ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
121-145 |
121-240 |
0-095 |
0.2% |
121-310 |
High |
121-213 |
121-282 |
0-070 |
0.2% |
122-055 |
Low |
121-138 |
121-230 |
0-093 |
0.2% |
121-158 |
Close |
121-202 |
121-275 |
0-073 |
0.2% |
121-170 |
Range |
0-075 |
0-052 |
-0-023 |
-30.0% |
0-218 |
ATR |
0-090 |
0-089 |
-0-001 |
-0.8% |
0-000 |
Volume |
13,060 |
5,212 |
-7,848 |
-60.1% |
18,043 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-100 |
122-080 |
121-304 |
|
R3 |
122-047 |
122-027 |
121-289 |
|
R2 |
121-315 |
121-315 |
121-285 |
|
R1 |
121-295 |
121-295 |
121-280 |
121-305 |
PP |
121-263 |
121-263 |
121-263 |
121-268 |
S1 |
121-243 |
121-243 |
121-270 |
121-253 |
S2 |
121-210 |
121-210 |
121-265 |
|
S3 |
121-158 |
121-190 |
121-261 |
|
S4 |
121-105 |
121-138 |
121-246 |
|
|
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% |
0-097 |
0.2% |
61% |
False |
False |
8,238 |
10 |
122-055 |
121-118 |
0-258 |
0.7% |
0-097 |
0.2% |
61% |
False |
False |
5,545 |
20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-089 |
0.2% |
67% |
False |
False |
3,385 |
40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-046 |
0.1% |
60% |
False |
False |
1,692 |
60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-031 |
0.1% |
76% |
False |
False |
1,128 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-023 |
0.1% |
76% |
False |
False |
846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-186 |
2.618 |
122-100 |
1.618 |
122-047 |
1.000 |
122-015 |
0.618 |
121-315 |
HIGH |
121-282 |
0.618 |
121-262 |
0.500 |
121-256 |
0.382 |
121-250 |
LOW |
121-230 |
0.618 |
121-198 |
1.000 |
121-178 |
1.618 |
121-145 |
2.618 |
121-093 |
4.250 |
121-007 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
121-269 |
121-250 |
PP |
121-263 |
121-225 |
S1 |
121-256 |
121-200 |
|