ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
121-225 |
0-015 |
0.0% |
121-075 |
| High |
121-260 |
121-253 |
-0-007 |
0.0% |
121-150 |
| Low |
121-162 |
121-193 |
0-030 |
0.1% |
120-282 |
| Close |
121-225 |
121-213 |
-0-012 |
0.0% |
121-147 |
| Range |
0-098 |
0-060 |
-0-038 |
-38.5% |
0-188 |
| ATR |
0-101 |
0-098 |
-0-003 |
-2.9% |
0-000 |
| Volume |
646,774 |
492,260 |
-154,514 |
-23.9% |
2,275,056 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-079 |
122-046 |
121-246 |
|
| R3 |
122-019 |
121-306 |
121-229 |
|
| R2 |
121-279 |
121-279 |
121-224 |
|
| R1 |
121-246 |
121-246 |
121-218 |
121-233 |
| PP |
121-219 |
121-219 |
121-219 |
121-213 |
| S1 |
121-186 |
121-186 |
121-207 |
121-173 |
| S2 |
121-159 |
121-159 |
121-202 |
|
| S3 |
121-099 |
121-126 |
121-196 |
|
| S4 |
121-039 |
121-066 |
121-180 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-009 |
122-266 |
121-251 |
|
| R3 |
122-142 |
122-078 |
121-199 |
|
| R2 |
121-274 |
121-274 |
121-182 |
|
| R1 |
121-211 |
121-211 |
121-165 |
121-243 |
| PP |
121-087 |
121-087 |
121-087 |
121-103 |
| S1 |
121-023 |
121-023 |
121-130 |
121-055 |
| S2 |
120-219 |
120-219 |
121-113 |
|
| S3 |
120-032 |
120-156 |
121-096 |
|
| S4 |
119-164 |
119-288 |
121-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-260 |
121-070 |
0-190 |
0.5% |
0-074 |
0.2% |
75% |
False |
False |
488,528 |
| 10 |
121-260 |
120-282 |
0-298 |
0.8% |
0-088 |
0.2% |
84% |
False |
False |
503,721 |
| 20 |
121-260 |
120-265 |
0-315 |
0.8% |
0-102 |
0.3% |
85% |
False |
False |
568,528 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-104 |
0.3% |
62% |
False |
False |
438,009 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-091 |
0.2% |
50% |
False |
False |
292,416 |
| 80 |
122-162 |
120-253 |
1-230 |
1.4% |
0-068 |
0.2% |
51% |
False |
False |
219,312 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-054 |
0.1% |
69% |
False |
False |
175,449 |
| 120 |
122-162 |
119-260 |
2-222 |
2.2% |
0-045 |
0.1% |
69% |
False |
False |
146,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-188 |
|
2.618 |
122-090 |
|
1.618 |
122-030 |
|
1.000 |
121-313 |
|
0.618 |
121-290 |
|
HIGH |
121-253 |
|
0.618 |
121-230 |
|
0.500 |
121-223 |
|
0.382 |
121-215 |
|
LOW |
121-193 |
|
0.618 |
121-155 |
|
1.000 |
121-133 |
|
1.618 |
121-095 |
|
2.618 |
121-035 |
|
4.250 |
120-258 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-223 |
121-208 |
| PP |
121-219 |
121-203 |
| S1 |
121-216 |
121-199 |
|