ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-082 |
121-053 |
-0-030 |
-0.1% |
121-080 |
| High |
121-120 |
121-100 |
-0-020 |
-0.1% |
121-193 |
| Low |
121-045 |
120-310 |
-0-055 |
-0.1% |
120-290 |
| Close |
121-080 |
121-080 |
0-000 |
0.0% |
120-293 |
| Range |
0-075 |
0-110 |
0-035 |
46.6% |
0-222 |
| ATR |
0-100 |
0-101 |
0-001 |
0.7% |
0-000 |
| Volume |
837,016 |
663,781 |
-173,235 |
-20.7% |
4,157,500 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-067 |
122-023 |
121-140 |
|
| R3 |
121-277 |
121-233 |
121-110 |
|
| R2 |
121-167 |
121-167 |
121-100 |
|
| R1 |
121-123 |
121-123 |
121-090 |
121-145 |
| PP |
121-057 |
121-057 |
121-057 |
121-068 |
| S1 |
121-013 |
121-013 |
121-070 |
121-035 |
| S2 |
120-267 |
120-267 |
121-060 |
|
| S3 |
120-157 |
120-223 |
121-050 |
|
| S4 |
120-047 |
120-113 |
121-020 |
|
|
| 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% |
0-116 |
0.3% |
55% |
False |
False |
905,994 |
| 10 |
121-210 |
120-285 |
0-245 |
0.6% |
0-099 |
0.3% |
47% |
False |
False |
743,973 |
| 20 |
122-040 |
120-285 |
1-075 |
1.0% |
0-106 |
0.3% |
29% |
False |
False |
382,297 |
| 40 |
122-162 |
120-285 |
1-198 |
1.3% |
0-090 |
0.2% |
22% |
False |
False |
191,880 |
| 60 |
122-162 |
120-282 |
1-200 |
1.3% |
0-060 |
0.2% |
23% |
False |
False |
127,920 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-045 |
0.1% |
53% |
False |
False |
95,940 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-036 |
0.1% |
53% |
False |
False |
76,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-247 |
|
2.618 |
122-068 |
|
1.618 |
121-278 |
|
1.000 |
121-210 |
|
0.618 |
121-168 |
|
HIGH |
121-100 |
|
0.618 |
121-058 |
|
0.500 |
121-045 |
|
0.382 |
121-032 |
|
LOW |
120-310 |
|
0.618 |
120-242 |
|
1.000 |
120-200 |
|
1.618 |
120-132 |
|
2.618 |
120-022 |
|
4.250 |
119-163 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-068 |
121-072 |
| PP |
121-057 |
121-063 |
| S1 |
121-045 |
121-055 |
|