ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-190 |
120-180 |
-0-010 |
0.0% |
120-067 |
| High |
120-190 |
120-255 |
0-065 |
0.2% |
120-180 |
| Low |
120-105 |
120-180 |
0-075 |
0.2% |
119-287 |
| Close |
120-107 |
120-222 |
0-115 |
0.3% |
120-175 |
| Range |
0-085 |
0-075 |
-0-010 |
-11.8% |
0-213 |
| ATR |
0-068 |
0-073 |
0-006 |
8.4% |
0-000 |
| Volume |
4,547 |
7,180 |
2,633 |
57.9% |
30,826 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-124 |
121-088 |
120-264 |
|
| R3 |
121-049 |
121-013 |
120-243 |
|
| R2 |
120-294 |
120-294 |
120-236 |
|
| R1 |
120-258 |
120-258 |
120-229 |
120-276 |
| PP |
120-219 |
120-219 |
120-219 |
120-228 |
| S1 |
120-183 |
120-183 |
120-216 |
120-201 |
| S2 |
120-144 |
120-144 |
120-209 |
|
| S3 |
120-069 |
120-108 |
120-202 |
|
| S4 |
119-314 |
120-033 |
120-181 |
|
|
| 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 |
120-255 |
120-015 |
0-240 |
0.6% |
0-080 |
0.2% |
86% |
True |
False |
6,945 |
| 10 |
120-255 |
119-287 |
0-288 |
0.7% |
0-068 |
0.2% |
89% |
True |
False |
5,792 |
| 20 |
121-078 |
119-287 |
1-110 |
1.1% |
0-044 |
0.1% |
59% |
False |
False |
4,578 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-022 |
0.1% |
74% |
False |
False |
2,413 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-015 |
0.0% |
74% |
False |
False |
1,609 |
| 80 |
121-082 |
118-162 |
2-240 |
2.3% |
0-011 |
0.0% |
80% |
False |
False |
1,206 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-009 |
0.0% |
86% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-254 |
|
2.618 |
121-131 |
|
1.618 |
121-056 |
|
1.000 |
121-010 |
|
0.618 |
120-301 |
|
HIGH |
120-255 |
|
0.618 |
120-226 |
|
0.500 |
120-218 |
|
0.382 |
120-209 |
|
LOW |
120-180 |
|
0.618 |
120-134 |
|
1.000 |
120-105 |
|
1.618 |
120-059 |
|
2.618 |
119-304 |
|
4.250 |
119-181 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-221 |
120-208 |
| PP |
120-219 |
120-194 |
| S1 |
120-218 |
120-180 |
|