ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-065 |
121-110 |
0-045 |
0.1% |
121-025 |
| High |
121-167 |
121-152 |
-0-015 |
0.0% |
121-167 |
| Low |
121-050 |
121-062 |
0-012 |
0.0% |
120-285 |
| Close |
121-102 |
121-067 |
-0-035 |
-0.1% |
121-067 |
| Range |
0-117 |
0-090 |
-0-027 |
-23.1% |
0-202 |
| ATR |
0-109 |
0-107 |
-0-001 |
-1.2% |
0-000 |
| Volume |
9,793 |
3,956 |
-5,837 |
-59.6% |
70,309 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-044 |
121-305 |
121-116 |
|
| R3 |
121-274 |
121-215 |
121-092 |
|
| R2 |
121-184 |
121-184 |
121-084 |
|
| R1 |
121-125 |
121-125 |
121-075 |
121-110 |
| PP |
121-094 |
121-094 |
121-094 |
121-086 |
| S1 |
121-035 |
121-035 |
121-059 |
121-020 |
| S2 |
121-004 |
121-004 |
121-050 |
|
| S3 |
120-234 |
120-265 |
121-042 |
|
| S4 |
120-144 |
120-175 |
121-018 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-032 |
122-252 |
121-178 |
|
| R3 |
122-150 |
122-050 |
121-123 |
|
| R2 |
121-268 |
121-268 |
121-104 |
|
| R1 |
121-168 |
121-168 |
121-086 |
121-218 |
| PP |
121-066 |
121-066 |
121-066 |
121-092 |
| S1 |
120-286 |
120-286 |
121-048 |
121-016 |
| S2 |
120-184 |
120-184 |
121-030 |
|
| S3 |
119-302 |
120-084 |
121-011 |
|
| S4 |
119-100 |
119-202 |
120-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-167 |
120-285 |
0-202 |
0.5% |
0-107 |
0.3% |
50% |
False |
False |
14,061 |
| 10 |
121-215 |
120-285 |
0-250 |
0.6% |
0-108 |
0.3% |
41% |
False |
False |
25,849 |
| 20 |
121-215 |
120-285 |
0-250 |
0.6% |
0-102 |
0.3% |
41% |
False |
False |
473,047 |
| 40 |
122-045 |
120-285 |
1-080 |
1.0% |
0-106 |
0.3% |
26% |
False |
False |
506,155 |
| 60 |
122-285 |
120-260 |
2-025 |
1.7% |
0-121 |
0.3% |
19% |
False |
False |
541,537 |
| 80 |
122-285 |
119-235 |
3-050 |
2.6% |
0-115 |
0.3% |
47% |
False |
False |
586,492 |
| 100 |
122-285 |
119-235 |
3-050 |
2.6% |
0-110 |
0.3% |
47% |
False |
False |
487,800 |
| 120 |
122-285 |
119-235 |
3-050 |
2.6% |
0-095 |
0.2% |
47% |
False |
False |
407,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-214 |
|
2.618 |
122-068 |
|
1.618 |
121-298 |
|
1.000 |
121-242 |
|
0.618 |
121-208 |
|
HIGH |
121-152 |
|
0.618 |
121-118 |
|
0.500 |
121-107 |
|
0.382 |
121-096 |
|
LOW |
121-062 |
|
0.618 |
121-006 |
|
1.000 |
120-292 |
|
1.618 |
120-236 |
|
2.618 |
120-146 |
|
4.250 |
120-000 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-107 |
121-084 |
| PP |
121-094 |
121-078 |
| S1 |
121-080 |
121-072 |
|