ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
121-233 |
121-295 |
0-062 |
0.2% |
121-120 |
| High |
121-247 |
122-025 |
0-098 |
0.3% |
122-025 |
| Low |
121-185 |
121-145 |
-0-040 |
-0.1% |
121-085 |
| Close |
121-227 |
122-010 |
0-103 |
0.3% |
122-010 |
| Range |
0-062 |
0-200 |
0-138 |
220.0% |
0-260 |
| ATR |
0-077 |
0-086 |
0-009 |
11.3% |
0-000 |
| Volume |
1,218 |
1,450 |
232 |
19.0% |
7,800 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-233 |
123-162 |
122-120 |
|
| R3 |
123-033 |
122-282 |
122-065 |
|
| R2 |
122-153 |
122-153 |
122-047 |
|
| R1 |
122-082 |
122-082 |
122-028 |
122-118 |
| PP |
121-273 |
121-273 |
121-273 |
121-291 |
| S1 |
121-202 |
121-202 |
121-312 |
121-238 |
| S2 |
121-073 |
121-073 |
121-293 |
|
| S3 |
120-193 |
121-002 |
121-275 |
|
| S4 |
119-313 |
120-122 |
121-220 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-073 |
123-302 |
122-153 |
|
| R3 |
123-133 |
123-042 |
122-082 |
|
| R2 |
122-193 |
122-193 |
122-058 |
|
| R1 |
122-102 |
122-102 |
122-034 |
122-148 |
| PP |
121-253 |
121-253 |
121-253 |
121-276 |
| S1 |
121-162 |
121-162 |
121-306 |
121-208 |
| S2 |
120-313 |
120-313 |
121-282 |
|
| S3 |
120-053 |
120-222 |
121-259 |
|
| S4 |
119-113 |
119-282 |
121-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-025 |
121-085 |
0-260 |
0.7% |
0-109 |
0.3% |
94% |
True |
False |
1,560 |
| 10 |
122-025 |
121-075 |
0-270 |
0.7% |
0-090 |
0.2% |
94% |
True |
False |
1,304 |
| 20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-057 |
0.1% |
63% |
False |
False |
746 |
| 40 |
122-162 |
120-238 |
1-245 |
1.4% |
0-028 |
0.1% |
73% |
False |
False |
373 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-019 |
0.0% |
82% |
False |
False |
248 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-014 |
0.0% |
82% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-235 |
|
2.618 |
123-229 |
|
1.618 |
123-029 |
|
1.000 |
122-225 |
|
0.618 |
122-149 |
|
HIGH |
122-025 |
|
0.618 |
121-269 |
|
0.500 |
121-245 |
|
0.382 |
121-221 |
|
LOW |
121-145 |
|
0.618 |
121-021 |
|
1.000 |
120-265 |
|
1.618 |
120-141 |
|
2.618 |
119-261 |
|
4.250 |
118-255 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-302 |
121-292 |
| PP |
121-273 |
121-253 |
| S1 |
121-245 |
121-215 |
|