ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-155 |
| High |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-162 |
| Low |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-113 |
| Close |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-127 |
| Range |
|
|
|
|
|
| ATR |
0-062 |
0-064 |
0-002 |
3.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-238 |
121-238 |
121-238 |
|
| R3 |
121-238 |
121-238 |
121-238 |
|
| R2 |
121-238 |
121-238 |
121-238 |
|
| R1 |
121-238 |
121-238 |
121-238 |
121-238 |
| PP |
121-238 |
121-238 |
121-238 |
121-238 |
| S1 |
121-238 |
121-238 |
121-238 |
121-238 |
| S2 |
121-238 |
121-238 |
121-238 |
|
| S3 |
121-238 |
121-238 |
121-238 |
|
| S4 |
121-238 |
121-238 |
121-238 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-284 |
122-256 |
122-155 |
|
| R3 |
122-234 |
122-206 |
122-141 |
|
| R2 |
122-184 |
122-184 |
122-137 |
|
| R1 |
122-156 |
122-156 |
122-132 |
122-145 |
| PP |
122-134 |
122-134 |
122-134 |
122-129 |
| S1 |
122-106 |
122-106 |
122-123 |
122-095 |
| S2 |
122-084 |
122-084 |
122-118 |
|
| S3 |
122-034 |
122-056 |
122-114 |
|
| S4 |
121-304 |
122-006 |
122-100 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-238 |
|
2.618 |
121-238 |
|
1.618 |
121-238 |
|
1.000 |
121-238 |
|
0.618 |
121-238 |
|
HIGH |
121-238 |
|
0.618 |
121-238 |
|
0.500 |
121-238 |
|
0.382 |
121-238 |
|
LOW |
121-238 |
|
0.618 |
121-238 |
|
1.000 |
121-238 |
|
1.618 |
121-238 |
|
2.618 |
121-238 |
|
4.250 |
121-238 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-238 |
122-040 |
| PP |
121-238 |
121-319 |
| S1 |
121-238 |
121-278 |
|