ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 03-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
121-267 |
121-270 |
0-003 |
0.0% |
121-120 |
High |
121-298 |
121-293 |
-0-005 |
0.0% |
122-025 |
Low |
121-207 |
121-227 |
0-020 |
0.1% |
121-085 |
Close |
121-278 |
121-285 |
0-007 |
0.0% |
122-010 |
Range |
0-090 |
0-065 |
-0-025 |
-27.8% |
0-260 |
ATR |
0-086 |
0-084 |
-0-001 |
-1.7% |
0-000 |
Volume |
8,068 |
1,921 |
-6,147 |
-76.2% |
7,800 |
|
Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-143 |
122-119 |
122-001 |
|
R3 |
122-078 |
122-054 |
121-303 |
|
R2 |
122-013 |
122-013 |
121-297 |
|
R1 |
121-309 |
121-309 |
121-291 |
122-001 |
PP |
121-268 |
121-268 |
121-268 |
121-274 |
S1 |
121-244 |
121-244 |
121-279 |
121-256 |
S2 |
121-203 |
121-203 |
121-273 |
|
S3 |
121-138 |
121-179 |
121-267 |
|
S4 |
121-073 |
121-114 |
121-249 |
|
|
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 |
121-145 |
0-200 |
0.5% |
0-098 |
0.2% |
70% |
False |
False |
2,852 |
10 |
122-025 |
121-075 |
0-270 |
0.7% |
0-100 |
0.3% |
78% |
False |
False |
2,315 |
20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-068 |
0.2% |
52% |
False |
False |
1,326 |
40 |
122-162 |
120-253 |
1-230 |
1.4% |
0-034 |
0.1% |
64% |
False |
False |
663 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-023 |
0.1% |
77% |
False |
False |
442 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-017 |
0.0% |
77% |
False |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-249 |
2.618 |
122-143 |
1.618 |
122-078 |
1.000 |
122-038 |
0.618 |
122-013 |
HIGH |
121-293 |
0.618 |
121-268 |
0.500 |
121-260 |
0.382 |
121-252 |
LOW |
121-227 |
0.618 |
121-187 |
1.000 |
121-162 |
1.618 |
121-122 |
2.618 |
121-057 |
4.250 |
120-271 |
|
|
Fisher Pivots for day following 03-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
121-277 |
121-280 |
PP |
121-268 |
121-276 |
S1 |
121-260 |
121-271 |
|