ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-155 |
121-145 |
-0-010 |
0.0% |
121-310 |
| High |
121-170 |
121-213 |
0-042 |
0.1% |
122-055 |
| Low |
121-118 |
121-138 |
0-020 |
0.1% |
121-158 |
| Close |
121-155 |
121-202 |
0-047 |
0.1% |
121-170 |
| Range |
0-053 |
0-075 |
0-022 |
42.8% |
0-218 |
| ATR |
0-091 |
0-090 |
-0-001 |
-1.3% |
0-000 |
| Volume |
16,471 |
13,060 |
-3,411 |
-20.7% |
18,043 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-089 |
122-061 |
121-244 |
|
| R3 |
122-014 |
121-306 |
121-223 |
|
| R2 |
121-259 |
121-259 |
121-216 |
|
| R1 |
121-231 |
121-231 |
121-209 |
121-245 |
| PP |
121-184 |
121-184 |
121-184 |
121-191 |
| S1 |
121-156 |
121-156 |
121-196 |
121-170 |
| S2 |
121-109 |
121-109 |
121-189 |
|
| S3 |
121-034 |
121-081 |
121-182 |
|
| S4 |
120-279 |
121-006 |
121-161 |
|
|
| 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% |
0-100 |
0.3% |
33% |
False |
False |
7,580 |
| 10 |
122-055 |
121-085 |
0-290 |
0.7% |
0-107 |
0.3% |
41% |
False |
False |
5,116 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-088 |
0.2% |
42% |
False |
False |
3,125 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-045 |
0.1% |
46% |
False |
False |
1,562 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-030 |
0.1% |
68% |
False |
False |
1,041 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-022 |
0.1% |
68% |
False |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-211 |
|
2.618 |
122-089 |
|
1.618 |
122-014 |
|
1.000 |
121-288 |
|
0.618 |
121-259 |
|
HIGH |
121-213 |
|
0.618 |
121-184 |
|
0.500 |
121-175 |
|
0.382 |
121-166 |
|
LOW |
121-138 |
|
0.618 |
121-091 |
|
1.000 |
121-062 |
|
1.618 |
121-016 |
|
2.618 |
120-261 |
|
4.250 |
120-139 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-193 |
121-239 |
| PP |
121-184 |
121-227 |
| S1 |
121-175 |
121-215 |
|