ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-242 |
120-247 |
0-005 |
0.0% |
120-242 |
| High |
120-282 |
120-247 |
-0-035 |
-0.1% |
121-078 |
| Low |
120-242 |
120-205 |
-0-038 |
-0.1% |
120-242 |
| Close |
120-278 |
120-240 |
-0-038 |
-0.1% |
121-045 |
| Range |
0-040 |
0-042 |
0-002 |
6.2% |
0-155 |
| ATR |
0-063 |
0-064 |
0-001 |
1.0% |
0-000 |
| Volume |
569 |
8,398 |
7,829 |
1,375.9% |
13,609 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-038 |
121-022 |
120-263 |
|
| R3 |
120-316 |
120-299 |
120-252 |
|
| R2 |
120-273 |
120-273 |
120-248 |
|
| R1 |
120-257 |
120-257 |
120-244 |
120-244 |
| PP |
120-231 |
120-231 |
120-231 |
120-224 |
| S1 |
120-214 |
120-214 |
120-236 |
120-201 |
| S2 |
120-188 |
120-188 |
120-232 |
|
| S3 |
120-146 |
120-172 |
120-228 |
|
| S4 |
120-103 |
120-129 |
120-217 |
|
|
| 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 |
121-073 |
120-205 |
0-188 |
0.5% |
0-020 |
0.1% |
19% |
False |
True |
2,259 |
| 10 |
121-078 |
120-190 |
0-207 |
0.5% |
0-017 |
0.0% |
24% |
False |
False |
2,478 |
| 20 |
121-078 |
119-180 |
1-218 |
1.4% |
0-009 |
0.0% |
71% |
False |
False |
1,239 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-004 |
0.0% |
77% |
False |
False |
619 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-003 |
0.0% |
76% |
False |
False |
413 |
| 80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-002 |
0.0% |
87% |
False |
False |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-108 |
|
2.618 |
121-039 |
|
1.618 |
120-316 |
|
1.000 |
120-290 |
|
0.618 |
120-274 |
|
HIGH |
120-247 |
|
0.618 |
120-231 |
|
0.500 |
120-226 |
|
0.382 |
120-221 |
|
LOW |
120-205 |
|
0.618 |
120-179 |
|
1.000 |
120-162 |
|
1.618 |
120-136 |
|
2.618 |
120-094 |
|
4.250 |
120-024 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-235 |
120-244 |
| PP |
120-231 |
120-242 |
| S1 |
120-226 |
120-241 |
|