ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-190 |
121-198 |
0-007 |
0.0% |
121-233 |
| High |
121-222 |
121-210 |
-0-012 |
0.0% |
121-253 |
| Low |
121-147 |
121-095 |
-0-052 |
-0.1% |
121-093 |
| Close |
121-202 |
121-122 |
-0-080 |
-0.2% |
121-122 |
| Range |
0-075 |
0-115 |
0-040 |
53.3% |
0-160 |
| ATR |
0-102 |
0-103 |
0-001 |
0.9% |
0-000 |
| Volume |
29,970 |
54,127 |
24,157 |
80.6% |
190,575 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-168 |
122-100 |
121-186 |
|
| R3 |
122-053 |
121-305 |
121-154 |
|
| R2 |
121-258 |
121-258 |
121-144 |
|
| R1 |
121-190 |
121-190 |
121-133 |
121-166 |
| PP |
121-143 |
121-143 |
121-143 |
121-131 |
| S1 |
121-075 |
121-075 |
121-112 |
121-051 |
| S2 |
121-027 |
121-027 |
121-101 |
|
| S3 |
120-232 |
120-280 |
121-091 |
|
| S4 |
120-117 |
120-165 |
121-059 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-316 |
122-219 |
121-210 |
|
| R3 |
122-156 |
122-059 |
121-166 |
|
| R2 |
121-316 |
121-316 |
121-152 |
|
| R1 |
121-219 |
121-219 |
121-137 |
121-188 |
| PP |
121-156 |
121-156 |
121-156 |
121-140 |
| S1 |
121-059 |
121-059 |
121-108 |
121-028 |
| S2 |
120-316 |
120-316 |
121-093 |
|
| S3 |
120-156 |
120-219 |
121-078 |
|
| S4 |
119-316 |
120-059 |
121-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-253 |
121-093 |
0-160 |
0.4% |
0-109 |
0.3% |
19% |
False |
False |
38,115 |
| 10 |
121-300 |
121-093 |
0-207 |
0.5% |
0-105 |
0.3% |
14% |
False |
False |
25,663 |
| 20 |
122-055 |
121-085 |
0-290 |
0.7% |
0-106 |
0.3% |
13% |
False |
False |
14,124 |
| 40 |
122-162 |
121-075 |
1-087 |
1.0% |
0-068 |
0.2% |
12% |
False |
False |
7,240 |
| 60 |
122-162 |
119-295 |
2-187 |
2.1% |
0-045 |
0.1% |
56% |
False |
False |
4,826 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-034 |
0.1% |
58% |
False |
False |
3,620 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-027 |
0.1% |
58% |
False |
False |
2,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-059 |
|
2.618 |
122-191 |
|
1.618 |
122-076 |
|
1.000 |
122-005 |
|
0.618 |
121-281 |
|
HIGH |
121-210 |
|
0.618 |
121-166 |
|
0.500 |
121-153 |
|
0.382 |
121-139 |
|
LOW |
121-095 |
|
0.618 |
121-024 |
|
1.000 |
120-300 |
|
1.618 |
120-229 |
|
2.618 |
120-114 |
|
4.250 |
119-246 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-153 |
121-158 |
| PP |
121-143 |
121-146 |
| S1 |
121-133 |
121-134 |
|