ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-270 |
121-275 |
0-005 |
0.0% |
121-120 |
| High |
121-293 |
122-055 |
0-082 |
0.2% |
122-025 |
| Low |
121-227 |
121-273 |
0-045 |
0.1% |
121-085 |
| Close |
121-285 |
122-033 |
0-068 |
0.2% |
122-010 |
| Range |
0-065 |
0-102 |
0-037 |
57.6% |
0-260 |
| ATR |
0-084 |
0-086 |
0-001 |
1.5% |
0-000 |
| Volume |
1,921 |
2,741 |
820 |
42.7% |
7,800 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-001 |
122-279 |
122-089 |
|
| R3 |
122-218 |
122-177 |
122-061 |
|
| R2 |
122-116 |
122-116 |
122-051 |
|
| R1 |
122-074 |
122-074 |
122-042 |
122-095 |
| PP |
122-013 |
122-013 |
122-013 |
122-024 |
| S1 |
121-292 |
121-292 |
122-023 |
121-313 |
| S2 |
121-231 |
121-231 |
122-014 |
|
| S3 |
121-128 |
121-189 |
122-004 |
|
| S4 |
121-026 |
121-087 |
121-296 |
|
|
| 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 |
122-055 |
121-145 |
0-230 |
0.6% |
0-106 |
0.3% |
90% |
True |
False |
3,156 |
| 10 |
122-055 |
121-085 |
0-290 |
0.7% |
0-098 |
0.2% |
92% |
True |
False |
2,492 |
| 20 |
122-162 |
121-075 |
1-087 |
1.0% |
0-073 |
0.2% |
68% |
False |
False |
1,463 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-037 |
0.1% |
75% |
False |
False |
731 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-024 |
0.1% |
85% |
False |
False |
487 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-018 |
0.0% |
85% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-171 |
|
2.618 |
123-003 |
|
1.618 |
122-221 |
|
1.000 |
122-158 |
|
0.618 |
122-118 |
|
HIGH |
122-055 |
|
0.618 |
122-016 |
|
0.500 |
122-004 |
|
0.382 |
121-312 |
|
LOW |
121-273 |
|
0.618 |
121-209 |
|
1.000 |
121-170 |
|
1.618 |
121-107 |
|
2.618 |
121-004 |
|
4.250 |
120-157 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-023 |
122-012 |
| PP |
122-013 |
121-312 |
| S1 |
122-004 |
121-291 |
|