ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-310 |
121-267 |
-0-043 |
-0.1% |
121-120 |
| High |
122-015 |
121-298 |
-0-038 |
-0.1% |
122-025 |
| Low |
121-265 |
121-207 |
-0-058 |
-0.1% |
121-085 |
| Close |
121-305 |
121-278 |
-0-027 |
-0.1% |
122-010 |
| Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-260 |
| ATR |
0-085 |
0-086 |
0-001 |
1.0% |
0-000 |
| Volume |
1,604 |
8,068 |
6,464 |
403.0% |
7,800 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-211 |
122-174 |
122-007 |
|
| R3 |
122-121 |
122-084 |
121-302 |
|
| R2 |
122-031 |
122-031 |
121-294 |
|
| R1 |
121-314 |
121-314 |
121-286 |
122-013 |
| PP |
121-261 |
121-261 |
121-261 |
121-270 |
| S1 |
121-224 |
121-224 |
121-269 |
121-242 |
| S2 |
121-171 |
121-171 |
121-261 |
|
| S3 |
121-081 |
121-134 |
121-253 |
|
| S4 |
120-311 |
121-044 |
121-228 |
|
|
| 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% |
0-114 |
0.3% |
74% |
False |
False |
2,651 |
| 10 |
122-025 |
121-075 |
0-270 |
0.7% |
0-095 |
0.2% |
75% |
False |
False |
2,155 |
| 20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-065 |
0.2% |
50% |
False |
False |
1,230 |
| 40 |
122-162 |
120-253 |
1-230 |
1.4% |
0-032 |
0.1% |
63% |
False |
False |
615 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-022 |
0.1% |
76% |
False |
False |
410 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-016 |
0.0% |
76% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-040 |
|
2.618 |
122-213 |
|
1.618 |
122-123 |
|
1.000 |
122-068 |
|
0.618 |
122-033 |
|
HIGH |
121-298 |
|
0.618 |
121-263 |
|
0.500 |
121-252 |
|
0.382 |
121-242 |
|
LOW |
121-207 |
|
0.618 |
121-152 |
|
1.000 |
121-117 |
|
1.618 |
121-062 |
|
2.618 |
120-292 |
|
4.250 |
120-145 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-269 |
121-267 |
| PP |
121-261 |
121-256 |
| S1 |
121-252 |
121-245 |
|