ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-240 |
121-267 |
0-027 |
0.1% |
121-310 |
| High |
121-282 |
121-278 |
-0-005 |
0.0% |
122-055 |
| Low |
121-230 |
121-127 |
-0-103 |
-0.3% |
121-158 |
| Close |
121-275 |
121-133 |
-0-142 |
-0.4% |
121-170 |
| Range |
0-052 |
0-150 |
0-098 |
185.9% |
0-218 |
| ATR |
0-089 |
0-094 |
0-004 |
4.9% |
0-000 |
| Volume |
5,212 |
5,462 |
250 |
4.8% |
18,043 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-309 |
122-211 |
121-215 |
|
| R3 |
122-159 |
122-061 |
121-174 |
|
| R2 |
122-009 |
122-009 |
121-160 |
|
| R1 |
121-231 |
121-231 |
121-146 |
121-205 |
| PP |
121-179 |
121-179 |
121-179 |
121-166 |
| S1 |
121-081 |
121-081 |
121-119 |
121-055 |
| S2 |
121-029 |
121-029 |
121-105 |
|
| S3 |
120-199 |
120-251 |
121-091 |
|
| S4 |
120-049 |
120-101 |
121-050 |
|
|
| 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 |
122-040 |
121-118 |
0-242 |
0.6% |
0-107 |
0.3% |
6% |
False |
False |
8,782 |
| 10 |
122-055 |
121-118 |
0-258 |
0.7% |
0-106 |
0.3% |
6% |
False |
False |
5,969 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-094 |
0.2% |
19% |
False |
False |
3,577 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-050 |
0.1% |
33% |
False |
False |
1,829 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-033 |
0.1% |
59% |
False |
False |
1,219 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-025 |
0.1% |
59% |
False |
False |
914 |
| 100 |
122-162 |
119-180 |
2-302 |
2.4% |
0-020 |
0.1% |
63% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-275 |
|
2.618 |
123-030 |
|
1.618 |
122-200 |
|
1.000 |
122-108 |
|
0.618 |
122-050 |
|
HIGH |
121-278 |
|
0.618 |
121-220 |
|
0.500 |
121-202 |
|
0.382 |
121-185 |
|
LOW |
121-127 |
|
0.618 |
121-035 |
|
1.000 |
120-297 |
|
1.618 |
120-205 |
|
2.618 |
120-055 |
|
4.250 |
119-130 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-202 |
121-205 |
| PP |
121-179 |
121-181 |
| S1 |
121-156 |
121-157 |
|