ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-102 |
121-133 |
0-030 |
0.1% |
121-187 |
| High |
121-165 |
121-233 |
0-068 |
0.2% |
121-230 |
| Low |
121-087 |
121-085 |
-0-002 |
0.0% |
121-075 |
| Close |
121-133 |
121-222 |
0-090 |
0.2% |
121-158 |
| Range |
0-078 |
0-148 |
0-070 |
90.3% |
0-155 |
| ATR |
0-073 |
0-079 |
0-005 |
7.2% |
0-000 |
| Volume |
3,337 |
918 |
-2,419 |
-72.5% |
5,246 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-303 |
122-250 |
121-304 |
|
| R3 |
122-155 |
122-103 |
121-263 |
|
| R2 |
122-008 |
122-008 |
121-250 |
|
| R1 |
121-275 |
121-275 |
121-236 |
121-301 |
| PP |
121-180 |
121-180 |
121-180 |
121-193 |
| S1 |
121-127 |
121-127 |
121-209 |
121-154 |
| S2 |
121-032 |
121-032 |
121-195 |
|
| S3 |
120-205 |
120-300 |
121-182 |
|
| S4 |
120-057 |
120-152 |
121-141 |
|
|
| 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 |
121-233 |
121-075 |
0-158 |
0.4% |
0-102 |
0.3% |
94% |
True |
False |
1,778 |
| 10 |
121-245 |
121-075 |
0-170 |
0.4% |
0-082 |
0.2% |
87% |
False |
False |
1,225 |
| 20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-044 |
0.1% |
36% |
False |
False |
613 |
| 40 |
122-162 |
119-295 |
2-187 |
2.1% |
0-022 |
0.1% |
69% |
False |
False |
306 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-015 |
0.0% |
70% |
False |
False |
204 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-011 |
0.0% |
70% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-219 |
|
2.618 |
122-299 |
|
1.618 |
122-151 |
|
1.000 |
122-060 |
|
0.618 |
122-004 |
|
HIGH |
121-233 |
|
0.618 |
121-176 |
|
0.500 |
121-159 |
|
0.382 |
121-141 |
|
LOW |
121-085 |
|
0.618 |
120-314 |
|
1.000 |
120-257 |
|
1.618 |
120-166 |
|
2.618 |
120-019 |
|
4.250 |
119-098 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-201 |
121-201 |
| PP |
121-180 |
121-180 |
| S1 |
121-159 |
121-159 |
|