ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-102 |
121-180 |
0-078 |
0.2% |
122-010 |
| High |
121-120 |
121-198 |
0-078 |
0.2% |
122-010 |
| Low |
121-098 |
121-075 |
-0-022 |
-0.1% |
121-102 |
| Close |
121-118 |
121-187 |
0-070 |
0.2% |
121-113 |
| Range |
0-022 |
0-122 |
0-100 |
444.5% |
0-228 |
| ATR |
0-068 |
0-072 |
0-004 |
5.7% |
0-000 |
| Volume |
321 |
968 |
647 |
201.6% |
1,880 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-201 |
122-157 |
121-255 |
|
| R3 |
122-078 |
122-034 |
121-221 |
|
| R2 |
121-276 |
121-276 |
121-210 |
|
| R1 |
121-232 |
121-232 |
121-199 |
121-254 |
| PP |
121-153 |
121-153 |
121-153 |
121-164 |
| S1 |
121-109 |
121-109 |
121-176 |
121-131 |
| S2 |
121-031 |
121-031 |
121-165 |
|
| S3 |
120-228 |
120-307 |
121-154 |
|
| S4 |
120-106 |
120-184 |
121-120 |
|
|
| 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 |
121-227 |
121-075 |
0-152 |
0.4% |
0-075 |
0.2% |
74% |
False |
True |
541 |
| 10 |
122-162 |
121-075 |
1-087 |
1.0% |
0-049 |
0.1% |
28% |
False |
True |
433 |
| 20 |
122-162 |
120-282 |
1-200 |
1.3% |
0-024 |
0.1% |
43% |
False |
False |
216 |
| 40 |
122-162 |
119-278 |
2-205 |
2.2% |
0-012 |
0.0% |
65% |
False |
False |
108 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-008 |
0.0% |
66% |
False |
False |
72 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-006 |
0.0% |
66% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-078 |
|
2.618 |
122-198 |
|
1.618 |
122-076 |
|
1.000 |
122-000 |
|
0.618 |
121-273 |
|
HIGH |
121-198 |
|
0.618 |
121-151 |
|
0.500 |
121-136 |
|
0.382 |
121-122 |
|
LOW |
121-075 |
|
0.618 |
120-319 |
|
1.000 |
120-273 |
|
1.618 |
120-197 |
|
2.618 |
120-074 |
|
4.250 |
119-194 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-170 |
121-170 |
| PP |
121-153 |
121-153 |
| S1 |
121-136 |
121-136 |
|