ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-110 |
120-298 |
-0-133 |
-0.3% |
121-080 |
| High |
121-173 |
121-087 |
-0-085 |
-0.2% |
121-193 |
| Low |
120-290 |
120-285 |
-0-005 |
0.0% |
120-290 |
| Close |
120-293 |
121-080 |
0-107 |
0.3% |
120-293 |
| Range |
0-202 |
0-122 |
-0-080 |
-39.5% |
0-222 |
| ATR |
0-102 |
0-104 |
0-001 |
1.4% |
0-000 |
| Volume |
1,301,866 |
904,044 |
-397,822 |
-30.6% |
4,157,500 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-092 |
122-048 |
121-147 |
|
| R3 |
121-289 |
121-246 |
121-114 |
|
| R2 |
121-167 |
121-167 |
121-102 |
|
| R1 |
121-123 |
121-123 |
121-091 |
121-145 |
| PP |
121-044 |
121-044 |
121-044 |
121-055 |
| S1 |
121-001 |
121-001 |
121-069 |
121-022 |
| S2 |
120-242 |
120-242 |
121-058 |
|
| S3 |
120-119 |
120-198 |
121-046 |
|
| S4 |
119-317 |
120-076 |
121-013 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-073 |
122-245 |
121-095 |
|
| R3 |
122-170 |
122-023 |
121-034 |
|
| R2 |
121-268 |
121-268 |
121-013 |
|
| R1 |
121-120 |
121-120 |
120-313 |
121-083 |
| PP |
121-045 |
121-045 |
121-045 |
121-026 |
| S1 |
120-218 |
120-218 |
120-272 |
120-180 |
| S2 |
120-143 |
120-143 |
120-252 |
|
| S3 |
119-240 |
119-315 |
120-231 |
|
| S4 |
119-018 |
119-093 |
120-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-193 |
120-285 |
0-228 |
0.6% |
0-100 |
0.3% |
51% |
False |
True |
994,831 |
| 10 |
121-253 |
120-285 |
0-288 |
0.7% |
0-108 |
0.3% |
40% |
False |
True |
522,851 |
| 20 |
122-055 |
120-285 |
1-090 |
1.1% |
0-106 |
0.3% |
28% |
False |
True |
266,731 |
| 40 |
122-162 |
120-285 |
1-198 |
1.3% |
0-083 |
0.2% |
22% |
False |
True |
133,778 |
| 60 |
122-162 |
120-238 |
1-245 |
1.5% |
0-056 |
0.1% |
29% |
False |
False |
89,185 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-042 |
0.1% |
53% |
False |
False |
66,889 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-033 |
0.1% |
53% |
False |
False |
53,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-288 |
|
2.618 |
122-088 |
|
1.618 |
121-286 |
|
1.000 |
121-210 |
|
0.618 |
121-163 |
|
HIGH |
121-087 |
|
0.618 |
121-041 |
|
0.500 |
121-026 |
|
0.382 |
121-012 |
|
LOW |
120-285 |
|
0.618 |
120-209 |
|
1.000 |
120-162 |
|
1.618 |
120-087 |
|
2.618 |
119-284 |
|
4.250 |
119-084 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-062 |
121-076 |
| PP |
121-044 |
121-073 |
| S1 |
121-026 |
121-069 |
|