ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-113 |
122-118 |
0-005 |
0.0% |
122-058 |
| High |
122-113 |
122-118 |
0-005 |
0.0% |
122-058 |
| Low |
122-113 |
122-118 |
0-005 |
0.0% |
122-013 |
| Close |
122-113 |
122-118 |
0-005 |
0.0% |
122-030 |
| Range |
|
|
|
|
|
| ATR |
0-063 |
0-058 |
-0-004 |
-6.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-118 |
122-118 |
122-118 |
|
| R3 |
122-118 |
122-118 |
122-118 |
|
| R2 |
122-118 |
122-118 |
122-118 |
|
| R1 |
122-118 |
122-118 |
122-118 |
122-118 |
| PP |
122-118 |
122-118 |
122-118 |
122-118 |
| S1 |
122-118 |
122-118 |
122-118 |
122-118 |
| S2 |
122-118 |
122-118 |
122-118 |
|
| S3 |
122-118 |
122-118 |
122-118 |
|
| S4 |
122-118 |
122-118 |
122-118 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-168 |
122-144 |
122-055 |
|
| R3 |
122-123 |
122-099 |
122-042 |
|
| R2 |
122-078 |
122-078 |
122-038 |
|
| R1 |
122-054 |
122-054 |
122-034 |
122-044 |
| PP |
122-033 |
122-033 |
122-033 |
122-028 |
| S1 |
122-009 |
122-009 |
122-026 |
121-319 |
| S2 |
121-308 |
121-308 |
122-022 |
|
| S3 |
121-263 |
121-284 |
122-018 |
|
| S4 |
121-218 |
121-239 |
122-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-155 |
122-030 |
0-125 |
0.3% |
0-000 |
0.0% |
70% |
False |
False |
|
| 10 |
122-155 |
120-282 |
1-193 |
1.3% |
0-000 |
0.0% |
93% |
False |
False |
|
| 20 |
122-155 |
120-282 |
1-193 |
1.3% |
0-000 |
0.0% |
93% |
False |
False |
|
| 40 |
122-155 |
119-260 |
2-215 |
2.2% |
0-000 |
0.0% |
96% |
False |
False |
|
| 60 |
122-155 |
119-260 |
2-215 |
2.2% |
0-000 |
0.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-118 |
|
2.618 |
122-118 |
|
1.618 |
122-118 |
|
1.000 |
122-118 |
|
0.618 |
122-118 |
|
HIGH |
122-118 |
|
0.618 |
122-118 |
|
0.500 |
122-118 |
|
0.382 |
122-118 |
|
LOW |
122-118 |
|
0.618 |
122-118 |
|
1.000 |
122-118 |
|
1.618 |
122-118 |
|
2.618 |
122-118 |
|
4.250 |
122-118 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-118 |
122-134 |
| PP |
122-118 |
122-128 |
| S1 |
122-118 |
122-123 |
|