ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-150 |
121-200 |
0-050 |
0.1% |
122-020 |
| High |
121-217 |
121-280 |
0-063 |
0.2% |
122-045 |
| Low |
121-140 |
121-200 |
0-060 |
0.2% |
121-157 |
| Close |
121-205 |
121-270 |
0-065 |
0.2% |
121-170 |
| Range |
0-077 |
0-080 |
0-003 |
3.9% |
0-208 |
| ATR |
0-112 |
0-110 |
-0-002 |
-2.1% |
0-000 |
| Volume |
422,615 |
420,218 |
-2,397 |
-0.6% |
2,768,737 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-170 |
122-140 |
121-314 |
|
| R3 |
122-090 |
122-060 |
121-292 |
|
| R2 |
122-010 |
122-010 |
121-285 |
|
| R1 |
121-300 |
121-300 |
121-277 |
121-315 |
| PP |
121-250 |
121-250 |
121-250 |
121-258 |
| S1 |
121-220 |
121-220 |
121-263 |
121-235 |
| S2 |
121-170 |
121-170 |
121-255 |
|
| S3 |
121-090 |
121-140 |
121-248 |
|
| S4 |
121-010 |
121-060 |
121-226 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-215 |
123-080 |
121-284 |
|
| R3 |
123-007 |
122-192 |
121-227 |
|
| R2 |
122-119 |
122-119 |
121-208 |
|
| R1 |
121-304 |
121-304 |
121-189 |
121-268 |
| PP |
121-231 |
121-231 |
121-231 |
121-212 |
| S1 |
121-096 |
121-096 |
121-151 |
121-060 |
| S2 |
121-023 |
121-023 |
121-132 |
|
| S3 |
120-135 |
120-208 |
121-113 |
|
| S4 |
119-247 |
120-000 |
121-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-045 |
121-122 |
0-243 |
0.6% |
0-102 |
0.3% |
61% |
False |
False |
506,810 |
| 10 |
122-045 |
121-122 |
0-243 |
0.6% |
0-103 |
0.3% |
61% |
False |
False |
533,411 |
| 20 |
122-045 |
121-075 |
0-290 |
0.7% |
0-104 |
0.3% |
67% |
False |
False |
534,186 |
| 40 |
122-285 |
120-260 |
2-025 |
1.7% |
0-125 |
0.3% |
50% |
False |
False |
588,469 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-117 |
0.3% |
67% |
False |
False |
596,643 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-105 |
0.3% |
67% |
False |
False |
450,936 |
| 100 |
122-285 |
119-180 |
3-105 |
2.7% |
0-086 |
0.2% |
69% |
False |
False |
361,047 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-072 |
0.2% |
72% |
False |
False |
300,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-300 |
|
2.618 |
122-169 |
|
1.618 |
122-089 |
|
1.000 |
122-040 |
|
0.618 |
122-009 |
|
HIGH |
121-280 |
|
0.618 |
121-249 |
|
0.500 |
121-240 |
|
0.382 |
121-231 |
|
LOW |
121-200 |
|
0.618 |
121-151 |
|
1.000 |
121-120 |
|
1.618 |
121-071 |
|
2.618 |
120-311 |
|
4.250 |
120-180 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-260 |
121-247 |
| PP |
121-250 |
121-224 |
| S1 |
121-240 |
121-201 |
|