ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-087 |
121-082 |
-0-005 |
0.0% |
121-080 |
| High |
121-093 |
121-120 |
0-027 |
0.1% |
121-193 |
| Low |
121-020 |
121-045 |
0-025 |
0.1% |
120-290 |
| Close |
121-075 |
121-080 |
0-005 |
0.0% |
120-293 |
| Range |
0-073 |
0-075 |
0-002 |
3.4% |
0-222 |
| ATR |
0-102 |
0-100 |
-0-002 |
-1.9% |
0-000 |
| Volume |
823,266 |
837,016 |
13,750 |
1.7% |
4,157,500 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-307 |
121-268 |
121-121 |
|
| R3 |
121-232 |
121-193 |
121-101 |
|
| R2 |
121-157 |
121-157 |
121-094 |
|
| R1 |
121-118 |
121-118 |
121-087 |
121-100 |
| PP |
121-082 |
121-082 |
121-082 |
121-072 |
| S1 |
121-043 |
121-043 |
121-073 |
121-025 |
| S2 |
121-007 |
121-007 |
121-066 |
|
| S3 |
120-252 |
120-288 |
121-059 |
|
| S4 |
120-177 |
120-213 |
121-039 |
|
|
| 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 |
121-173 |
120-285 |
0-208 |
0.5% |
0-108 |
0.3% |
55% |
False |
False |
1,109,912 |
| 10 |
121-222 |
120-285 |
0-258 |
0.7% |
0-096 |
0.2% |
45% |
False |
False |
680,592 |
| 20 |
122-055 |
120-285 |
1-090 |
1.1% |
0-106 |
0.3% |
28% |
False |
False |
349,245 |
| 40 |
122-162 |
120-285 |
1-198 |
1.3% |
0-087 |
0.2% |
22% |
False |
False |
175,285 |
| 60 |
122-162 |
120-253 |
1-230 |
1.4% |
0-058 |
0.1% |
27% |
False |
False |
116,857 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-044 |
0.1% |
53% |
False |
False |
87,642 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-035 |
0.1% |
53% |
False |
False |
70,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-119 |
|
2.618 |
121-316 |
|
1.618 |
121-241 |
|
1.000 |
121-195 |
|
0.618 |
121-166 |
|
HIGH |
121-120 |
|
0.618 |
121-091 |
|
0.500 |
121-082 |
|
0.382 |
121-074 |
|
LOW |
121-045 |
|
0.618 |
120-319 |
|
1.000 |
120-290 |
|
1.618 |
120-244 |
|
2.618 |
120-169 |
|
4.250 |
120-046 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-082 |
121-067 |
| PP |
121-082 |
121-055 |
| S1 |
121-081 |
121-042 |
|