ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-005 |
121-065 |
0-060 |
0.2% |
121-067 |
| High |
121-078 |
121-118 |
0-040 |
0.1% |
121-225 |
| Low |
120-307 |
120-265 |
-0-042 |
-0.1% |
121-005 |
| Close |
121-060 |
120-293 |
-0-087 |
-0.2% |
121-018 |
| Range |
0-090 |
0-173 |
0-082 |
91.6% |
0-220 |
| ATR |
0-105 |
0-110 |
0-005 |
4.6% |
0-000 |
| Volume |
565,234 |
686,926 |
121,692 |
21.5% |
2,315,885 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-209 |
122-103 |
121-067 |
|
| R3 |
122-037 |
121-251 |
121-020 |
|
| R2 |
121-184 |
121-184 |
121-004 |
|
| R1 |
121-078 |
121-078 |
120-308 |
121-045 |
| PP |
121-012 |
121-012 |
121-012 |
120-315 |
| S1 |
120-226 |
120-226 |
120-277 |
120-192 |
| S2 |
120-159 |
120-159 |
120-261 |
|
| S3 |
119-307 |
120-053 |
120-245 |
|
| S4 |
119-134 |
119-201 |
120-198 |
|
|
| 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 |
120-265 |
0-280 |
0.7% |
0-110 |
0.3% |
10% |
False |
True |
586,470 |
| 10 |
121-225 |
120-265 |
0-280 |
0.7% |
0-112 |
0.3% |
10% |
False |
True |
660,567 |
| 20 |
121-253 |
120-265 |
0-308 |
0.8% |
0-110 |
0.3% |
9% |
False |
True |
591,709 |
| 40 |
122-055 |
120-265 |
1-110 |
1.1% |
0-103 |
0.3% |
6% |
False |
True |
298,858 |
| 60 |
122-162 |
120-265 |
1-218 |
1.4% |
0-074 |
0.2% |
5% |
False |
True |
199,280 |
| 80 |
122-162 |
119-278 |
2-205 |
2.2% |
0-056 |
0.1% |
40% |
False |
False |
149,460 |
| 100 |
122-162 |
119-260 |
2-222 |
2.2% |
0-045 |
0.1% |
41% |
False |
False |
119,568 |
| 120 |
122-162 |
119-250 |
2-232 |
2.3% |
0-037 |
0.1% |
42% |
False |
False |
99,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-211 |
|
2.618 |
122-249 |
|
1.618 |
122-077 |
|
1.000 |
121-290 |
|
0.618 |
121-224 |
|
HIGH |
121-118 |
|
0.618 |
121-052 |
|
0.500 |
121-031 |
|
0.382 |
121-011 |
|
LOW |
120-265 |
|
0.618 |
120-158 |
|
1.000 |
120-092 |
|
1.618 |
119-306 |
|
2.618 |
119-133 |
|
4.250 |
118-172 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-031 |
121-031 |
| PP |
121-012 |
121-012 |
| S1 |
120-312 |
120-312 |
|