ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-262 |
121-207 |
-0-055 |
-0.1% |
122-137 |
| High |
121-295 |
121-240 |
-0-055 |
-0.1% |
122-137 |
| Low |
121-172 |
121-102 |
-0-070 |
-0.2% |
121-102 |
| Close |
121-215 |
121-117 |
-0-098 |
-0.3% |
121-117 |
| Range |
0-123 |
0-138 |
0-015 |
12.2% |
1-035 |
| ATR |
0-134 |
0-135 |
0-000 |
0.2% |
0-000 |
| Volume |
668,022 |
664,995 |
-3,027 |
-0.5% |
2,998,524 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-247 |
122-160 |
121-193 |
|
| R3 |
122-109 |
122-022 |
121-155 |
|
| R2 |
121-291 |
121-291 |
121-142 |
|
| R1 |
121-204 |
121-204 |
121-130 |
121-178 |
| PP |
121-153 |
121-153 |
121-153 |
121-140 |
| S1 |
121-066 |
121-066 |
121-104 |
121-040 |
| S2 |
121-015 |
121-015 |
121-092 |
|
| S3 |
120-197 |
120-248 |
121-079 |
|
| S4 |
120-059 |
120-110 |
121-041 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-010 |
124-099 |
121-312 |
|
| R3 |
123-295 |
123-064 |
121-215 |
|
| R2 |
122-260 |
122-260 |
121-182 |
|
| R1 |
122-029 |
122-029 |
121-150 |
121-287 |
| PP |
121-225 |
121-225 |
121-225 |
121-194 |
| S1 |
120-314 |
120-314 |
121-084 |
120-252 |
| S2 |
120-190 |
120-190 |
121-052 |
|
| S3 |
119-155 |
119-279 |
121-019 |
|
| S4 |
118-120 |
118-244 |
120-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-137 |
121-102 |
1-035 |
0.9% |
0-126 |
0.3% |
4% |
False |
True |
599,704 |
| 10 |
122-220 |
121-102 |
1-118 |
1.1% |
0-134 |
0.3% |
3% |
False |
True |
582,015 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-144 |
0.4% |
27% |
False |
False |
623,971 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-122 |
0.3% |
52% |
False |
False |
656,711 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-108 |
0.3% |
52% |
False |
False |
445,198 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-085 |
0.2% |
52% |
False |
False |
334,425 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-068 |
0.2% |
60% |
False |
False |
267,540 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-057 |
0.1% |
60% |
False |
False |
222,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-186 |
|
2.618 |
122-281 |
|
1.618 |
122-143 |
|
1.000 |
122-058 |
|
0.618 |
122-005 |
|
HIGH |
121-240 |
|
0.618 |
121-187 |
|
0.500 |
121-171 |
|
0.382 |
121-155 |
|
LOW |
121-102 |
|
0.618 |
121-017 |
|
1.000 |
120-284 |
|
1.618 |
120-199 |
|
2.618 |
120-061 |
|
4.250 |
119-156 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-171 |
121-207 |
| PP |
121-153 |
121-177 |
| S1 |
121-135 |
121-147 |
|