ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-275 |
122-038 |
0-082 |
0.2% |
121-310 |
| High |
122-055 |
122-040 |
-0-015 |
0.0% |
122-055 |
| Low |
121-273 |
121-158 |
-0-115 |
-0.3% |
121-158 |
| Close |
122-033 |
121-170 |
-0-182 |
-0.5% |
121-170 |
| Range |
0-102 |
0-202 |
0-100 |
97.6% |
0-218 |
| ATR |
0-086 |
0-094 |
0-008 |
9.7% |
0-000 |
| Volume |
2,741 |
3,709 |
968 |
35.3% |
18,043 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-066 |
121-281 |
|
| R3 |
122-314 |
122-183 |
121-226 |
|
| R2 |
122-112 |
122-112 |
121-207 |
|
| R1 |
121-301 |
121-301 |
121-189 |
121-265 |
| PP |
121-229 |
121-229 |
121-229 |
121-211 |
| S1 |
121-098 |
121-098 |
121-151 |
121-063 |
| S2 |
121-027 |
121-027 |
121-133 |
|
| S3 |
120-144 |
120-216 |
121-114 |
|
| S4 |
119-262 |
120-013 |
121-059 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-247 |
123-106 |
121-290 |
|
| R3 |
123-029 |
122-208 |
121-230 |
|
| R2 |
122-132 |
122-132 |
121-210 |
|
| R1 |
121-311 |
121-311 |
121-190 |
121-273 |
| PP |
121-234 |
121-234 |
121-234 |
121-215 |
| S1 |
121-093 |
121-093 |
121-150 |
121-055 |
| S2 |
121-017 |
121-017 |
121-130 |
|
| S3 |
120-119 |
120-196 |
121-110 |
|
| S4 |
119-222 |
119-298 |
121-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-055 |
121-158 |
0-218 |
0.6% |
0-106 |
0.3% |
6% |
False |
True |
3,608 |
| 10 |
122-055 |
121-085 |
0-290 |
0.7% |
0-107 |
0.3% |
29% |
False |
False |
2,584 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-082 |
0.2% |
32% |
False |
False |
1,648 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-042 |
0.1% |
40% |
False |
False |
824 |
| 60 |
122-162 |
119-260 |
2-222 |
2.2% |
0-028 |
0.1% |
64% |
False |
False |
549 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-021 |
0.1% |
64% |
False |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-261 |
|
2.618 |
123-250 |
|
1.618 |
123-048 |
|
1.000 |
122-242 |
|
0.618 |
122-165 |
|
HIGH |
122-040 |
|
0.618 |
121-283 |
|
0.500 |
121-259 |
|
0.382 |
121-235 |
|
LOW |
121-158 |
|
0.618 |
121-032 |
|
1.000 |
120-275 |
|
1.618 |
120-150 |
|
2.618 |
119-267 |
|
4.250 |
118-257 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-259 |
121-266 |
| PP |
121-229 |
121-234 |
| S1 |
121-200 |
121-202 |
|