ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-058 |
121-107 |
0-050 |
0.1% |
121-005 |
| High |
121-173 |
121-150 |
-0-022 |
-0.1% |
121-173 |
| Low |
121-033 |
121-047 |
0-015 |
0.0% |
120-265 |
| Close |
121-093 |
121-055 |
-0-038 |
-0.1% |
121-055 |
| Range |
0-140 |
0-103 |
-0-037 |
-26.8% |
0-228 |
| ATR |
0-112 |
0-112 |
-0-001 |
-0.6% |
0-000 |
| Volume |
711,851 |
486,306 |
-225,545 |
-31.7% |
3,001,249 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-072 |
122-006 |
121-111 |
|
| R3 |
121-289 |
121-223 |
121-083 |
|
| R2 |
121-187 |
121-187 |
121-074 |
|
| R1 |
121-121 |
121-121 |
121-064 |
121-103 |
| PP |
121-084 |
121-084 |
121-084 |
121-075 |
| S1 |
121-018 |
121-018 |
121-046 |
121-000 |
| S2 |
120-302 |
120-302 |
121-036 |
|
| S3 |
120-199 |
120-236 |
121-027 |
|
| S4 |
120-097 |
120-133 |
120-319 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-100 |
122-305 |
121-180 |
|
| R3 |
122-193 |
122-078 |
121-118 |
|
| R2 |
121-285 |
121-285 |
121-097 |
|
| R1 |
121-170 |
121-170 |
121-076 |
121-228 |
| PP |
121-058 |
121-058 |
121-058 |
121-086 |
| S1 |
120-262 |
120-262 |
121-034 |
121-000 |
| S2 |
120-150 |
120-150 |
121-013 |
|
| S3 |
119-242 |
120-035 |
120-312 |
|
| S4 |
119-015 |
119-127 |
120-250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-173 |
120-265 |
0-228 |
0.6% |
0-122 |
0.3% |
48% |
False |
False |
600,249 |
| 10 |
121-225 |
120-265 |
0-280 |
0.7% |
0-121 |
0.3% |
39% |
False |
False |
603,070 |
| 20 |
121-225 |
120-265 |
0-280 |
0.7% |
0-110 |
0.3% |
39% |
False |
False |
673,521 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-108 |
0.3% |
26% |
False |
False |
342,539 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-080 |
0.2% |
20% |
False |
False |
228,432 |
| 80 |
122-162 |
119-278 |
2-205 |
2.2% |
0-060 |
0.2% |
49% |
False |
False |
171,324 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-048 |
0.1% |
50% |
False |
False |
137,059 |
| 120 |
122-162 |
119-260 |
2-222 |
2.2% |
0-040 |
0.1% |
50% |
False |
False |
114,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-266 |
|
2.618 |
122-098 |
|
1.618 |
121-316 |
|
1.000 |
121-253 |
|
0.618 |
121-213 |
|
HIGH |
121-150 |
|
0.618 |
121-111 |
|
0.500 |
121-099 |
|
0.382 |
121-087 |
|
LOW |
121-047 |
|
0.618 |
120-304 |
|
1.000 |
120-265 |
|
1.618 |
120-202 |
|
2.618 |
120-099 |
|
4.250 |
119-252 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-099 |
121-078 |
| PP |
121-084 |
121-070 |
| S1 |
121-070 |
121-063 |
|