ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-147 |
121-107 |
-0-040 |
-0.1% |
121-107 |
| High |
121-165 |
121-172 |
0-007 |
0.0% |
121-190 |
| Low |
121-102 |
120-292 |
-0-130 |
-0.3% |
120-292 |
| Close |
121-120 |
120-297 |
-0-143 |
-0.4% |
120-297 |
| Range |
0-063 |
0-200 |
0-137 |
217.5% |
0-218 |
| ATR |
0-104 |
0-111 |
0-007 |
6.6% |
0-000 |
| Volume |
2,131,553 |
1,911,630 |
-219,923 |
-10.3% |
6,402,722 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-000 |
122-189 |
121-087 |
|
| R3 |
122-120 |
121-309 |
121-032 |
|
| R2 |
121-240 |
121-240 |
121-014 |
|
| R1 |
121-109 |
121-109 |
120-315 |
121-074 |
| PP |
121-040 |
121-040 |
121-040 |
121-023 |
| S1 |
120-229 |
120-229 |
120-279 |
120-194 |
| S2 |
120-160 |
120-160 |
120-260 |
|
| S3 |
119-280 |
120-029 |
120-242 |
|
| S4 |
119-080 |
119-149 |
120-187 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-060 |
122-237 |
121-097 |
|
| R3 |
122-162 |
122-019 |
121-037 |
|
| R2 |
121-264 |
121-264 |
121-017 |
|
| R1 |
121-121 |
121-121 |
120-317 |
121-084 |
| PP |
121-046 |
121-046 |
121-046 |
121-028 |
| S1 |
120-223 |
120-223 |
120-277 |
120-186 |
| S2 |
120-148 |
120-148 |
120-257 |
|
| S3 |
119-250 |
120-005 |
120-237 |
|
| S4 |
119-032 |
119-107 |
120-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-190 |
120-292 |
0-218 |
0.6% |
0-097 |
0.2% |
2% |
False |
True |
1,280,544 |
| 10 |
121-265 |
120-292 |
0-293 |
0.8% |
0-104 |
0.3% |
2% |
False |
True |
910,949 |
| 20 |
122-045 |
120-292 |
1-073 |
1.0% |
0-106 |
0.3% |
1% |
False |
True |
713,722 |
| 40 |
122-220 |
120-292 |
1-248 |
1.5% |
0-113 |
0.3% |
1% |
False |
True |
634,510 |
| 60 |
122-285 |
120-030 |
2-255 |
2.3% |
0-119 |
0.3% |
30% |
False |
False |
649,867 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-113 |
0.3% |
38% |
False |
False |
577,592 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-099 |
0.3% |
38% |
False |
False |
463,038 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-083 |
0.2% |
48% |
False |
False |
385,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-062 |
|
2.618 |
123-056 |
|
1.618 |
122-176 |
|
1.000 |
122-052 |
|
0.618 |
121-296 |
|
HIGH |
121-172 |
|
0.618 |
121-096 |
|
0.500 |
121-072 |
|
0.382 |
121-048 |
|
LOW |
120-292 |
|
0.618 |
120-168 |
|
1.000 |
120-092 |
|
1.618 |
119-288 |
|
2.618 |
119-088 |
|
4.250 |
118-082 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-072 |
121-076 |
| PP |
121-040 |
121-043 |
| S1 |
121-009 |
121-010 |
|