121-102 |
121-158 |
0-055 |
0.1% |
121-102 |
Close |
121-147 |
121-170 |
0-023 |
0.1% |
121-113 |
Range |
0-085 |
0-022 |
-0-062 |
-73.5% |
0-228 |
ATR |
0-071 |
0-068 |
-0-003 |
-3.9% |
0-000 |
Volume |
609 |
554 |
-55 |
-9.0% |
1,880 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-237 |
121-226 |
121-182 |
|
R3 |
121-214 |
121-203 |
121-176 |
|
R2 |
121-192 |
121-192 |
121-174 |
|
R1 |
121-181 |
121-181 |
121-172 |
121-186 |
PP |
121-169 |
121-169 |
121-169 |
121-172 |
S1 |
121-158 |
121-158 |
121-168 |
121-164 |
S2 |
121-147 |
121-147 |
121-166 |
|
S3 |
121-124 |
121-136 |
121-164 |
|
S4 |
121-102 |
121-113 |
121-158 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-224 |
123-076 |
121-238 |
|
R3 |
122-317 |
122-168 |
121-175 |
|
R2 |
122-089 |
122-089 |
121-154 |
|
R1 |
121-261 |
121-261 |
121-133 |
121-221 |
PP |
121-182 |
121-182 |
121-182 |
121-162 |
S1 |
121-033 |
121-033 |
121-092 |
120-314 |
S2 |
120-274 |
120-274 |
121-071 |
|
S3 |
120-047 |
120-126 |
121-050 |
|
S4 |
119-139 |
119-218 |
120-307 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-300 |
121-102 |
0-198 |
0.5% |
0-062 |
0.2% |
34% |
False |
False |
608 |
10 |
122-162 |
121-102 |
1-060 |
1.0% |
0-034 |
0.1% |
18% |
False |
False |
304 |
20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-017 |
0.0% |
40% |
False |
False |
152 |
40 |
122-162 |
119-278 |
2-205 |
2.2% |
0-009 |
0.0% |
63% |
False |
False |
76 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-006 |
0.0% |
64% |
False |
False |
50 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-004 |
0.0% |
64% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-276 |
2.618 |
121-239 |
1.618 |
121-216 |
1.000 |
121-202 |
0.618 |
121-194 |
HIGH |
121-180 |
0.618 |
121-171 |
0.500 |
121-169 |
0.382 |
121-166 |
LOW |
121-158 |
0.618 |
121-144 |
1.000 |
121-135 |
1.618 |
121-121 |
2.618 |
121-099 |
4.250 |
121-062 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
121-170 |
121-168 |
PP |
121-169 |
121-167 |
S1 |
121-169 |
121-165 |
|