ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-065 |
120-305 |
-0-080 |
-0.2% |
121-067 |
| High |
121-118 |
121-085 |
-0-033 |
-0.1% |
121-225 |
| Low |
120-265 |
120-302 |
0-038 |
0.1% |
121-005 |
| Close |
120-293 |
121-078 |
0-105 |
0.3% |
121-018 |
| Range |
0-173 |
0-102 |
-0-070 |
-40.6% |
0-220 |
| ATR |
0-110 |
0-110 |
0-000 |
0.2% |
0-000 |
| Volume |
686,926 |
550,932 |
-135,994 |
-19.8% |
2,315,885 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-036 |
121-319 |
121-134 |
|
| R3 |
121-253 |
121-217 |
121-106 |
|
| R2 |
121-151 |
121-151 |
121-096 |
|
| R1 |
121-114 |
121-114 |
121-087 |
121-132 |
| PP |
121-048 |
121-048 |
121-048 |
121-057 |
| S1 |
121-012 |
121-012 |
121-068 |
121-030 |
| S2 |
120-266 |
120-266 |
121-059 |
|
| S3 |
120-163 |
120-229 |
121-049 |
|
| S4 |
120-061 |
120-127 |
121-021 |
|
|
| 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 |
121-202 |
120-265 |
0-258 |
0.7% |
0-120 |
0.3% |
51% |
False |
False |
619,812 |
| 10 |
121-225 |
120-265 |
0-280 |
0.7% |
0-115 |
0.3% |
47% |
False |
False |
633,334 |
| 20 |
121-225 |
120-265 |
0-280 |
0.7% |
0-107 |
0.3% |
47% |
False |
False |
617,588 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-105 |
0.3% |
31% |
False |
False |
312,617 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-076 |
0.2% |
25% |
False |
False |
208,462 |
| 80 |
122-162 |
119-278 |
2-205 |
2.2% |
0-057 |
0.1% |
52% |
False |
False |
156,347 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-046 |
0.1% |
53% |
False |
False |
125,077 |
| 120 |
122-162 |
119-260 |
2-222 |
2.2% |
0-038 |
0.1% |
53% |
False |
False |
104,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-201 |
|
2.618 |
122-033 |
|
1.618 |
121-251 |
|
1.000 |
121-187 |
|
0.618 |
121-148 |
|
HIGH |
121-085 |
|
0.618 |
121-046 |
|
0.500 |
121-034 |
|
0.382 |
121-022 |
|
LOW |
120-302 |
|
0.618 |
120-239 |
|
1.000 |
120-200 |
|
1.618 |
120-137 |
|
2.618 |
120-034 |
|
4.250 |
119-187 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-063 |
121-062 |
| PP |
121-048 |
121-047 |
| S1 |
121-034 |
121-031 |
|