ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-185 |
121-082 |
-0-102 |
-0.3% |
121-067 |
| High |
121-202 |
121-100 |
-0-102 |
-0.3% |
121-225 |
| Low |
121-062 |
121-005 |
-0-058 |
-0.1% |
121-005 |
| Close |
121-073 |
121-018 |
-0-055 |
-0.1% |
121-018 |
| Range |
0-140 |
0-095 |
-0-045 |
-32.1% |
0-220 |
| ATR |
0-107 |
0-106 |
-0-001 |
-0.8% |
0-000 |
| Volume |
699,887 |
596,082 |
-103,805 |
-14.8% |
2,315,885 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-006 |
121-267 |
121-070 |
|
| R3 |
121-231 |
121-172 |
121-044 |
|
| R2 |
121-136 |
121-136 |
121-035 |
|
| R1 |
121-077 |
121-077 |
121-026 |
121-059 |
| PP |
121-041 |
121-041 |
121-041 |
121-032 |
| S1 |
120-302 |
120-302 |
121-009 |
120-284 |
| S2 |
120-266 |
120-266 |
121-000 |
|
| S3 |
120-171 |
120-207 |
120-311 |
|
| S4 |
120-076 |
120-112 |
120-285 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-102 |
122-280 |
121-139 |
|
| R3 |
122-202 |
122-060 |
121-078 |
|
| R2 |
121-302 |
121-302 |
121-058 |
|
| R1 |
121-160 |
121-160 |
121-038 |
121-121 |
| PP |
121-082 |
121-082 |
121-082 |
121-063 |
| S1 |
120-260 |
120-260 |
120-317 |
120-221 |
| S2 |
120-182 |
120-182 |
120-297 |
|
| S3 |
119-282 |
120-040 |
120-277 |
|
| S4 |
119-062 |
119-140 |
120-217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-225 |
121-005 |
0-220 |
0.6% |
0-121 |
0.3% |
6% |
False |
True |
605,891 |
| 10 |
121-225 |
120-285 |
0-260 |
0.7% |
0-119 |
0.3% |
20% |
False |
False |
755,942 |
| 20 |
121-300 |
120-285 |
1-015 |
0.9% |
0-110 |
0.3% |
16% |
False |
False |
531,574 |
| 40 |
122-055 |
120-285 |
1-090 |
1.1% |
0-102 |
0.3% |
13% |
False |
False |
267,576 |
| 60 |
122-162 |
120-282 |
1-200 |
1.3% |
0-070 |
0.2% |
11% |
False |
False |
178,411 |
| 80 |
122-162 |
119-260 |
2-222 |
2.2% |
0-052 |
0.1% |
46% |
False |
False |
133,808 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-042 |
0.1% |
46% |
False |
False |
107,046 |
| 120 |
122-162 |
119-180 |
2-302 |
2.4% |
0-035 |
0.1% |
51% |
False |
False |
89,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-184 |
|
2.618 |
122-029 |
|
1.618 |
121-254 |
|
1.000 |
121-195 |
|
0.618 |
121-159 |
|
HIGH |
121-100 |
|
0.618 |
121-064 |
|
0.500 |
121-052 |
|
0.382 |
121-041 |
|
LOW |
121-005 |
|
0.618 |
120-266 |
|
1.000 |
120-230 |
|
1.618 |
120-171 |
|
2.618 |
120-076 |
|
4.250 |
119-241 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-052 |
121-115 |
| PP |
121-041 |
121-082 |
| S1 |
121-029 |
121-050 |
|