ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-133 |
121-233 |
0-100 |
0.3% |
121-187 |
| High |
121-233 |
121-247 |
0-015 |
0.0% |
121-230 |
| Low |
121-085 |
121-185 |
0-100 |
0.3% |
121-075 |
| Close |
121-222 |
121-227 |
0-005 |
0.0% |
121-158 |
| Range |
0-148 |
0-062 |
-0-085 |
-57.6% |
0-155 |
| ATR |
0-079 |
0-077 |
-0-001 |
-1.5% |
0-000 |
| Volume |
918 |
1,218 |
300 |
32.7% |
5,246 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
122-060 |
121-262 |
|
| R3 |
122-025 |
121-317 |
121-245 |
|
| R2 |
121-282 |
121-282 |
121-239 |
|
| R1 |
121-255 |
121-255 |
121-233 |
121-237 |
| PP |
121-220 |
121-220 |
121-220 |
121-211 |
| S1 |
121-192 |
121-192 |
121-222 |
121-175 |
| S2 |
121-157 |
121-157 |
121-216 |
|
| S3 |
121-095 |
121-130 |
121-210 |
|
| S4 |
121-033 |
121-067 |
121-193 |
|
|
| 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 |
121-247 |
121-085 |
0-162 |
0.4% |
0-090 |
0.2% |
88% |
True |
False |
1,828 |
| 10 |
121-247 |
121-075 |
0-172 |
0.4% |
0-083 |
0.2% |
88% |
True |
False |
1,184 |
| 20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-047 |
0.1% |
37% |
False |
False |
673 |
| 40 |
122-162 |
120-027 |
2-135 |
2.0% |
0-023 |
0.1% |
67% |
False |
False |
336 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-016 |
0.0% |
70% |
False |
False |
224 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-012 |
0.0% |
70% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-193 |
|
2.618 |
122-091 |
|
1.618 |
122-029 |
|
1.000 |
121-310 |
|
0.618 |
121-286 |
|
HIGH |
121-247 |
|
0.618 |
121-224 |
|
0.500 |
121-216 |
|
0.382 |
121-209 |
|
LOW |
121-185 |
|
0.618 |
121-146 |
|
1.000 |
121-122 |
|
1.618 |
121-084 |
|
2.618 |
121-021 |
|
4.250 |
120-239 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-224 |
121-207 |
| PP |
121-220 |
121-187 |
| S1 |
121-216 |
121-166 |
|