ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-235 |
0-055 |
0.1% |
120-067 |
| High |
120-255 |
120-265 |
0-010 |
0.0% |
120-180 |
| Low |
120-180 |
120-195 |
0-015 |
0.0% |
119-287 |
| Close |
120-222 |
120-250 |
0-028 |
0.1% |
120-175 |
| Range |
0-075 |
0-070 |
-0-005 |
-6.7% |
0-213 |
| ATR |
0-073 |
0-073 |
0-000 |
-0.3% |
0-000 |
| Volume |
7,180 |
10,339 |
3,159 |
44.0% |
30,826 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-127 |
121-098 |
120-289 |
|
| R3 |
121-057 |
121-028 |
120-269 |
|
| R2 |
120-307 |
120-307 |
120-263 |
|
| R1 |
120-278 |
120-278 |
120-256 |
120-292 |
| PP |
120-237 |
120-237 |
120-237 |
120-244 |
| S1 |
120-208 |
120-208 |
120-244 |
120-223 |
| S2 |
120-167 |
120-167 |
120-237 |
|
| S3 |
120-097 |
120-138 |
120-231 |
|
| S4 |
120-027 |
120-068 |
120-212 |
|
|
| 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 |
120-265 |
120-082 |
0-182 |
0.5% |
0-077 |
0.2% |
92% |
True |
False |
6,584 |
| 10 |
120-265 |
119-287 |
0-298 |
0.8% |
0-062 |
0.2% |
95% |
True |
False |
6,473 |
| 20 |
121-078 |
119-287 |
1-110 |
1.1% |
0-045 |
0.1% |
66% |
False |
False |
4,823 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-024 |
0.1% |
78% |
False |
False |
2,671 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-016 |
0.0% |
78% |
False |
False |
1,781 |
| 80 |
121-082 |
118-175 |
2-227 |
2.2% |
0-012 |
0.0% |
82% |
False |
False |
1,335 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-009 |
0.0% |
88% |
False |
False |
1,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-242 |
|
2.618 |
121-128 |
|
1.618 |
121-058 |
|
1.000 |
121-015 |
|
0.618 |
120-308 |
|
HIGH |
120-265 |
|
0.618 |
120-238 |
|
0.500 |
120-230 |
|
0.382 |
120-222 |
|
LOW |
120-195 |
|
0.618 |
120-152 |
|
1.000 |
120-125 |
|
1.618 |
120-082 |
|
2.618 |
120-012 |
|
4.250 |
119-218 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-243 |
120-228 |
| PP |
120-237 |
120-207 |
| S1 |
120-230 |
120-185 |
|