ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-180 |
121-182 |
0-002 |
0.0% |
120-302 |
| High |
121-215 |
121-192 |
-0-023 |
-0.1% |
121-162 |
| Low |
121-172 |
121-067 |
-0-105 |
-0.3% |
120-290 |
| Close |
121-185 |
121-075 |
-0-110 |
-0.3% |
121-080 |
| Range |
0-043 |
0-125 |
0-082 |
190.7% |
0-192 |
| ATR |
0-107 |
0-108 |
0-001 |
1.2% |
0-000 |
| Volume |
27,063 |
32,731 |
5,668 |
20.9% |
2,306,407 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-166 |
122-086 |
121-144 |
|
| R3 |
122-041 |
121-281 |
121-109 |
|
| R2 |
121-236 |
121-236 |
121-098 |
|
| R1 |
121-156 |
121-156 |
121-086 |
121-134 |
| PP |
121-111 |
121-111 |
121-111 |
121-100 |
| S1 |
121-031 |
121-031 |
121-064 |
121-008 |
| S2 |
120-306 |
120-306 |
121-052 |
|
| S3 |
120-181 |
120-226 |
121-041 |
|
| S4 |
120-056 |
120-101 |
121-006 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-007 |
122-235 |
121-186 |
|
| R3 |
122-135 |
122-043 |
121-133 |
|
| R2 |
121-263 |
121-263 |
121-115 |
|
| R1 |
121-171 |
121-171 |
121-098 |
121-217 |
| PP |
121-071 |
121-071 |
121-071 |
121-094 |
| S1 |
120-299 |
120-299 |
121-062 |
121-025 |
| S2 |
120-199 |
120-199 |
121-045 |
|
| S3 |
120-007 |
120-107 |
121-027 |
|
| S4 |
119-135 |
119-235 |
120-294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-215 |
120-317 |
0-218 |
0.6% |
0-114 |
0.3% |
36% |
False |
False |
54,692 |
| 10 |
121-215 |
120-290 |
0-245 |
0.6% |
0-109 |
0.3% |
43% |
False |
False |
648,823 |
| 20 |
121-300 |
120-290 |
1-010 |
0.9% |
0-110 |
0.3% |
32% |
False |
False |
632,729 |
| 40 |
122-045 |
120-290 |
1-075 |
1.0% |
0-107 |
0.3% |
27% |
False |
False |
583,458 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-120 |
0.3% |
20% |
False |
False |
603,222 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-115 |
0.3% |
48% |
False |
False |
605,664 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-106 |
0.3% |
48% |
False |
False |
487,295 |
| 120 |
122-285 |
119-180 |
3-105 |
2.7% |
0-090 |
0.2% |
50% |
False |
False |
406,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-083 |
|
2.618 |
122-199 |
|
1.618 |
122-074 |
|
1.000 |
121-317 |
|
0.618 |
121-269 |
|
HIGH |
121-192 |
|
0.618 |
121-144 |
|
0.500 |
121-130 |
|
0.382 |
121-115 |
|
LOW |
121-067 |
|
0.618 |
120-310 |
|
1.000 |
120-262 |
|
1.618 |
120-185 |
|
2.618 |
120-060 |
|
4.250 |
119-176 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-130 |
121-128 |
| PP |
121-111 |
121-111 |
| S1 |
121-093 |
121-093 |
|