ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 22-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
121-180 |
121-127 |
-0-053 |
-0.1% |
121-187 |
High |
121-198 |
121-230 |
0-033 |
0.1% |
121-230 |
Low |
121-075 |
121-125 |
0-050 |
0.1% |
121-075 |
Close |
121-187 |
121-158 |
-0-030 |
-0.1% |
121-158 |
Range |
0-122 |
0-105 |
-0-017 |
-14.3% |
0-155 |
ATR |
0-072 |
0-074 |
0-002 |
3.3% |
0-000 |
Volume |
968 |
2,794 |
1,826 |
188.6% |
5,246 |
|
Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-166 |
122-107 |
121-215 |
|
R3 |
122-061 |
122-002 |
121-186 |
|
R2 |
121-276 |
121-276 |
121-177 |
|
R1 |
121-217 |
121-217 |
121-167 |
121-246 |
PP |
121-171 |
121-171 |
121-171 |
121-186 |
S1 |
121-112 |
121-112 |
121-148 |
121-141 |
S2 |
121-066 |
121-066 |
121-138 |
|
S3 |
120-281 |
121-007 |
121-129 |
|
S4 |
120-176 |
120-222 |
121-100 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-299 |
122-223 |
121-243 |
|
R3 |
122-144 |
122-068 |
121-200 |
|
R2 |
121-309 |
121-309 |
121-186 |
|
R1 |
121-233 |
121-233 |
121-172 |
121-194 |
PP |
121-154 |
121-154 |
121-154 |
121-134 |
S1 |
121-078 |
121-078 |
121-143 |
121-039 |
S2 |
120-319 |
120-319 |
121-129 |
|
S3 |
120-164 |
120-243 |
121-115 |
|
S4 |
120-009 |
120-088 |
121-072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-230 |
121-075 |
0-155 |
0.4% |
0-072 |
0.2% |
53% |
True |
False |
1,049 |
10 |
122-010 |
121-075 |
0-255 |
0.7% |
0-056 |
0.1% |
32% |
False |
False |
712 |
20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-030 |
0.1% |
20% |
False |
False |
356 |
40 |
122-162 |
119-295 |
2-187 |
2.1% |
0-015 |
0.0% |
61% |
False |
False |
178 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-010 |
0.0% |
62% |
False |
False |
118 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-007 |
0.0% |
62% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-036 |
2.618 |
122-185 |
1.618 |
122-080 |
1.000 |
122-015 |
0.618 |
121-295 |
HIGH |
121-230 |
0.618 |
121-190 |
0.500 |
121-178 |
0.382 |
121-165 |
LOW |
121-125 |
0.618 |
121-060 |
1.000 |
121-020 |
1.618 |
120-275 |
2.618 |
120-170 |
4.250 |
119-319 |
|
|
Fisher Pivots for day following 22-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
121-178 |
121-156 |
PP |
121-171 |
121-154 |
S1 |
121-164 |
121-153 |
|