ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-233 |
120-190 |
-0-042 |
-0.1% |
119-293 |
| High |
120-233 |
120-190 |
-0-042 |
-0.1% |
120-233 |
| Low |
120-233 |
120-190 |
-0-042 |
-0.1% |
119-293 |
| Close |
120-233 |
120-190 |
-0-042 |
-0.1% |
120-190 |
| Range |
|
|
|
|
|
| ATR |
0-069 |
0-067 |
-0-002 |
-2.7% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-190 |
120-190 |
120-190 |
|
| R3 |
120-190 |
120-190 |
120-190 |
|
| R2 |
120-190 |
120-190 |
120-190 |
|
| R1 |
120-190 |
120-190 |
120-190 |
120-190 |
| PP |
120-190 |
120-190 |
120-190 |
120-190 |
| S1 |
120-190 |
120-190 |
120-190 |
120-190 |
| S2 |
120-190 |
120-190 |
120-190 |
|
| S3 |
120-190 |
120-190 |
120-190 |
|
| S4 |
120-190 |
120-190 |
120-190 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-272 |
122-171 |
121-013 |
|
| R3 |
122-012 |
121-231 |
120-262 |
|
| R2 |
121-072 |
121-072 |
120-238 |
|
| R1 |
120-291 |
120-291 |
120-214 |
121-021 |
| PP |
120-132 |
120-132 |
120-132 |
120-157 |
| S1 |
120-031 |
120-031 |
120-166 |
120-081 |
| S2 |
119-192 |
119-192 |
120-142 |
|
| S3 |
118-252 |
119-091 |
120-119 |
|
| S4 |
117-312 |
118-151 |
120-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-233 |
119-293 |
0-260 |
0.7% |
0-000 |
0.0% |
84% |
False |
False |
|
| 10 |
120-233 |
119-180 |
1-053 |
1.0% |
0-000 |
0.0% |
89% |
False |
False |
|
| 20 |
120-233 |
119-035 |
1-198 |
1.3% |
0-000 |
0.0% |
92% |
False |
False |
|
| 40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-000 |
0.0% |
69% |
False |
False |
|
| 60 |
121-082 |
118-018 |
3-065 |
2.7% |
0-000 |
0.0% |
79% |
False |
False |
|
| 80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-190 |
|
2.618 |
120-190 |
|
1.618 |
120-190 |
|
1.000 |
120-190 |
|
0.618 |
120-190 |
|
HIGH |
120-190 |
|
0.618 |
120-190 |
|
0.500 |
120-190 |
|
0.382 |
120-190 |
|
LOW |
120-190 |
|
0.618 |
120-190 |
|
1.000 |
120-190 |
|
1.618 |
120-190 |
|
2.618 |
120-190 |
|
4.250 |
120-190 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-190 |
120-198 |
| PP |
120-190 |
120-195 |
| S1 |
120-190 |
120-193 |
|