ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-075 |
121-040 |
-0-035 |
-0.1% |
121-005 |
| High |
121-098 |
121-098 |
0-000 |
0.0% |
121-173 |
| Low |
121-030 |
121-030 |
0-000 |
0.0% |
120-265 |
| Close |
121-060 |
121-065 |
0-005 |
0.0% |
121-055 |
| Range |
0-067 |
0-067 |
0-000 |
0.0% |
0-228 |
| ATR |
0-108 |
0-105 |
-0-003 |
-2.7% |
0-000 |
| Volume |
276,090 |
404,023 |
127,933 |
46.3% |
3,001,249 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-267 |
121-233 |
121-102 |
|
| R3 |
121-199 |
121-166 |
121-084 |
|
| R2 |
121-132 |
121-132 |
121-077 |
|
| R1 |
121-098 |
121-098 |
121-071 |
121-115 |
| PP |
121-064 |
121-064 |
121-064 |
121-073 |
| S1 |
121-031 |
121-031 |
121-059 |
121-048 |
| S2 |
120-317 |
120-317 |
121-053 |
|
| S3 |
120-249 |
120-283 |
121-046 |
|
| S4 |
120-182 |
120-216 |
121-028 |
|
|
| 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 |
120-302 |
0-190 |
0.5% |
0-096 |
0.2% |
43% |
False |
False |
485,840 |
| 10 |
121-225 |
120-265 |
0-280 |
0.7% |
0-103 |
0.3% |
43% |
False |
False |
536,155 |
| 20 |
121-225 |
120-265 |
0-280 |
0.7% |
0-105 |
0.3% |
43% |
False |
False |
700,451 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-107 |
0.3% |
28% |
False |
False |
359,450 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-082 |
0.2% |
22% |
False |
False |
239,767 |
| 80 |
122-162 |
119-295 |
2-187 |
2.1% |
0-062 |
0.2% |
50% |
False |
False |
179,825 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-049 |
0.1% |
52% |
False |
False |
143,860 |
| 120 |
122-162 |
119-260 |
2-222 |
2.2% |
0-041 |
0.1% |
52% |
False |
False |
119,883 |
|
|
|
| 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 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-065 |
121-090 |
| PP |
121-064 |
121-082 |
| S1 |
121-064 |
121-073 |
|