ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-205 |
121-185 |
-0-020 |
-0.1% |
120-298 |
| High |
121-225 |
121-202 |
-0-022 |
-0.1% |
121-165 |
| Low |
121-175 |
121-062 |
-0-113 |
-0.3% |
120-285 |
| Close |
121-187 |
121-073 |
-0-115 |
-0.3% |
121-075 |
| Range |
0-050 |
0-140 |
0-090 |
180.1% |
0-200 |
| ATR |
0-105 |
0-107 |
0-003 |
2.4% |
0-000 |
| Volume |
384,225 |
699,887 |
315,662 |
82.2% |
3,941,677 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-213 |
122-123 |
121-150 |
|
| R3 |
122-073 |
121-303 |
121-111 |
|
| R2 |
121-253 |
121-253 |
121-098 |
|
| R1 |
121-163 |
121-163 |
121-085 |
121-138 |
| PP |
121-113 |
121-113 |
121-113 |
121-100 |
| S1 |
121-023 |
121-023 |
121-060 |
120-318 |
| S2 |
120-293 |
120-293 |
121-047 |
|
| S3 |
120-153 |
120-203 |
121-034 |
|
| S4 |
120-013 |
120-063 |
120-316 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-028 |
122-252 |
121-185 |
|
| R3 |
122-148 |
122-052 |
121-130 |
|
| R2 |
121-268 |
121-268 |
121-112 |
|
| R1 |
121-172 |
121-172 |
121-093 |
121-220 |
| PP |
121-068 |
121-068 |
121-068 |
121-092 |
| S1 |
120-292 |
120-292 |
121-057 |
121-020 |
| S2 |
120-188 |
120-188 |
121-038 |
|
| S3 |
119-308 |
120-092 |
121-020 |
|
| S4 |
119-108 |
119-212 |
120-285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
120-310 |
0-235 |
0.6% |
0-124 |
0.3% |
35% |
False |
False |
619,430 |
| 10 |
121-225 |
120-285 |
0-260 |
0.7% |
0-116 |
0.3% |
41% |
False |
False |
864,671 |
| 20 |
121-300 |
120-285 |
1-015 |
0.9% |
0-113 |
0.3% |
32% |
False |
False |
502,043 |
| 40 |
122-055 |
120-285 |
1-090 |
1.1% |
0-101 |
0.3% |
26% |
False |
False |
252,714 |
| 60 |
122-162 |
120-282 |
1-200 |
1.3% |
0-068 |
0.2% |
21% |
False |
False |
168,476 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-051 |
0.1% |
52% |
False |
False |
126,357 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-041 |
0.1% |
52% |
False |
False |
101,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-157 |
|
2.618 |
122-249 |
|
1.618 |
122-109 |
|
1.000 |
122-022 |
|
0.618 |
121-289 |
|
HIGH |
121-202 |
|
0.618 |
121-149 |
|
0.500 |
121-132 |
|
0.382 |
121-116 |
|
LOW |
121-062 |
|
0.618 |
120-296 |
|
1.000 |
120-242 |
|
1.618 |
120-156 |
|
2.618 |
120-016 |
|
4.250 |
119-107 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-132 |
121-130 |
| PP |
121-113 |
121-111 |
| S1 |
121-093 |
121-092 |
|