ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-235 |
120-242 |
0-007 |
0.0% |
120-067 |
| High |
120-265 |
120-313 |
0-048 |
0.1% |
120-180 |
| Low |
120-195 |
120-213 |
0-018 |
0.0% |
119-287 |
| Close |
120-250 |
120-300 |
0-050 |
0.1% |
120-175 |
| Range |
0-070 |
0-100 |
0-030 |
42.9% |
0-213 |
| ATR |
0-073 |
0-075 |
0-002 |
2.6% |
0-000 |
| Volume |
10,339 |
22,479 |
12,140 |
117.4% |
30,826 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-255 |
121-218 |
121-035 |
|
| R3 |
121-155 |
121-118 |
121-008 |
|
| R2 |
121-055 |
121-055 |
120-318 |
|
| R1 |
121-018 |
121-018 |
120-309 |
121-036 |
| PP |
120-275 |
120-275 |
120-275 |
120-284 |
| S1 |
120-238 |
120-238 |
120-291 |
120-256 |
| S2 |
120-175 |
120-175 |
120-282 |
|
| S3 |
120-075 |
120-138 |
120-272 |
|
| S4 |
119-295 |
120-038 |
120-245 |
|
|
| 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 |
120-313 |
120-105 |
0-208 |
0.5% |
0-079 |
0.2% |
94% |
True |
False |
9,112 |
| 10 |
120-313 |
119-287 |
1-025 |
0.9% |
0-069 |
0.2% |
96% |
True |
False |
8,163 |
| 20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-049 |
0.1% |
78% |
False |
False |
5,793 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-026 |
0.1% |
86% |
False |
False |
3,233 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-017 |
0.0% |
85% |
False |
False |
2,155 |
| 80 |
121-082 |
118-238 |
2-165 |
2.1% |
0-013 |
0.0% |
87% |
False |
False |
1,616 |
| 100 |
121-082 |
117-067 |
4-015 |
3.3% |
0-010 |
0.0% |
92% |
False |
False |
1,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-098 |
|
2.618 |
121-254 |
|
1.618 |
121-154 |
|
1.000 |
121-093 |
|
0.618 |
121-054 |
|
HIGH |
120-313 |
|
0.618 |
120-274 |
|
0.500 |
120-263 |
|
0.382 |
120-251 |
|
LOW |
120-213 |
|
0.618 |
120-151 |
|
1.000 |
120-113 |
|
1.618 |
120-051 |
|
2.618 |
119-271 |
|
4.250 |
119-108 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-288 |
120-282 |
| PP |
120-275 |
120-264 |
| S1 |
120-263 |
120-246 |
|