ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
120-305 |
121-058 |
0-073 |
0.2% |
121-067 |
| High |
121-085 |
121-173 |
0-088 |
0.2% |
121-225 |
| Low |
120-302 |
121-033 |
0-050 |
0.1% |
121-005 |
| Close |
121-078 |
121-093 |
0-015 |
0.0% |
121-018 |
| Range |
0-102 |
0-140 |
0-038 |
36.6% |
0-220 |
| ATR |
0-110 |
0-112 |
0-002 |
1.9% |
0-000 |
| Volume |
550,932 |
711,851 |
160,919 |
29.2% |
2,315,885 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-199 |
122-126 |
121-170 |
|
| R3 |
122-059 |
121-306 |
121-131 |
|
| R2 |
121-239 |
121-239 |
121-118 |
|
| R1 |
121-166 |
121-166 |
121-105 |
121-203 |
| PP |
121-099 |
121-099 |
121-099 |
121-118 |
| S1 |
121-026 |
121-026 |
121-080 |
121-063 |
| S2 |
120-279 |
120-279 |
121-067 |
|
| S3 |
120-139 |
120-206 |
121-054 |
|
| S4 |
119-319 |
120-066 |
121-016 |
|
|
| 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 |
121-173 |
120-265 |
0-228 |
0.6% |
0-120 |
0.3% |
65% |
True |
False |
622,205 |
| 10 |
121-225 |
120-265 |
0-280 |
0.7% |
0-122 |
0.3% |
53% |
False |
False |
620,817 |
| 20 |
121-225 |
120-265 |
0-280 |
0.7% |
0-109 |
0.3% |
53% |
False |
False |
650,705 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-108 |
0.3% |
34% |
False |
False |
330,406 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-078 |
0.2% |
27% |
False |
False |
220,326 |
| 80 |
122-162 |
119-278 |
2-205 |
2.2% |
0-059 |
0.2% |
54% |
False |
False |
165,245 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-047 |
0.1% |
55% |
False |
False |
132,196 |
| 120 |
122-162 |
119-260 |
2-222 |
2.2% |
0-039 |
0.1% |
55% |
False |
False |
110,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-128 |
|
2.618 |
122-219 |
|
1.618 |
122-079 |
|
1.000 |
121-313 |
|
0.618 |
121-259 |
|
HIGH |
121-173 |
|
0.618 |
121-119 |
|
0.500 |
121-103 |
|
0.382 |
121-086 |
|
LOW |
121-033 |
|
0.618 |
120-266 |
|
1.000 |
120-213 |
|
1.618 |
120-126 |
|
2.618 |
119-306 |
|
4.250 |
119-078 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-103 |
121-081 |
| PP |
121-099 |
121-070 |
| S1 |
121-096 |
121-059 |
|