ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-062 |
121-045 |
-0-018 |
0.0% |
120-242 |
| High |
121-078 |
121-045 |
-0-033 |
-0.1% |
121-078 |
| Low |
121-062 |
121-045 |
-0-018 |
0.0% |
120-242 |
| Close |
121-078 |
121-045 |
-0-033 |
-0.1% |
121-045 |
| Range |
0-015 |
0-000 |
-0-015 |
-100.0% |
0-155 |
| ATR |
0-068 |
0-065 |
-0-003 |
-3.7% |
0-000 |
| Volume |
3,082 |
122 |
-2,960 |
-96.0% |
13,609 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-045 |
121-045 |
121-045 |
|
| R3 |
121-045 |
121-045 |
121-045 |
|
| R2 |
121-045 |
121-045 |
121-045 |
|
| R1 |
121-045 |
121-045 |
121-045 |
121-045 |
| PP |
121-045 |
121-045 |
121-045 |
121-045 |
| S1 |
121-045 |
121-045 |
121-045 |
121-045 |
| S2 |
121-045 |
121-045 |
121-045 |
|
| S3 |
121-045 |
121-045 |
121-045 |
|
| S4 |
121-045 |
121-045 |
121-045 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-160 |
122-098 |
121-130 |
|
| R3 |
122-005 |
121-263 |
121-088 |
|
| R2 |
121-170 |
121-170 |
121-073 |
|
| R1 |
121-107 |
121-107 |
121-059 |
121-139 |
| PP |
121-015 |
121-015 |
121-015 |
121-031 |
| S1 |
120-272 |
120-272 |
121-031 |
120-304 |
| S2 |
120-180 |
120-180 |
121-017 |
|
| S3 |
120-025 |
120-117 |
121-002 |
|
| S4 |
119-190 |
119-282 |
120-280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-078 |
120-242 |
0-155 |
0.4% |
0-014 |
0.0% |
79% |
False |
False |
2,721 |
| 10 |
121-078 |
119-293 |
1-105 |
1.1% |
0-007 |
0.0% |
92% |
False |
False |
1,360 |
| 20 |
121-078 |
119-035 |
2-042 |
1.8% |
0-003 |
0.0% |
95% |
False |
False |
680 |
| 40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-002 |
0.0% |
95% |
False |
False |
340 |
| 60 |
121-082 |
118-278 |
2-125 |
2.0% |
0-001 |
0.0% |
95% |
False |
False |
226 |
| 80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-001 |
0.0% |
97% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-045 |
|
2.618 |
121-045 |
|
1.618 |
121-045 |
|
1.000 |
121-045 |
|
0.618 |
121-045 |
|
HIGH |
121-045 |
|
0.618 |
121-045 |
|
0.500 |
121-045 |
|
0.382 |
121-045 |
|
LOW |
121-045 |
|
0.618 |
121-045 |
|
1.000 |
121-045 |
|
1.618 |
121-045 |
|
2.618 |
121-045 |
|
4.250 |
121-045 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-045 |
121-035 |
| PP |
121-045 |
121-024 |
| S1 |
121-045 |
121-014 |
|