ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-107 |
121-075 |
-0-032 |
-0.1% |
121-005 |
| High |
121-150 |
121-098 |
-0-053 |
-0.1% |
121-173 |
| Low |
121-047 |
121-030 |
-0-017 |
0.0% |
120-265 |
| Close |
121-055 |
121-060 |
0-005 |
0.0% |
121-055 |
| Range |
0-103 |
0-067 |
-0-035 |
-34.2% |
0-228 |
| ATR |
0-112 |
0-108 |
-0-003 |
-2.8% |
0-000 |
| Volume |
486,306 |
276,090 |
-210,216 |
-43.2% |
3,001,249 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-265 |
121-230 |
121-097 |
|
| R3 |
121-197 |
121-162 |
121-079 |
|
| R2 |
121-130 |
121-130 |
121-072 |
|
| R1 |
121-095 |
121-095 |
121-066 |
121-079 |
| PP |
121-063 |
121-063 |
121-063 |
121-054 |
| S1 |
121-028 |
121-028 |
121-054 |
121-011 |
| S2 |
120-315 |
120-315 |
121-048 |
|
| S3 |
120-248 |
120-280 |
121-041 |
|
| S4 |
120-180 |
120-213 |
121-023 |
|
|
| 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% |
0-117 |
0.3% |
51% |
False |
False |
542,421 |
| 10 |
121-225 |
120-265 |
0-280 |
0.7% |
0-113 |
0.3% |
41% |
False |
False |
559,322 |
| 20 |
121-225 |
120-265 |
0-280 |
0.7% |
0-108 |
0.3% |
41% |
False |
False |
684,620 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-107 |
0.3% |
27% |
False |
False |
349,372 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-081 |
0.2% |
21% |
False |
False |
233,033 |
| 80 |
122-162 |
119-295 |
2-187 |
2.1% |
0-061 |
0.2% |
49% |
False |
False |
174,775 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-049 |
0.1% |
51% |
False |
False |
139,820 |
| 120 |
122-162 |
119-260 |
2-222 |
2.2% |
0-041 |
0.1% |
51% |
False |
False |
116,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-064 |
|
2.618 |
121-274 |
|
1.618 |
121-207 |
|
1.000 |
121-165 |
|
0.618 |
121-139 |
|
HIGH |
121-098 |
|
0.618 |
121-072 |
|
0.500 |
121-064 |
|
0.382 |
121-056 |
|
LOW |
121-030 |
|
0.618 |
120-308 |
|
1.000 |
120-283 |
|
1.618 |
120-241 |
|
2.618 |
120-173 |
|
4.250 |
120-063 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-064 |
121-101 |
| PP |
121-063 |
121-088 |
| S1 |
121-061 |
121-074 |
|