ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
120-300 |
0-000 |
0.0% |
120-190 |
| High |
121-030 |
120-300 |
-0-050 |
-0.1% |
121-073 |
| Low |
120-293 |
120-227 |
-0-065 |
-0.2% |
120-105 |
| Close |
120-315 |
120-240 |
-0-075 |
-0.2% |
120-262 |
| Range |
0-058 |
0-073 |
0-015 |
26.1% |
0-288 |
| ATR |
0-074 |
0-075 |
0-001 |
1.3% |
0-000 |
| Volume |
21,362 |
35,646 |
14,284 |
66.9% |
88,726 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-153 |
121-109 |
120-280 |
|
| R3 |
121-081 |
121-037 |
120-260 |
|
| R2 |
121-008 |
121-008 |
120-253 |
|
| R1 |
120-284 |
120-284 |
120-247 |
120-270 |
| PP |
120-256 |
120-256 |
120-256 |
120-249 |
| S1 |
120-212 |
120-212 |
120-233 |
120-197 |
| S2 |
120-183 |
120-183 |
120-227 |
|
| S3 |
120-111 |
120-139 |
120-220 |
|
| S4 |
120-038 |
120-067 |
120-200 |
|
|
| 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 |
120-227 |
0-165 |
0.4% |
0-074 |
0.2% |
8% |
False |
True |
27,493 |
| 10 |
121-073 |
120-105 |
0-288 |
0.7% |
0-076 |
0.2% |
47% |
False |
False |
18,302 |
| 20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-062 |
0.2% |
64% |
False |
False |
12,101 |
| 40 |
121-078 |
119-180 |
1-218 |
1.4% |
0-035 |
0.1% |
71% |
False |
False |
6,670 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-024 |
0.1% |
77% |
False |
False |
4,447 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-018 |
0.0% |
76% |
False |
False |
3,335 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-014 |
0.0% |
87% |
False |
False |
2,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-288 |
|
2.618 |
121-170 |
|
1.618 |
121-097 |
|
1.000 |
121-053 |
|
0.618 |
121-025 |
|
HIGH |
120-300 |
|
0.618 |
120-272 |
|
0.500 |
120-264 |
|
0.382 |
120-255 |
|
LOW |
120-227 |
|
0.618 |
120-183 |
|
1.000 |
120-155 |
|
1.618 |
120-110 |
|
2.618 |
120-038 |
|
4.250 |
119-239 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-264 |
120-289 |
| PP |
120-256 |
120-273 |
| S1 |
120-248 |
120-256 |
|