ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-107 |
120-302 |
-0-125 |
-0.3% |
121-107 |
| High |
121-172 |
121-090 |
-0-082 |
-0.2% |
121-190 |
| Low |
120-292 |
120-290 |
-0-002 |
0.0% |
120-292 |
| Close |
120-297 |
121-082 |
0-105 |
0.3% |
120-297 |
| Range |
0-200 |
0-120 |
-0-080 |
-40.0% |
0-218 |
| ATR |
0-111 |
0-111 |
0-001 |
0.6% |
0-000 |
| Volume |
1,911,630 |
1,133,711 |
-777,919 |
-40.7% |
6,402,722 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
122-045 |
121-148 |
|
| R3 |
121-287 |
121-245 |
121-115 |
|
| R2 |
121-167 |
121-167 |
121-104 |
|
| R1 |
121-125 |
121-125 |
121-093 |
121-146 |
| PP |
121-047 |
121-047 |
121-047 |
121-058 |
| S1 |
121-005 |
121-005 |
121-071 |
121-026 |
| S2 |
120-247 |
120-247 |
121-060 |
|
| S3 |
120-127 |
120-205 |
121-049 |
|
| S4 |
120-007 |
120-085 |
121-016 |
|
|
| 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 |
120-290 |
0-220 |
0.6% |
0-098 |
0.3% |
51% |
False |
True |
1,413,711 |
| 10 |
121-265 |
120-290 |
0-295 |
0.8% |
0-107 |
0.3% |
38% |
False |
True |
991,205 |
| 20 |
122-045 |
120-290 |
1-075 |
1.0% |
0-108 |
0.3% |
28% |
False |
True |
743,638 |
| 40 |
122-220 |
120-290 |
1-250 |
1.5% |
0-113 |
0.3% |
20% |
False |
True |
649,611 |
| 60 |
122-285 |
120-190 |
2-095 |
1.9% |
0-117 |
0.3% |
29% |
False |
False |
650,700 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-113 |
0.3% |
48% |
False |
False |
591,482 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-100 |
0.3% |
48% |
False |
False |
474,345 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-084 |
0.2% |
57% |
False |
False |
395,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-280 |
|
2.618 |
122-084 |
|
1.618 |
121-284 |
|
1.000 |
121-210 |
|
0.618 |
121-164 |
|
HIGH |
121-090 |
|
0.618 |
121-044 |
|
0.500 |
121-030 |
|
0.382 |
121-016 |
|
LOW |
120-290 |
|
0.618 |
120-216 |
|
1.000 |
120-170 |
|
1.618 |
120-096 |
|
2.618 |
119-296 |
|
4.250 |
119-100 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-065 |
121-078 |
| PP |
121-047 |
121-075 |
| S1 |
121-030 |
121-071 |
|