ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-110 |
120-122 |
0-012 |
0.0% |
120-067 |
| High |
120-175 |
120-180 |
0-005 |
0.0% |
120-180 |
| Low |
120-082 |
120-118 |
0-035 |
0.1% |
119-287 |
| Close |
120-142 |
120-175 |
0-033 |
0.1% |
120-175 |
| Range |
0-093 |
0-062 |
-0-030 |
-32.4% |
0-213 |
| ATR |
0-067 |
0-066 |
0-000 |
-0.5% |
0-000 |
| Volume |
9,843 |
1,015 |
-8,828 |
-89.7% |
30,826 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-025 |
121-002 |
120-209 |
|
| R3 |
120-282 |
120-260 |
120-192 |
|
| R2 |
120-220 |
120-220 |
120-186 |
|
| R1 |
120-198 |
120-198 |
120-181 |
120-209 |
| PP |
120-158 |
120-158 |
120-158 |
120-163 |
| S1 |
120-135 |
120-135 |
120-169 |
120-146 |
| S2 |
120-095 |
120-095 |
120-164 |
|
| S3 |
120-033 |
120-073 |
120-158 |
|
| S4 |
119-290 |
120-010 |
120-141 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-105 |
122-033 |
120-292 |
|
| R3 |
121-213 |
121-140 |
120-233 |
|
| R2 |
121-000 |
121-000 |
120-214 |
|
| R1 |
120-248 |
120-248 |
120-194 |
120-284 |
| PP |
120-107 |
120-107 |
120-107 |
120-126 |
| S1 |
120-035 |
120-035 |
120-156 |
120-071 |
| S2 |
119-215 |
119-215 |
120-136 |
|
| S3 |
119-002 |
119-142 |
120-117 |
|
| S4 |
118-110 |
118-250 |
120-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-180 |
119-287 |
0-213 |
0.6% |
0-068 |
0.2% |
98% |
True |
False |
6,165 |
| 10 |
120-262 |
119-287 |
0-295 |
0.8% |
0-054 |
0.1% |
70% |
False |
False |
5,609 |
| 20 |
121-078 |
119-287 |
1-110 |
1.1% |
0-036 |
0.1% |
48% |
False |
False |
4,240 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-018 |
0.0% |
67% |
False |
False |
2,120 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-012 |
0.0% |
67% |
False |
False |
1,413 |
| 80 |
121-082 |
118-018 |
3-065 |
2.7% |
0-009 |
0.0% |
78% |
False |
False |
1,060 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-007 |
0.0% |
82% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-126 |
|
2.618 |
121-024 |
|
1.618 |
120-281 |
|
1.000 |
120-242 |
|
0.618 |
120-219 |
|
HIGH |
120-180 |
|
0.618 |
120-156 |
|
0.500 |
120-149 |
|
0.382 |
120-141 |
|
LOW |
120-118 |
|
0.618 |
120-079 |
|
1.000 |
120-055 |
|
1.618 |
120-016 |
|
2.618 |
119-274 |
|
4.250 |
119-172 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-166 |
120-149 |
| PP |
120-158 |
120-123 |
| S1 |
120-149 |
120-098 |
|