ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 01-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
121-295 |
121-310 |
0-015 |
0.0% |
121-120 |
High |
122-025 |
122-015 |
-0-010 |
0.0% |
122-025 |
Low |
121-145 |
121-265 |
0-120 |
0.3% |
121-085 |
Close |
122-010 |
121-305 |
-0-025 |
-0.1% |
122-010 |
Range |
0-200 |
0-070 |
-0-130 |
-65.0% |
0-260 |
ATR |
0-086 |
0-085 |
-0-001 |
-1.3% |
0-000 |
Volume |
1,450 |
1,604 |
154 |
10.6% |
7,800 |
|
Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-192 |
122-158 |
122-024 |
|
R3 |
122-122 |
122-088 |
122-004 |
|
R2 |
122-052 |
122-052 |
121-318 |
|
R1 |
122-018 |
122-018 |
121-311 |
122-000 |
PP |
121-302 |
121-302 |
121-302 |
121-292 |
S1 |
121-268 |
121-268 |
121-299 |
121-250 |
S2 |
121-232 |
121-232 |
121-292 |
|
S3 |
121-162 |
121-198 |
121-286 |
|
S4 |
121-092 |
121-128 |
121-266 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-073 |
123-302 |
122-153 |
|
R3 |
123-133 |
123-042 |
122-082 |
|
R2 |
122-193 |
122-193 |
122-058 |
|
R1 |
122-102 |
122-102 |
122-034 |
122-148 |
PP |
121-253 |
121-253 |
121-253 |
121-276 |
S1 |
121-162 |
121-162 |
121-306 |
121-208 |
S2 |
120-313 |
120-313 |
121-282 |
|
S3 |
120-053 |
120-222 |
121-259 |
|
S4 |
119-113 |
119-282 |
121-187 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-025 |
121-085 |
0-260 |
0.7% |
0-112 |
0.3% |
85% |
False |
False |
1,705 |
10 |
122-025 |
121-075 |
0-270 |
0.7% |
0-089 |
0.2% |
85% |
False |
False |
1,404 |
20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-060 |
0.2% |
56% |
False |
False |
826 |
40 |
122-162 |
120-238 |
1-245 |
1.4% |
0-030 |
0.1% |
69% |
False |
False |
413 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-020 |
0.1% |
79% |
False |
False |
275 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-015 |
0.0% |
79% |
False |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-313 |
2.618 |
122-198 |
1.618 |
122-128 |
1.000 |
122-085 |
0.618 |
122-058 |
HIGH |
122-015 |
0.618 |
121-308 |
0.500 |
121-300 |
0.382 |
121-292 |
LOW |
121-265 |
0.618 |
121-222 |
1.000 |
121-195 |
1.618 |
121-152 |
2.618 |
121-082 |
4.250 |
120-287 |
|
|
Fisher Pivots for day following 01-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
121-303 |
121-285 |
PP |
121-302 |
121-265 |
S1 |
121-300 |
121-245 |
|