ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-138 |
121-190 |
0-053 |
0.1% |
121-155 |
| High |
121-202 |
121-222 |
0-020 |
0.1% |
121-300 |
| Low |
121-093 |
121-147 |
0-055 |
0.1% |
121-118 |
| Close |
121-138 |
121-202 |
0-065 |
0.2% |
121-225 |
| Range |
0-110 |
0-075 |
-0-035 |
-31.8% |
0-182 |
| ATR |
0-103 |
0-102 |
-0-001 |
-1.3% |
0-000 |
| Volume |
49,511 |
29,970 |
-19,541 |
-39.5% |
66,064 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-096 |
122-064 |
121-244 |
|
| R3 |
122-021 |
121-309 |
121-223 |
|
| R2 |
121-266 |
121-266 |
121-216 |
|
| R1 |
121-234 |
121-234 |
121-209 |
121-250 |
| PP |
121-191 |
121-191 |
121-191 |
121-199 |
| S1 |
121-159 |
121-159 |
121-196 |
121-175 |
| S2 |
121-116 |
121-116 |
121-189 |
|
| S3 |
121-041 |
121-084 |
121-182 |
|
| S4 |
120-286 |
121-009 |
121-161 |
|
|
| 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% |
0-121 |
0.3% |
53% |
False |
False |
32,461 |
| 10 |
122-040 |
121-093 |
0-267 |
0.7% |
0-114 |
0.3% |
41% |
False |
False |
20,622 |
| 20 |
122-055 |
121-085 |
0-290 |
0.7% |
0-106 |
0.3% |
41% |
False |
False |
11,557 |
| 40 |
122-162 |
120-282 |
1-200 |
1.3% |
0-065 |
0.2% |
46% |
False |
False |
5,887 |
| 60 |
122-162 |
119-278 |
2-205 |
2.2% |
0-043 |
0.1% |
67% |
False |
False |
3,924 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-033 |
0.1% |
68% |
False |
False |
2,943 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-026 |
0.1% |
68% |
False |
False |
2,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-221 |
|
2.618 |
122-099 |
|
1.618 |
122-024 |
|
1.000 |
121-298 |
|
0.618 |
121-269 |
|
HIGH |
121-222 |
|
0.618 |
121-194 |
|
0.500 |
121-185 |
|
0.382 |
121-176 |
|
LOW |
121-147 |
|
0.618 |
121-101 |
|
1.000 |
121-072 |
|
1.618 |
121-026 |
|
2.618 |
120-271 |
|
4.250 |
120-149 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-197 |
121-193 |
| PP |
121-191 |
121-183 |
| S1 |
121-185 |
121-173 |
|