ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-122 |
120-190 |
0-068 |
0.2% |
120-067 |
| High |
120-180 |
120-190 |
0-010 |
0.0% |
120-180 |
| Low |
120-118 |
120-105 |
-0-013 |
0.0% |
119-287 |
| Close |
120-175 |
120-107 |
-0-068 |
-0.2% |
120-175 |
| Range |
0-062 |
0-085 |
0-023 |
36.0% |
0-213 |
| ATR |
0-066 |
0-068 |
0-001 |
2.0% |
0-000 |
| Volume |
1,015 |
4,547 |
3,532 |
348.0% |
30,826 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-069 |
121-013 |
120-154 |
|
| R3 |
120-304 |
120-248 |
120-131 |
|
| R2 |
120-219 |
120-219 |
120-123 |
|
| R1 |
120-163 |
120-163 |
120-115 |
120-149 |
| PP |
120-134 |
120-134 |
120-134 |
120-127 |
| S1 |
120-078 |
120-078 |
120-100 |
120-064 |
| S2 |
120-049 |
120-049 |
120-092 |
|
| S3 |
119-284 |
119-313 |
120-084 |
|
| S4 |
119-199 |
119-228 |
120-061 |
|
|
| 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 |
120-190 |
119-287 |
0-223 |
0.6% |
0-075 |
0.2% |
63% |
True |
False |
6,143 |
| 10 |
120-227 |
119-287 |
0-260 |
0.7% |
0-062 |
0.2% |
54% |
False |
False |
5,955 |
| 20 |
121-078 |
119-287 |
1-110 |
1.1% |
0-040 |
0.1% |
33% |
False |
False |
4,460 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-020 |
0.1% |
58% |
False |
False |
2,234 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-013 |
0.0% |
57% |
False |
False |
1,489 |
| 80 |
121-082 |
118-090 |
2-312 |
2.5% |
0-010 |
0.0% |
69% |
False |
False |
1,117 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-008 |
0.0% |
77% |
False |
False |
893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-231 |
|
2.618 |
121-093 |
|
1.618 |
121-008 |
|
1.000 |
120-275 |
|
0.618 |
120-243 |
|
HIGH |
120-190 |
|
0.618 |
120-158 |
|
0.500 |
120-148 |
|
0.382 |
120-137 |
|
LOW |
120-105 |
|
0.618 |
120-052 |
|
1.000 |
120-020 |
|
1.618 |
119-287 |
|
2.618 |
119-202 |
|
4.250 |
119-064 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-148 |
120-136 |
| PP |
120-134 |
120-127 |
| S1 |
120-121 |
120-117 |
|