ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-238 |
121-275 |
0-038 |
0.1% |
122-155 |
| High |
121-238 |
121-300 |
0-062 |
0.2% |
122-162 |
| Low |
121-238 |
121-275 |
0-038 |
0.1% |
122-113 |
| Close |
121-238 |
121-275 |
0-038 |
0.1% |
122-127 |
| Range |
0-000 |
0-025 |
0-025 |
|
0-050 |
| ATR |
0-064 |
0-064 |
0-000 |
-0.2% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-038 |
122-022 |
121-289 |
|
| R3 |
122-013 |
121-317 |
121-282 |
|
| R2 |
121-308 |
121-308 |
121-280 |
|
| R1 |
121-292 |
121-292 |
121-277 |
121-288 |
| PP |
121-283 |
121-283 |
121-283 |
121-281 |
| S1 |
121-267 |
121-267 |
121-273 |
121-263 |
| S2 |
121-258 |
121-258 |
121-270 |
|
| S3 |
121-233 |
121-242 |
121-268 |
|
| S4 |
121-208 |
121-217 |
121-261 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-162 |
121-238 |
0-245 |
0.6% |
0-012 |
0.0% |
15% |
False |
False |
|
| 10 |
122-162 |
121-238 |
0-245 |
0.6% |
0-006 |
0.0% |
15% |
False |
False |
|
| 20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-003 |
0.0% |
60% |
False |
False |
|
| 40 |
122-162 |
119-260 |
2-222 |
2.2% |
0-002 |
0.0% |
76% |
False |
False |
|
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-001 |
0.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-086 |
|
2.618 |
122-045 |
|
1.618 |
122-020 |
|
1.000 |
122-005 |
|
0.618 |
121-315 |
|
HIGH |
121-300 |
|
0.618 |
121-290 |
|
0.500 |
121-288 |
|
0.382 |
121-285 |
|
LOW |
121-275 |
|
0.618 |
121-260 |
|
1.000 |
121-250 |
|
1.618 |
121-235 |
|
2.618 |
121-210 |
|
4.250 |
121-169 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-288 |
121-284 |
| PP |
121-283 |
121-281 |
| S1 |
121-279 |
121-278 |
|