ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
121-153 |
121-110 |
-0-042 |
-0.1% |
121-080 |
| High |
121-167 |
121-173 |
0-005 |
0.0% |
121-193 |
| Low |
121-100 |
120-290 |
-0-130 |
-0.3% |
120-290 |
| Close |
121-122 |
120-293 |
-0-150 |
-0.4% |
120-293 |
| Range |
0-067 |
0-202 |
0-135 |
200.0% |
0-222 |
| ATR |
0-095 |
0-102 |
0-008 |
8.1% |
0-000 |
| Volume |
1,683,369 |
1,301,866 |
-381,503 |
-22.7% |
4,157,500 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-006 |
122-192 |
121-084 |
|
| R3 |
122-123 |
121-309 |
121-028 |
|
| R2 |
121-241 |
121-241 |
121-010 |
|
| R1 |
121-107 |
121-107 |
120-311 |
121-073 |
| PP |
121-038 |
121-038 |
121-038 |
121-021 |
| S1 |
120-224 |
120-224 |
120-274 |
120-190 |
| S2 |
120-156 |
120-156 |
120-255 |
|
| S3 |
119-273 |
120-022 |
120-237 |
|
| S4 |
119-071 |
119-139 |
120-181 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-073 |
122-245 |
121-095 |
|
| R3 |
122-170 |
122-023 |
121-034 |
|
| R2 |
121-268 |
121-268 |
121-013 |
|
| R1 |
121-120 |
121-120 |
120-313 |
121-083 |
| PP |
121-045 |
121-045 |
121-045 |
121-026 |
| S1 |
120-218 |
120-218 |
120-272 |
120-180 |
| S2 |
120-143 |
120-143 |
120-252 |
|
| S3 |
119-240 |
119-315 |
120-231 |
|
| S4 |
119-018 |
119-093 |
120-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-193 |
120-290 |
0-222 |
0.6% |
0-099 |
0.3% |
1% |
False |
True |
831,500 |
| 10 |
121-253 |
120-290 |
0-282 |
0.7% |
0-104 |
0.3% |
1% |
False |
True |
434,807 |
| 20 |
122-055 |
120-290 |
1-085 |
1.0% |
0-104 |
0.3% |
1% |
False |
True |
221,609 |
| 40 |
122-162 |
120-290 |
1-192 |
1.3% |
0-080 |
0.2% |
0% |
False |
True |
111,177 |
| 60 |
122-162 |
120-238 |
1-245 |
1.5% |
0-054 |
0.1% |
10% |
False |
False |
74,118 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-040 |
0.1% |
41% |
False |
False |
55,588 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-032 |
0.1% |
41% |
False |
False |
44,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-073 |
|
2.618 |
123-063 |
|
1.618 |
122-180 |
|
1.000 |
122-055 |
|
0.618 |
121-298 |
|
HIGH |
121-173 |
|
0.618 |
121-095 |
|
0.500 |
121-071 |
|
0.382 |
121-047 |
|
LOW |
120-290 |
|
0.618 |
120-165 |
|
1.000 |
120-088 |
|
1.618 |
119-282 |
|
2.618 |
119-080 |
|
4.250 |
118-069 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-071 |
121-079 |
| PP |
121-038 |
121-043 |
| S1 |
121-005 |
121-008 |
|