ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
121-167 |
0-087 |
0.2% |
121-233 |
| High |
121-175 |
121-193 |
0-018 |
0.0% |
121-253 |
| Low |
121-060 |
121-127 |
0-067 |
0.2% |
121-093 |
| Close |
121-170 |
121-155 |
-0-015 |
0.0% |
121-122 |
| Range |
0-115 |
0-065 |
-0-050 |
-43.5% |
0-160 |
| ATR |
0-104 |
0-101 |
-0-003 |
-2.7% |
0-000 |
| Volume |
87,388 |
186,705 |
99,317 |
113.7% |
190,575 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-033 |
121-319 |
121-191 |
|
| R3 |
121-288 |
121-254 |
121-173 |
|
| R2 |
121-223 |
121-223 |
121-167 |
|
| R1 |
121-189 |
121-189 |
121-161 |
121-174 |
| PP |
121-158 |
121-158 |
121-158 |
121-151 |
| S1 |
121-124 |
121-124 |
121-149 |
121-109 |
| S2 |
121-093 |
121-093 |
121-143 |
|
| S3 |
121-028 |
121-059 |
121-137 |
|
| S4 |
120-283 |
120-314 |
121-119 |
|
|
| 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 |
121-222 |
121-060 |
0-162 |
0.4% |
0-096 |
0.2% |
58% |
False |
False |
81,540 |
| 10 |
121-300 |
121-060 |
0-240 |
0.6% |
0-110 |
0.3% |
40% |
False |
False |
50,120 |
| 20 |
122-055 |
121-060 |
0-315 |
0.8% |
0-108 |
0.3% |
30% |
False |
False |
27,618 |
| 40 |
122-162 |
121-060 |
1-102 |
1.1% |
0-072 |
0.2% |
22% |
False |
False |
14,092 |
| 60 |
122-162 |
119-295 |
2-187 |
2.1% |
0-048 |
0.1% |
60% |
False |
False |
9,395 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-036 |
0.1% |
62% |
False |
False |
7,046 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-029 |
0.1% |
62% |
False |
False |
5,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-149 |
|
2.618 |
122-043 |
|
1.618 |
121-298 |
|
1.000 |
121-258 |
|
0.618 |
121-233 |
|
HIGH |
121-193 |
|
0.618 |
121-168 |
|
0.500 |
121-160 |
|
0.382 |
121-152 |
|
LOW |
121-127 |
|
0.618 |
121-087 |
|
1.000 |
121-062 |
|
1.618 |
121-022 |
|
2.618 |
120-277 |
|
4.250 |
120-171 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-160 |
121-148 |
| PP |
121-158 |
121-142 |
| S1 |
121-157 |
121-135 |
|