ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-082 |
121-005 |
-0-078 |
-0.2% |
121-067 |
| High |
121-100 |
121-078 |
-0-022 |
-0.1% |
121-225 |
| Low |
121-005 |
120-307 |
-0-018 |
0.0% |
121-005 |
| Close |
121-018 |
121-060 |
0-042 |
0.1% |
121-018 |
| Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
0-220 |
| ATR |
0-106 |
0-105 |
-0-001 |
-1.1% |
0-000 |
| Volume |
596,082 |
565,234 |
-30,848 |
-5.2% |
2,315,885 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-312 |
121-276 |
121-110 |
|
| R3 |
121-222 |
121-186 |
121-085 |
|
| R2 |
121-132 |
121-132 |
121-077 |
|
| R1 |
121-096 |
121-096 |
121-068 |
121-114 |
| PP |
121-042 |
121-042 |
121-042 |
121-051 |
| S1 |
121-006 |
121-006 |
121-052 |
121-024 |
| S2 |
120-272 |
120-272 |
121-043 |
|
| S3 |
120-182 |
120-236 |
121-035 |
|
| S4 |
120-092 |
120-146 |
121-010 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-102 |
122-280 |
121-139 |
|
| R3 |
122-202 |
122-060 |
121-078 |
|
| R2 |
121-302 |
121-302 |
121-058 |
|
| R1 |
121-160 |
121-160 |
121-038 |
121-121 |
| PP |
121-082 |
121-082 |
121-082 |
121-063 |
| S1 |
120-260 |
120-260 |
120-317 |
120-221 |
| S2 |
120-182 |
120-182 |
120-297 |
|
| S3 |
119-282 |
120-040 |
120-277 |
|
| S4 |
119-062 |
119-140 |
120-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
120-307 |
0-238 |
0.6% |
0-109 |
0.3% |
31% |
False |
True |
576,223 |
| 10 |
121-225 |
120-285 |
0-260 |
0.7% |
0-107 |
0.3% |
37% |
False |
False |
682,279 |
| 20 |
121-253 |
120-285 |
0-288 |
0.7% |
0-106 |
0.3% |
33% |
False |
False |
558,543 |
| 40 |
122-055 |
120-285 |
1-090 |
1.1% |
0-101 |
0.3% |
23% |
False |
False |
281,700 |
| 60 |
122-162 |
120-282 |
1-200 |
1.3% |
0-071 |
0.2% |
19% |
False |
False |
187,831 |
| 80 |
122-162 |
119-278 |
2-205 |
2.2% |
0-054 |
0.1% |
50% |
False |
False |
140,873 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-043 |
0.1% |
51% |
False |
False |
112,699 |
| 120 |
122-162 |
119-250 |
2-232 |
2.2% |
0-036 |
0.1% |
52% |
False |
False |
93,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-140 |
|
2.618 |
121-313 |
|
1.618 |
121-223 |
|
1.000 |
121-168 |
|
0.618 |
121-133 |
|
HIGH |
121-078 |
|
0.618 |
121-043 |
|
0.500 |
121-032 |
|
0.382 |
121-022 |
|
LOW |
120-307 |
|
0.618 |
120-252 |
|
1.000 |
120-217 |
|
1.618 |
120-162 |
|
2.618 |
120-072 |
|
4.250 |
119-245 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-051 |
121-095 |
| PP |
121-042 |
121-083 |
| S1 |
121-032 |
121-072 |
|