ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-275 |
121-195 |
-0-080 |
-0.2% |
122-155 |
| High |
121-300 |
121-245 |
-0-055 |
-0.1% |
122-162 |
| Low |
121-275 |
121-193 |
-0-082 |
-0.2% |
122-113 |
| Close |
121-275 |
121-218 |
-0-058 |
-0.1% |
122-127 |
| Range |
0-025 |
0-052 |
0-027 |
110.0% |
0-050 |
| ATR |
0-064 |
0-065 |
0-001 |
2.1% |
0-000 |
| Volume |
0 |
1,627 |
1,627 |
|
3 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-056 |
122-029 |
121-246 |
|
| R3 |
122-003 |
121-297 |
121-232 |
|
| R2 |
121-271 |
121-271 |
121-227 |
|
| R1 |
121-244 |
121-244 |
121-222 |
121-257 |
| PP |
121-218 |
121-218 |
121-218 |
121-225 |
| S1 |
121-192 |
121-192 |
121-213 |
121-205 |
| S2 |
121-166 |
121-166 |
121-208 |
|
| S3 |
121-113 |
121-139 |
121-203 |
|
| S4 |
121-061 |
121-087 |
121-189 |
|
|
| 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 |
121-193 |
0-290 |
0.7% |
0-022 |
0.1% |
9% |
False |
True |
326 |
| 10 |
122-162 |
121-193 |
0-290 |
0.7% |
0-011 |
0.0% |
9% |
False |
True |
163 |
| 20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-006 |
0.0% |
49% |
False |
False |
81 |
| 40 |
122-162 |
119-260 |
2-222 |
2.2% |
0-003 |
0.0% |
69% |
False |
False |
40 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-002 |
0.0% |
69% |
False |
False |
27 |
| 80 |
122-162 |
119-180 |
2-302 |
2.4% |
0-001 |
0.0% |
72% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-148 |
|
2.618 |
122-062 |
|
1.618 |
122-010 |
|
1.000 |
121-297 |
|
0.618 |
121-277 |
|
HIGH |
121-245 |
|
0.618 |
121-225 |
|
0.500 |
121-219 |
|
0.382 |
121-213 |
|
LOW |
121-193 |
|
0.618 |
121-160 |
|
1.000 |
121-140 |
|
1.618 |
121-108 |
|
2.618 |
121-055 |
|
4.250 |
120-289 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-219 |
121-246 |
| PP |
121-218 |
121-237 |
| S1 |
121-218 |
121-227 |
|