ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-227 |
120-198 |
-0-030 |
-0.1% |
121-073 |
| High |
120-227 |
120-222 |
-0-005 |
0.0% |
121-073 |
| Low |
120-218 |
120-093 |
-0-125 |
-0.3% |
120-205 |
| Close |
120-218 |
120-093 |
-0-125 |
-0.3% |
120-293 |
| Range |
0-010 |
0-130 |
0-120 |
1,201.9% |
0-188 |
| ATR |
0-060 |
0-065 |
0-005 |
8.3% |
0-000 |
| Volume |
8,805 |
3,529 |
-5,276 |
-59.9% |
15,106 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-206 |
121-119 |
120-164 |
|
| R3 |
121-076 |
120-309 |
120-128 |
|
| R2 |
120-266 |
120-266 |
120-116 |
|
| R1 |
120-179 |
120-179 |
120-104 |
120-158 |
| PP |
120-136 |
120-136 |
120-136 |
120-125 |
| S1 |
120-049 |
120-049 |
120-081 |
120-028 |
| S2 |
120-006 |
120-006 |
120-069 |
|
| S3 |
119-196 |
119-239 |
120-057 |
|
| S4 |
119-066 |
119-109 |
120-021 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-219 |
122-123 |
121-076 |
|
| R3 |
122-032 |
121-256 |
121-024 |
|
| R2 |
121-164 |
121-164 |
121-007 |
|
| R1 |
121-068 |
121-068 |
120-310 |
121-023 |
| PP |
120-297 |
120-297 |
120-297 |
120-274 |
| S1 |
120-201 |
120-201 |
120-275 |
120-155 |
| S2 |
120-109 |
120-109 |
120-258 |
|
| S3 |
119-242 |
120-013 |
120-241 |
|
| S4 |
119-054 |
119-146 |
120-189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-293 |
120-093 |
0-200 |
0.5% |
0-039 |
0.1% |
0% |
False |
True |
5,150 |
| 10 |
121-078 |
120-093 |
0-305 |
0.8% |
0-027 |
0.1% |
0% |
False |
True |
3,173 |
| 20 |
121-078 |
119-250 |
1-147 |
1.2% |
0-016 |
0.0% |
35% |
False |
False |
2,107 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-008 |
0.0% |
55% |
False |
False |
1,053 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-005 |
0.0% |
55% |
False |
False |
702 |
| 80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-004 |
0.0% |
76% |
False |
False |
526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-135 |
|
2.618 |
121-243 |
|
1.618 |
121-113 |
|
1.000 |
121-032 |
|
0.618 |
120-303 |
|
HIGH |
120-222 |
|
0.618 |
120-173 |
|
0.500 |
120-158 |
|
0.382 |
120-142 |
|
LOW |
120-093 |
|
0.618 |
120-012 |
|
1.000 |
119-283 |
|
1.618 |
119-202 |
|
2.618 |
119-072 |
|
4.250 |
118-180 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-158 |
120-178 |
| PP |
120-136 |
120-149 |
| S1 |
120-114 |
120-121 |
|