ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-127 |
121-187 |
0-060 |
0.2% |
122-010 |
| High |
121-227 |
121-187 |
-0-040 |
-0.1% |
122-010 |
| Low |
121-102 |
121-102 |
0-000 |
0.0% |
121-102 |
| Close |
121-113 |
121-147 |
0-035 |
0.1% |
121-113 |
| Range |
0-125 |
0-085 |
-0-040 |
-32.0% |
0-228 |
| ATR |
0-069 |
0-071 |
0-001 |
1.6% |
0-000 |
| Volume |
253 |
609 |
356 |
140.7% |
1,880 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-081 |
122-039 |
121-194 |
|
| R3 |
121-316 |
121-274 |
121-171 |
|
| R2 |
121-231 |
121-231 |
121-163 |
|
| R1 |
121-189 |
121-189 |
121-155 |
121-167 |
| PP |
121-146 |
121-146 |
121-146 |
121-135 |
| S1 |
121-104 |
121-104 |
121-140 |
121-082 |
| S2 |
121-061 |
121-061 |
121-132 |
|
| S3 |
120-296 |
121-019 |
121-124 |
|
| S4 |
120-211 |
120-254 |
121-101 |
|
|
| 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 |
121-300 |
121-102 |
0-198 |
0.5% |
0-057 |
0.1% |
23% |
False |
True |
497 |
| 10 |
122-162 |
121-102 |
1-060 |
1.0% |
0-032 |
0.1% |
12% |
False |
True |
249 |
| 20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-016 |
0.0% |
36% |
False |
False |
124 |
| 40 |
122-162 |
119-278 |
2-205 |
2.2% |
0-008 |
0.0% |
60% |
False |
False |
62 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-005 |
0.0% |
61% |
False |
False |
41 |
| 80 |
122-162 |
119-250 |
2-232 |
2.2% |
0-004 |
0.0% |
62% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-229 |
|
2.618 |
122-090 |
|
1.618 |
122-005 |
|
1.000 |
121-272 |
|
0.618 |
121-240 |
|
HIGH |
121-187 |
|
0.618 |
121-155 |
|
0.500 |
121-145 |
|
0.382 |
121-135 |
|
LOW |
121-102 |
|
0.618 |
121-050 |
|
1.000 |
121-018 |
|
1.618 |
120-285 |
|
2.618 |
120-200 |
|
4.250 |
120-061 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-147 |
121-174 |
| PP |
121-146 |
121-165 |
| S1 |
121-145 |
121-156 |
|