ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-233 |
121-213 |
-0-020 |
-0.1% |
121-155 |
| High |
121-250 |
121-253 |
0-002 |
0.0% |
121-300 |
| Low |
121-162 |
121-095 |
-0-067 |
-0.2% |
121-118 |
| Close |
121-173 |
121-122 |
-0-050 |
-0.1% |
121-225 |
| Range |
0-088 |
0-158 |
0-070 |
80.0% |
0-182 |
| ATR |
0-098 |
0-103 |
0-004 |
4.3% |
0-000 |
| Volume |
23,602 |
33,365 |
9,763 |
41.4% |
66,064 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-309 |
122-213 |
121-209 |
|
| R3 |
122-152 |
122-056 |
121-166 |
|
| R2 |
121-314 |
121-314 |
121-151 |
|
| R1 |
121-218 |
121-218 |
121-137 |
121-188 |
| PP |
121-157 |
121-157 |
121-157 |
121-141 |
| S1 |
121-061 |
121-061 |
121-108 |
121-030 |
| S2 |
120-319 |
120-319 |
121-094 |
|
| S3 |
120-162 |
120-223 |
121-079 |
|
| S4 |
120-004 |
120-066 |
121-036 |
|
|
| 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 |
121-095 |
0-205 |
0.5% |
0-124 |
0.3% |
13% |
False |
True |
18,700 |
| 10 |
122-055 |
121-095 |
0-280 |
0.7% |
0-112 |
0.3% |
10% |
False |
True |
13,140 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-104 |
0.3% |
16% |
False |
False |
7,647 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-060 |
0.2% |
31% |
False |
False |
3,900 |
| 60 |
122-162 |
119-278 |
2-205 |
2.2% |
0-040 |
0.1% |
57% |
False |
False |
2,600 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-030 |
0.1% |
58% |
False |
False |
1,950 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-024 |
0.1% |
58% |
False |
False |
1,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-282 |
|
2.618 |
123-025 |
|
1.618 |
122-187 |
|
1.000 |
122-090 |
|
0.618 |
122-030 |
|
HIGH |
121-253 |
|
0.618 |
121-192 |
|
0.500 |
121-174 |
|
0.382 |
121-155 |
|
LOW |
121-095 |
|
0.618 |
120-318 |
|
1.000 |
120-258 |
|
1.618 |
120-160 |
|
2.618 |
120-003 |
|
4.250 |
119-066 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-174 |
121-198 |
| PP |
121-157 |
121-173 |
| S1 |
121-140 |
121-147 |
|