ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-213 |
121-138 |
-0-075 |
-0.2% |
121-155 |
| High |
121-253 |
121-202 |
-0-050 |
-0.1% |
121-300 |
| Low |
121-095 |
121-093 |
-0-002 |
0.0% |
121-118 |
| Close |
121-122 |
121-138 |
0-015 |
0.0% |
121-225 |
| Range |
0-158 |
0-110 |
-0-048 |
-30.2% |
0-182 |
| ATR |
0-103 |
0-103 |
0-001 |
0.5% |
0-000 |
| Volume |
33,365 |
49,511 |
16,146 |
48.4% |
66,064 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-154 |
122-096 |
121-198 |
|
| R3 |
122-044 |
121-306 |
121-168 |
|
| R2 |
121-254 |
121-254 |
121-158 |
|
| R1 |
121-196 |
121-196 |
121-148 |
121-192 |
| PP |
121-144 |
121-144 |
121-144 |
121-143 |
| S1 |
121-086 |
121-086 |
121-127 |
121-083 |
| S2 |
121-034 |
121-034 |
121-117 |
|
| S3 |
120-244 |
120-296 |
121-107 |
|
| S4 |
120-134 |
120-186 |
121-077 |
|
|
| 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 |
121-093 |
0-207 |
0.5% |
0-136 |
0.3% |
22% |
False |
True |
27,559 |
| 10 |
122-055 |
121-093 |
0-282 |
0.7% |
0-116 |
0.3% |
16% |
False |
True |
17,899 |
| 20 |
122-055 |
121-075 |
0-300 |
0.8% |
0-108 |
0.3% |
21% |
False |
False |
10,107 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-063 |
0.2% |
34% |
False |
False |
5,137 |
| 60 |
122-162 |
119-278 |
2-205 |
2.2% |
0-042 |
0.1% |
59% |
False |
False |
3,425 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-032 |
0.1% |
60% |
False |
False |
2,568 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-025 |
0.1% |
60% |
False |
False |
2,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-030 |
|
2.618 |
122-170 |
|
1.618 |
122-060 |
|
1.000 |
121-312 |
|
0.618 |
121-270 |
|
HIGH |
121-202 |
|
0.618 |
121-160 |
|
0.500 |
121-148 |
|
0.382 |
121-135 |
|
LOW |
121-093 |
|
0.618 |
121-025 |
|
1.000 |
120-303 |
|
1.618 |
120-235 |
|
2.618 |
120-125 |
|
4.250 |
119-265 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-148 |
121-173 |
| PP |
121-144 |
121-161 |
| S1 |
121-141 |
121-149 |
|