ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-158 |
121-233 |
0-075 |
0.2% |
121-155 |
| High |
121-300 |
121-250 |
-0-050 |
-0.1% |
121-300 |
| Low |
121-127 |
121-162 |
0-035 |
0.1% |
121-118 |
| Close |
121-225 |
121-173 |
-0-052 |
-0.1% |
121-225 |
| Range |
0-173 |
0-088 |
-0-085 |
-49.3% |
0-182 |
| ATR |
0-099 |
0-098 |
-0-001 |
-0.8% |
0-000 |
| Volume |
25,859 |
23,602 |
-2,257 |
-8.7% |
66,064 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-138 |
122-083 |
121-221 |
|
| R3 |
122-050 |
121-315 |
121-197 |
|
| R2 |
121-283 |
121-283 |
121-189 |
|
| R1 |
121-228 |
121-228 |
121-181 |
121-211 |
| PP |
121-195 |
121-195 |
121-195 |
121-187 |
| S1 |
121-140 |
121-140 |
121-164 |
121-124 |
| S2 |
121-107 |
121-107 |
121-156 |
|
| S3 |
121-020 |
121-052 |
121-148 |
|
| S4 |
120-252 |
120-285 |
121-124 |
|
|
| 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 |
121-127 |
0-173 |
0.4% |
0-108 |
0.3% |
26% |
False |
False |
14,639 |
| 10 |
122-055 |
121-118 |
0-258 |
0.7% |
0-105 |
0.3% |
21% |
False |
False |
10,610 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-097 |
0.2% |
33% |
False |
False |
6,007 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-056 |
0.1% |
40% |
False |
False |
3,065 |
| 60 |
122-162 |
119-278 |
2-205 |
2.2% |
0-038 |
0.1% |
63% |
False |
False |
2,043 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-028 |
0.1% |
64% |
False |
False |
1,532 |
| 100 |
122-162 |
119-250 |
2-232 |
2.2% |
0-023 |
0.1% |
64% |
False |
False |
1,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-302 |
|
2.618 |
122-159 |
|
1.618 |
122-072 |
|
1.000 |
122-018 |
|
0.618 |
121-304 |
|
HIGH |
121-250 |
|
0.618 |
121-217 |
|
0.500 |
121-206 |
|
0.382 |
121-196 |
|
LOW |
121-162 |
|
0.618 |
121-108 |
|
1.000 |
121-075 |
|
1.618 |
121-021 |
|
2.618 |
120-253 |
|
4.250 |
120-111 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-206 |
121-214 |
| PP |
121-195 |
121-200 |
| S1 |
121-184 |
121-186 |
|