ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-198 |
121-080 |
-0-118 |
-0.3% |
121-233 |
| High |
121-210 |
121-175 |
-0-035 |
-0.1% |
121-253 |
| Low |
121-095 |
121-060 |
-0-035 |
-0.1% |
121-093 |
| Close |
121-122 |
121-170 |
0-048 |
0.1% |
121-122 |
| Range |
0-115 |
0-115 |
0-000 |
0.0% |
0-160 |
| ATR |
0-103 |
0-104 |
0-001 |
0.8% |
0-000 |
| Volume |
54,127 |
87,388 |
33,261 |
61.4% |
190,575 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-160 |
122-120 |
121-233 |
|
| R3 |
122-045 |
122-005 |
121-202 |
|
| R2 |
121-250 |
121-250 |
121-191 |
|
| R1 |
121-210 |
121-210 |
121-181 |
121-230 |
| PP |
121-135 |
121-135 |
121-135 |
121-145 |
| S1 |
121-095 |
121-095 |
121-159 |
121-115 |
| S2 |
121-020 |
121-020 |
121-149 |
|
| S3 |
120-225 |
120-300 |
121-138 |
|
| S4 |
120-110 |
120-185 |
121-107 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-316 |
122-219 |
121-210 |
|
| R3 |
122-156 |
122-059 |
121-166 |
|
| R2 |
121-316 |
121-316 |
121-152 |
|
| R1 |
121-219 |
121-219 |
121-137 |
121-188 |
| PP |
121-156 |
121-156 |
121-156 |
121-140 |
| S1 |
121-059 |
121-059 |
121-108 |
121-028 |
| S2 |
120-316 |
120-316 |
121-093 |
|
| S3 |
120-156 |
120-219 |
121-078 |
|
| S4 |
119-316 |
120-059 |
121-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-253 |
121-060 |
0-193 |
0.5% |
0-115 |
0.3% |
57% |
False |
True |
50,872 |
| 10 |
121-300 |
121-060 |
0-240 |
0.6% |
0-111 |
0.3% |
46% |
False |
True |
32,755 |
| 20 |
122-055 |
121-060 |
0-315 |
0.8% |
0-109 |
0.3% |
35% |
False |
True |
18,449 |
| 40 |
122-162 |
121-060 |
1-102 |
1.1% |
0-071 |
0.2% |
26% |
False |
True |
9,424 |
| 60 |
122-162 |
119-295 |
2-187 |
2.1% |
0-047 |
0.1% |
62% |
False |
False |
6,283 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-035 |
0.1% |
64% |
False |
False |
4,712 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-028 |
0.1% |
64% |
False |
False |
3,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-024 |
|
2.618 |
122-156 |
|
1.618 |
122-041 |
|
1.000 |
121-290 |
|
0.618 |
121-246 |
|
HIGH |
121-175 |
|
0.618 |
121-131 |
|
0.500 |
121-118 |
|
0.382 |
121-104 |
|
LOW |
121-060 |
|
0.618 |
120-309 |
|
1.000 |
120-265 |
|
1.618 |
120-194 |
|
2.618 |
120-079 |
|
4.250 |
119-211 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-153 |
121-160 |
| PP |
121-135 |
121-151 |
| S1 |
121-118 |
121-141 |
|