ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-175 |
121-127 |
-0-048 |
-0.1% |
121-152 |
| High |
121-265 |
121-202 |
-0-063 |
-0.2% |
121-300 |
| Low |
121-102 |
121-090 |
-0-012 |
0.0% |
121-122 |
| Close |
121-127 |
121-140 |
0-013 |
0.0% |
121-222 |
| Range |
0-163 |
0-112 |
-0-051 |
-31.3% |
0-178 |
| ATR |
0-119 |
0-118 |
0-000 |
-0.4% |
0-000 |
| Volume |
693,378 |
679,695 |
-13,683 |
-2.0% |
2,396,216 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-160 |
122-102 |
121-202 |
|
| R3 |
122-048 |
121-310 |
121-171 |
|
| R2 |
121-256 |
121-256 |
121-161 |
|
| R1 |
121-198 |
121-198 |
121-150 |
121-227 |
| PP |
121-144 |
121-144 |
121-144 |
121-158 |
| S1 |
121-086 |
121-086 |
121-130 |
121-115 |
| S2 |
121-032 |
121-032 |
121-119 |
|
| S3 |
120-240 |
120-294 |
121-109 |
|
| S4 |
120-128 |
120-182 |
121-078 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-109 |
123-023 |
122-000 |
|
| R3 |
122-251 |
122-165 |
121-271 |
|
| R2 |
122-073 |
122-073 |
121-255 |
|
| R1 |
121-307 |
121-307 |
121-238 |
122-030 |
| PP |
121-215 |
121-215 |
121-215 |
121-236 |
| S1 |
121-129 |
121-129 |
121-206 |
121-172 |
| S2 |
121-037 |
121-037 |
121-189 |
|
| S3 |
120-179 |
120-271 |
121-173 |
|
| S4 |
120-001 |
120-093 |
121-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-300 |
121-090 |
0-210 |
0.5% |
0-139 |
0.4% |
24% |
False |
True |
560,854 |
| 10 |
122-045 |
121-090 |
0-275 |
0.7% |
0-120 |
0.3% |
18% |
False |
True |
533,832 |
| 20 |
122-045 |
121-075 |
0-290 |
0.7% |
0-113 |
0.3% |
22% |
False |
False |
549,484 |
| 40 |
122-285 |
120-260 |
2-025 |
1.7% |
0-130 |
0.3% |
30% |
False |
False |
575,068 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-120 |
0.3% |
54% |
False |
False |
628,760 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-111 |
0.3% |
54% |
False |
False |
485,629 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-093 |
0.2% |
54% |
False |
False |
389,090 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-078 |
0.2% |
62% |
False |
False |
324,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-038 |
|
2.618 |
122-175 |
|
1.618 |
122-063 |
|
1.000 |
121-314 |
|
0.618 |
121-271 |
|
HIGH |
121-202 |
|
0.618 |
121-159 |
|
0.500 |
121-146 |
|
0.382 |
121-133 |
|
LOW |
121-090 |
|
0.618 |
121-021 |
|
1.000 |
120-298 |
|
1.618 |
120-229 |
|
2.618 |
120-117 |
|
4.250 |
119-254 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-146 |
121-178 |
| PP |
121-144 |
121-165 |
| S1 |
121-142 |
121-152 |
|