ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
120-300 |
-0-020 |
-0.1% |
120-190 |
| High |
121-007 |
121-030 |
0-023 |
0.1% |
121-073 |
| Low |
120-293 |
120-293 |
0-000 |
0.0% |
120-105 |
| Close |
120-313 |
120-315 |
0-002 |
0.0% |
120-262 |
| Range |
0-035 |
0-058 |
0-023 |
64.4% |
0-288 |
| ATR |
0-076 |
0-074 |
-0-001 |
-1.7% |
0-000 |
| Volume |
18,986 |
21,362 |
2,376 |
12.5% |
88,726 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-172 |
121-141 |
121-027 |
|
| R3 |
121-114 |
121-083 |
121-011 |
|
| R2 |
121-057 |
121-057 |
121-006 |
|
| R1 |
121-026 |
121-026 |
121-000 |
121-041 |
| PP |
120-319 |
120-319 |
120-319 |
121-007 |
| S1 |
120-288 |
120-288 |
120-310 |
120-304 |
| S2 |
120-262 |
120-262 |
120-304 |
|
| S3 |
120-204 |
120-231 |
120-299 |
|
| S4 |
120-147 |
120-173 |
120-283 |
|
|
| 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 |
120-213 |
0-180 |
0.5% |
0-079 |
0.2% |
57% |
False |
False |
24,860 |
| 10 |
121-073 |
120-082 |
0-310 |
0.8% |
0-078 |
0.2% |
75% |
False |
False |
15,722 |
| 20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-061 |
0.2% |
82% |
False |
False |
10,739 |
| 40 |
121-078 |
119-180 |
1-218 |
1.4% |
0-034 |
0.1% |
85% |
False |
False |
5,779 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-022 |
0.1% |
88% |
False |
False |
3,852 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-017 |
0.0% |
87% |
False |
False |
2,889 |
| 100 |
121-082 |
117-067 |
4-015 |
3.3% |
0-013 |
0.0% |
93% |
False |
False |
2,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-274 |
|
2.618 |
121-181 |
|
1.618 |
121-123 |
|
1.000 |
121-088 |
|
0.618 |
121-066 |
|
HIGH |
121-030 |
|
0.618 |
121-008 |
|
0.500 |
121-001 |
|
0.382 |
120-314 |
|
LOW |
120-293 |
|
0.618 |
120-257 |
|
1.000 |
120-235 |
|
1.618 |
120-199 |
|
2.618 |
120-142 |
|
4.250 |
120-048 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-001 |
120-311 |
| PP |
120-319 |
120-307 |
| S1 |
120-317 |
120-303 |
|