ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-158 |
121-102 |
-0-055 |
-0.1% |
122-010 |
| High |
121-180 |
121-120 |
-0-060 |
-0.2% |
122-010 |
| Low |
121-158 |
121-098 |
-0-060 |
-0.2% |
121-102 |
| Close |
121-170 |
121-118 |
-0-053 |
-0.1% |
121-113 |
| Range |
0-022 |
0-022 |
0-000 |
0.0% |
0-228 |
| ATR |
0-068 |
0-068 |
0-000 |
0.5% |
0-000 |
| Volume |
554 |
321 |
-233 |
-42.1% |
1,880 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-179 |
121-171 |
121-130 |
|
| R3 |
121-157 |
121-148 |
121-124 |
|
| R2 |
121-134 |
121-134 |
121-122 |
|
| R1 |
121-126 |
121-126 |
121-120 |
121-130 |
| PP |
121-112 |
121-112 |
121-112 |
121-114 |
| S1 |
121-103 |
121-103 |
121-115 |
121-108 |
| S2 |
121-089 |
121-089 |
121-113 |
|
| S3 |
121-067 |
121-081 |
121-111 |
|
| S4 |
121-044 |
121-058 |
121-105 |
|
|
| 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 |
121-245 |
121-098 |
0-147 |
0.4% |
0-061 |
0.2% |
14% |
False |
True |
672 |
| 10 |
122-162 |
121-098 |
1-065 |
1.0% |
0-037 |
0.1% |
5% |
False |
True |
336 |
| 20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-018 |
0.0% |
30% |
False |
False |
168 |
| 40 |
122-162 |
119-278 |
2-205 |
2.2% |
0-009 |
0.0% |
57% |
False |
False |
84 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-006 |
0.0% |
58% |
False |
False |
56 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-005 |
0.0% |
58% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-216 |
|
2.618 |
121-179 |
|
1.618 |
121-156 |
|
1.000 |
121-142 |
|
0.618 |
121-134 |
|
HIGH |
121-120 |
|
0.618 |
121-111 |
|
0.500 |
121-109 |
|
0.382 |
121-106 |
|
LOW |
121-098 |
|
0.618 |
121-084 |
|
1.000 |
121-075 |
|
1.618 |
121-061 |
|
2.618 |
121-039 |
|
4.250 |
121-002 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-115 |
121-142 |
| PP |
121-112 |
121-134 |
| S1 |
121-109 |
121-126 |
|