ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-315 |
121-062 |
0-067 |
0.2% |
119-293 |
| High |
121-002 |
121-078 |
0-075 |
0.2% |
120-233 |
| Low |
120-270 |
121-062 |
0-112 |
0.3% |
119-293 |
| Close |
120-300 |
121-078 |
0-098 |
0.3% |
120-190 |
| Range |
0-052 |
0-015 |
-0-037 |
-71.4% |
0-260 |
| ATR |
0-066 |
0-068 |
0-002 |
3.5% |
0-000 |
| Volume |
5,442 |
3,082 |
-2,360 |
-43.4% |
0 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-118 |
121-113 |
121-086 |
|
| R3 |
121-103 |
121-098 |
121-082 |
|
| R2 |
121-088 |
121-088 |
121-080 |
|
| R1 |
121-083 |
121-083 |
121-079 |
121-085 |
| PP |
121-073 |
121-073 |
121-073 |
121-074 |
| S1 |
121-067 |
121-067 |
121-076 |
121-070 |
| S2 |
121-057 |
121-057 |
121-075 |
|
| S3 |
121-042 |
121-052 |
121-073 |
|
| S4 |
121-027 |
121-037 |
121-069 |
|
|
| 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 |
121-078 |
120-190 |
0-207 |
0.5% |
0-014 |
0.0% |
100% |
True |
False |
2,697 |
| 10 |
121-078 |
119-250 |
1-147 |
1.2% |
0-007 |
0.0% |
100% |
True |
False |
1,348 |
| 20 |
121-078 |
119-035 |
2-042 |
1.8% |
0-003 |
0.0% |
100% |
True |
False |
674 |
| 40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-002 |
0.0% |
99% |
False |
False |
337 |
| 60 |
121-082 |
118-238 |
2-165 |
2.1% |
0-001 |
0.0% |
99% |
False |
False |
224 |
| 80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-001 |
0.0% |
100% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-141 |
|
2.618 |
121-117 |
|
1.618 |
121-102 |
|
1.000 |
121-093 |
|
0.618 |
121-087 |
|
HIGH |
121-078 |
|
0.618 |
121-072 |
|
0.500 |
121-070 |
|
0.382 |
121-068 |
|
LOW |
121-062 |
|
0.618 |
121-053 |
|
1.000 |
121-047 |
|
1.618 |
121-038 |
|
2.618 |
121-023 |
|
4.250 |
120-319 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-075 |
121-056 |
| PP |
121-073 |
121-035 |
| S1 |
121-070 |
121-014 |
|