ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-087 |
121-080 |
-0-007 |
0.0% |
121-107 |
| High |
121-095 |
121-110 |
0-015 |
0.0% |
121-190 |
| Low |
121-022 |
121-042 |
0-020 |
0.1% |
120-292 |
| Close |
121-075 |
121-077 |
0-002 |
0.0% |
120-297 |
| Range |
0-073 |
0-068 |
-0-005 |
-6.8% |
0-218 |
| ATR |
0-109 |
0-106 |
-0-003 |
-2.7% |
0-000 |
| Volume |
783,594 |
254,282 |
-529,312 |
-67.5% |
6,402,722 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-280 |
121-247 |
121-114 |
|
| R3 |
121-212 |
121-179 |
121-096 |
|
| R2 |
121-144 |
121-144 |
121-089 |
|
| R1 |
121-111 |
121-111 |
121-083 |
121-094 |
| PP |
121-076 |
121-076 |
121-076 |
121-068 |
| S1 |
121-043 |
121-043 |
121-071 |
121-026 |
| S2 |
121-008 |
121-008 |
121-065 |
|
| S3 |
120-260 |
120-295 |
121-058 |
|
| S4 |
120-192 |
120-227 |
121-040 |
|
|
| 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 |
121-172 |
120-290 |
0-202 |
0.5% |
0-105 |
0.3% |
53% |
False |
False |
1,242,954 |
| 10 |
121-222 |
120-290 |
0-252 |
0.6% |
0-094 |
0.2% |
42% |
False |
False |
957,685 |
| 20 |
122-045 |
120-290 |
1-075 |
1.0% |
0-107 |
0.3% |
27% |
False |
False |
745,759 |
| 40 |
122-170 |
120-290 |
1-200 |
1.3% |
0-109 |
0.3% |
21% |
False |
False |
648,511 |
| 60 |
122-285 |
120-247 |
2-038 |
1.7% |
0-117 |
0.3% |
22% |
False |
False |
650,183 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-112 |
0.3% |
48% |
False |
False |
603,687 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-102 |
0.3% |
48% |
False |
False |
484,719 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-085 |
0.2% |
56% |
False |
False |
404,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-079 |
|
2.618 |
121-288 |
|
1.618 |
121-220 |
|
1.000 |
121-178 |
|
0.618 |
121-152 |
|
HIGH |
121-110 |
|
0.618 |
121-084 |
|
0.500 |
121-076 |
|
0.382 |
121-068 |
|
LOW |
121-042 |
|
0.618 |
121-000 |
|
1.000 |
120-294 |
|
1.618 |
120-252 |
|
2.618 |
120-184 |
|
4.250 |
120-073 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-077 |
121-065 |
| PP |
121-076 |
121-052 |
| S1 |
121-076 |
121-040 |
|