ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-195 |
121-127 |
-0-068 |
-0.2% |
122-010 |
| High |
121-245 |
121-227 |
-0-018 |
0.0% |
122-010 |
| Low |
121-193 |
121-102 |
-0-090 |
-0.2% |
121-102 |
| Close |
121-218 |
121-113 |
-0-105 |
-0.3% |
121-113 |
| Range |
0-052 |
0-125 |
0-073 |
138.2% |
0-228 |
| ATR |
0-065 |
0-069 |
0-004 |
6.6% |
0-000 |
| Volume |
1,627 |
253 |
-1,374 |
-84.4% |
1,880 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-202 |
122-122 |
121-181 |
|
| R3 |
122-077 |
121-317 |
121-147 |
|
| R2 |
121-272 |
121-272 |
121-135 |
|
| R1 |
121-193 |
121-193 |
121-124 |
121-170 |
| PP |
121-147 |
121-147 |
121-147 |
121-136 |
| S1 |
121-068 |
121-068 |
121-101 |
121-045 |
| S2 |
121-023 |
121-023 |
121-090 |
|
| S3 |
120-218 |
120-263 |
121-078 |
|
| S4 |
120-093 |
120-138 |
121-044 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-224 |
123-076 |
121-238 |
|
| R3 |
122-317 |
122-168 |
121-175 |
|
| R2 |
122-089 |
122-089 |
121-154 |
|
| R1 |
121-261 |
121-261 |
121-133 |
121-221 |
| PP |
121-182 |
121-182 |
121-182 |
121-162 |
| S1 |
121-033 |
121-033 |
121-092 |
120-314 |
| S2 |
120-274 |
120-274 |
121-071 |
|
| S3 |
120-047 |
120-126 |
121-050 |
|
| S4 |
119-139 |
119-218 |
120-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-010 |
121-102 |
0-228 |
0.6% |
0-040 |
0.1% |
4% |
False |
True |
376 |
| 10 |
122-162 |
121-102 |
1-060 |
1.0% |
0-024 |
0.1% |
3% |
False |
True |
188 |
| 20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-012 |
0.0% |
29% |
False |
False |
94 |
| 40 |
122-162 |
119-278 |
2-205 |
2.2% |
0-006 |
0.0% |
56% |
False |
False |
47 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-004 |
0.0% |
57% |
False |
False |
31 |
| 80 |
122-162 |
119-250 |
2-232 |
2.2% |
0-003 |
0.0% |
58% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-119 |
|
2.618 |
122-235 |
|
1.618 |
122-110 |
|
1.000 |
122-032 |
|
0.618 |
121-305 |
|
HIGH |
121-227 |
|
0.618 |
121-180 |
|
0.500 |
121-165 |
|
0.382 |
121-150 |
|
LOW |
121-102 |
|
0.618 |
121-025 |
|
1.000 |
120-298 |
|
1.618 |
120-220 |
|
2.618 |
120-095 |
|
4.250 |
119-211 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-165 |
121-201 |
| PP |
121-147 |
121-172 |
| S1 |
121-130 |
121-142 |
|