ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-045 |
121-073 |
0-028 |
0.1% |
120-242 |
| High |
121-045 |
121-073 |
0-028 |
0.1% |
121-078 |
| Low |
121-045 |
121-053 |
0-008 |
0.0% |
120-242 |
| Close |
121-045 |
121-053 |
0-008 |
0.0% |
121-045 |
| Range |
0-000 |
0-020 |
0-020 |
|
0-155 |
| ATR |
0-065 |
0-063 |
-0-003 |
-4.1% |
0-000 |
| Volume |
122 |
258 |
136 |
111.5% |
13,609 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-119 |
121-106 |
121-064 |
|
| R3 |
121-099 |
121-086 |
121-058 |
|
| R2 |
121-079 |
121-079 |
121-056 |
|
| R1 |
121-066 |
121-066 |
121-054 |
121-063 |
| PP |
121-059 |
121-059 |
121-059 |
121-058 |
| S1 |
121-046 |
121-046 |
121-051 |
121-043 |
| S2 |
121-039 |
121-039 |
121-049 |
|
| S3 |
121-019 |
121-026 |
121-047 |
|
| S4 |
120-319 |
121-006 |
121-042 |
|
|
| 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 |
120-270 |
0-127 |
0.3% |
0-018 |
0.0% |
80% |
False |
False |
2,745 |
| 10 |
121-078 |
120-110 |
0-287 |
0.7% |
0-009 |
0.0% |
91% |
False |
False |
1,386 |
| 20 |
121-078 |
119-035 |
2-042 |
1.8% |
0-004 |
0.0% |
96% |
False |
False |
693 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-002 |
0.0% |
96% |
False |
False |
346 |
| 60 |
121-082 |
118-278 |
2-125 |
2.0% |
0-001 |
0.0% |
96% |
False |
False |
231 |
| 80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-001 |
0.0% |
98% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-158 |
|
2.618 |
121-125 |
|
1.618 |
121-105 |
|
1.000 |
121-093 |
|
0.618 |
121-085 |
|
HIGH |
121-073 |
|
0.618 |
121-065 |
|
0.500 |
121-063 |
|
0.382 |
121-060 |
|
LOW |
121-053 |
|
0.618 |
121-040 |
|
1.000 |
121-033 |
|
1.618 |
121-020 |
|
2.618 |
121-000 |
|
4.250 |
120-288 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-063 |
121-061 |
| PP |
121-059 |
121-058 |
| S1 |
121-056 |
121-055 |
|