ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 08-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
122-038 |
121-155 |
-0-202 |
-0.5% |
121-310 |
High |
122-040 |
121-170 |
-0-190 |
-0.5% |
122-055 |
Low |
121-158 |
121-118 |
-0-040 |
-0.1% |
121-158 |
Close |
121-170 |
121-155 |
-0-015 |
0.0% |
121-170 |
Range |
0-202 |
0-053 |
-0-150 |
-74.1% |
0-218 |
ATR |
0-094 |
0-091 |
-0-003 |
-3.2% |
0-000 |
Volume |
3,709 |
16,471 |
12,762 |
344.1% |
18,043 |
|
Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-305 |
121-283 |
121-184 |
|
R3 |
121-253 |
121-230 |
121-169 |
|
R2 |
121-200 |
121-200 |
121-165 |
|
R1 |
121-178 |
121-178 |
121-160 |
121-181 |
PP |
121-148 |
121-148 |
121-148 |
121-149 |
S1 |
121-125 |
121-125 |
121-150 |
121-129 |
S2 |
121-095 |
121-095 |
121-145 |
|
S3 |
121-042 |
121-072 |
121-141 |
|
S4 |
120-310 |
121-020 |
121-126 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-247 |
123-106 |
121-290 |
|
R3 |
123-029 |
122-208 |
121-230 |
|
R2 |
122-132 |
122-132 |
121-210 |
|
R1 |
121-311 |
121-311 |
121-190 |
121-273 |
PP |
121-234 |
121-234 |
121-234 |
121-215 |
S1 |
121-093 |
121-093 |
121-150 |
121-055 |
S2 |
121-017 |
121-017 |
121-130 |
|
S3 |
120-119 |
120-196 |
121-110 |
|
S4 |
119-222 |
119-298 |
121-050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-055 |
121-118 |
0-258 |
0.7% |
0-103 |
0.3% |
15% |
False |
True |
6,582 |
10 |
122-055 |
121-085 |
0-290 |
0.7% |
0-107 |
0.3% |
24% |
False |
False |
4,143 |
20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-084 |
0.2% |
27% |
False |
False |
2,472 |
40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-043 |
0.1% |
37% |
False |
False |
1,236 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-029 |
0.1% |
62% |
False |
False |
824 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-022 |
0.1% |
62% |
False |
False |
618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-073 |
2.618 |
121-307 |
1.618 |
121-255 |
1.000 |
121-223 |
0.618 |
121-202 |
HIGH |
121-170 |
0.618 |
121-150 |
0.500 |
121-144 |
0.382 |
121-138 |
LOW |
121-118 |
0.618 |
121-085 |
1.000 |
121-065 |
1.618 |
121-033 |
2.618 |
120-300 |
4.250 |
120-214 |
|
|
Fisher Pivots for day following 08-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
121-151 |
121-246 |
PP |
121-148 |
121-216 |
S1 |
121-144 |
121-185 |
|