ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-258 |
121-000 |
0-062 |
0.2% |
120-190 |
| High |
121-007 |
121-007 |
0-000 |
0.0% |
121-073 |
| Low |
120-255 |
120-293 |
0-038 |
0.1% |
120-105 |
| Close |
120-315 |
120-313 |
-0-002 |
0.0% |
120-262 |
| Range |
0-072 |
0-035 |
-0-038 |
-51.7% |
0-288 |
| ATR |
0-079 |
0-076 |
-0-003 |
-4.0% |
0-000 |
| Volume |
17,292 |
18,986 |
1,694 |
9.8% |
88,726 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-096 |
121-079 |
121-012 |
|
| R3 |
121-061 |
121-044 |
121-002 |
|
| R2 |
121-026 |
121-026 |
120-319 |
|
| R1 |
121-009 |
121-009 |
120-316 |
121-000 |
| PP |
120-311 |
120-311 |
120-311 |
120-306 |
| S1 |
120-294 |
120-294 |
120-309 |
120-285 |
| S2 |
120-276 |
120-276 |
120-306 |
|
| S3 |
120-241 |
120-259 |
120-303 |
|
| S4 |
120-206 |
120-224 |
120-293 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-156 |
123-017 |
121-101 |
|
| R3 |
122-188 |
122-049 |
121-022 |
|
| R2 |
121-221 |
121-221 |
120-315 |
|
| R1 |
121-082 |
121-082 |
120-289 |
121-151 |
| PP |
120-253 |
120-253 |
120-253 |
120-288 |
| S1 |
120-114 |
120-114 |
120-236 |
120-184 |
| S2 |
119-286 |
119-286 |
120-210 |
|
| S3 |
118-318 |
119-147 |
120-183 |
|
| S4 |
118-031 |
118-179 |
120-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-073 |
120-195 |
0-198 |
0.5% |
0-082 |
0.2% |
59% |
False |
False |
22,655 |
| 10 |
121-073 |
120-015 |
1-058 |
1.0% |
0-081 |
0.2% |
79% |
False |
False |
14,800 |
| 20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-060 |
0.2% |
81% |
False |
False |
9,699 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-032 |
0.1% |
88% |
False |
False |
5,245 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-021 |
0.1% |
88% |
False |
False |
3,496 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-016 |
0.0% |
87% |
False |
False |
2,622 |
| 100 |
121-082 |
117-067 |
4-015 |
3.3% |
0-013 |
0.0% |
93% |
False |
False |
2,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-156 |
|
2.618 |
121-099 |
|
1.618 |
121-064 |
|
1.000 |
121-042 |
|
0.618 |
121-029 |
|
HIGH |
121-007 |
|
0.618 |
120-314 |
|
0.500 |
120-310 |
|
0.382 |
120-306 |
|
LOW |
120-293 |
|
0.618 |
120-271 |
|
1.000 |
120-258 |
|
1.618 |
120-236 |
|
2.618 |
120-201 |
|
4.250 |
120-144 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-312 |
121-004 |
| PP |
120-311 |
121-000 |
| S1 |
120-310 |
120-316 |
|