ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-267 |
121-158 |
-0-110 |
-0.3% |
121-155 |
| High |
121-278 |
121-300 |
0-022 |
0.1% |
121-300 |
| Low |
121-127 |
121-127 |
0-000 |
0.0% |
121-118 |
| Close |
121-133 |
121-225 |
0-092 |
0.2% |
121-225 |
| Range |
0-150 |
0-173 |
0-022 |
15.0% |
0-182 |
| ATR |
0-094 |
0-099 |
0-006 |
6.0% |
0-000 |
| Volume |
5,462 |
25,859 |
20,397 |
373.4% |
66,064 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-095 |
123-013 |
122-000 |
|
| R3 |
122-243 |
122-160 |
121-272 |
|
| R2 |
122-070 |
122-070 |
121-257 |
|
| R1 |
121-307 |
121-307 |
121-241 |
122-029 |
| PP |
121-217 |
121-217 |
121-217 |
121-238 |
| S1 |
121-135 |
121-135 |
121-209 |
121-176 |
| S2 |
121-045 |
121-045 |
121-193 |
|
| S3 |
120-192 |
120-282 |
121-178 |
|
| S4 |
120-020 |
120-110 |
121-130 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-122 |
123-036 |
122-005 |
|
| R3 |
122-259 |
122-173 |
121-275 |
|
| R2 |
122-077 |
122-077 |
121-258 |
|
| R1 |
121-311 |
121-311 |
121-242 |
122-034 |
| PP |
121-214 |
121-214 |
121-214 |
121-236 |
| S1 |
121-128 |
121-128 |
121-208 |
121-171 |
| S2 |
121-032 |
121-032 |
121-192 |
|
| S3 |
120-169 |
120-266 |
121-175 |
|
| S4 |
119-307 |
120-083 |
121-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-300 |
121-118 |
0-182 |
0.5% |
0-101 |
0.3% |
59% |
True |
False |
13,212 |
| 10 |
122-055 |
121-118 |
0-258 |
0.7% |
0-103 |
0.3% |
42% |
False |
False |
8,410 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-097 |
0.2% |
50% |
False |
False |
4,857 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-054 |
0.1% |
50% |
False |
False |
2,475 |
| 60 |
122-162 |
119-278 |
2-205 |
2.2% |
0-036 |
0.1% |
70% |
False |
False |
1,650 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-027 |
0.1% |
70% |
False |
False |
1,237 |
| 100 |
122-162 |
119-250 |
2-232 |
2.2% |
0-022 |
0.1% |
70% |
False |
False |
990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-073 |
|
2.618 |
123-112 |
|
1.618 |
122-259 |
|
1.000 |
122-153 |
|
0.618 |
122-087 |
|
HIGH |
121-300 |
|
0.618 |
121-234 |
|
0.500 |
121-214 |
|
0.382 |
121-193 |
|
LOW |
121-127 |
|
0.618 |
121-021 |
|
1.000 |
120-275 |
|
1.618 |
120-168 |
|
2.618 |
119-316 |
|
4.250 |
119-034 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-221 |
121-221 |
| PP |
121-217 |
121-217 |
| S1 |
121-214 |
121-214 |
|