ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-120 |
121-102 |
-0-018 |
0.0% |
121-187 |
| High |
121-158 |
121-165 |
0-007 |
0.0% |
121-230 |
| Low |
121-102 |
121-087 |
-0-015 |
0.0% |
121-075 |
| Close |
121-125 |
121-133 |
0-008 |
0.0% |
121-158 |
| Range |
0-055 |
0-078 |
0-022 |
40.9% |
0-155 |
| ATR |
0-073 |
0-073 |
0-000 |
0.4% |
0-000 |
| Volume |
877 |
3,337 |
2,460 |
280.5% |
5,246 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-041 |
122-004 |
121-175 |
|
| R3 |
121-283 |
121-247 |
121-154 |
|
| R2 |
121-206 |
121-206 |
121-147 |
|
| R1 |
121-169 |
121-169 |
121-140 |
121-188 |
| PP |
121-128 |
121-128 |
121-128 |
121-137 |
| S1 |
121-092 |
121-092 |
121-125 |
121-110 |
| S2 |
121-051 |
121-051 |
121-118 |
|
| S3 |
120-293 |
121-014 |
121-111 |
|
| S4 |
120-216 |
120-257 |
121-090 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-299 |
122-223 |
121-243 |
|
| R3 |
122-144 |
122-068 |
121-200 |
|
| R2 |
121-309 |
121-309 |
121-186 |
|
| R1 |
121-233 |
121-233 |
121-172 |
121-194 |
| PP |
121-154 |
121-154 |
121-154 |
121-134 |
| S1 |
121-078 |
121-078 |
121-143 |
121-039 |
| S2 |
120-319 |
120-319 |
121-129 |
|
| S3 |
120-164 |
120-243 |
121-115 |
|
| S4 |
120-009 |
120-088 |
121-072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-230 |
121-075 |
0-155 |
0.4% |
0-077 |
0.2% |
37% |
False |
False |
1,659 |
| 10 |
121-300 |
121-075 |
0-225 |
0.6% |
0-069 |
0.2% |
26% |
False |
False |
1,134 |
| 20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-036 |
0.1% |
14% |
False |
False |
567 |
| 40 |
122-162 |
119-295 |
2-187 |
2.1% |
0-018 |
0.0% |
58% |
False |
False |
283 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-012 |
0.0% |
59% |
False |
False |
189 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-009 |
0.0% |
59% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-174 |
|
2.618 |
122-048 |
|
1.618 |
121-290 |
|
1.000 |
121-242 |
|
0.618 |
121-213 |
|
HIGH |
121-165 |
|
0.618 |
121-135 |
|
0.500 |
121-126 |
|
0.382 |
121-117 |
|
LOW |
121-087 |
|
0.618 |
121-040 |
|
1.000 |
121-010 |
|
1.618 |
120-282 |
|
2.618 |
120-205 |
|
4.250 |
120-078 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-130 |
121-159 |
| PP |
121-128 |
121-150 |
| S1 |
121-126 |
121-141 |
|