ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 25-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
121-167 |
121-153 |
-0-015 |
0.0% |
121-233 |
High |
121-187 |
121-167 |
-0-020 |
-0.1% |
121-253 |
Low |
121-142 |
121-100 |
-0-042 |
-0.1% |
121-093 |
Close |
121-160 |
121-122 |
-0-038 |
-0.1% |
121-122 |
Range |
0-045 |
0-067 |
0-022 |
50.0% |
0-160 |
ATR |
0-097 |
0-095 |
-0-002 |
-2.2% |
0-000 |
Volume |
898,172 |
1,683,369 |
785,197 |
87.4% |
190,575 |
|
Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-012 |
121-295 |
121-160 |
|
R3 |
121-265 |
121-227 |
121-141 |
|
R2 |
121-197 |
121-197 |
121-135 |
|
R1 |
121-160 |
121-160 |
121-129 |
121-145 |
PP |
121-130 |
121-130 |
121-130 |
121-122 |
S1 |
121-093 |
121-093 |
121-116 |
121-078 |
S2 |
121-063 |
121-063 |
121-110 |
|
S3 |
120-315 |
121-025 |
121-104 |
|
S4 |
120-248 |
120-278 |
121-085 |
|
|
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 |
121-210 |
121-060 |
0-150 |
0.4% |
0-082 |
0.2% |
42% |
False |
False |
581,952 |
10 |
121-300 |
121-060 |
0-240 |
0.6% |
0-101 |
0.3% |
26% |
False |
False |
307,206 |
20 |
122-055 |
121-060 |
0-315 |
0.8% |
0-104 |
0.3% |
20% |
False |
False |
156,588 |
40 |
122-162 |
121-060 |
1-102 |
1.1% |
0-075 |
0.2% |
15% |
False |
False |
78,631 |
60 |
122-162 |
120-027 |
2-135 |
2.0% |
0-050 |
0.1% |
54% |
False |
False |
52,420 |
80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-038 |
0.1% |
58% |
False |
False |
39,315 |
100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-030 |
0.1% |
58% |
False |
False |
31,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-134 |
2.618 |
122-024 |
1.618 |
121-277 |
1.000 |
121-235 |
0.618 |
121-209 |
HIGH |
121-167 |
0.618 |
121-142 |
0.500 |
121-134 |
0.382 |
121-126 |
LOW |
121-100 |
0.618 |
121-058 |
1.000 |
121-033 |
1.618 |
120-311 |
2.618 |
120-243 |
4.250 |
120-133 |
|
|
Fisher Pivots for day following 25-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
121-134 |
121-146 |
PP |
121-130 |
121-138 |
S1 |
121-126 |
121-130 |
|