ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-242 |
120-310 |
0-068 |
0.2% |
120-258 |
| High |
120-302 |
120-318 |
0-015 |
0.0% |
121-030 |
| Low |
120-218 |
120-205 |
-0-013 |
0.0% |
120-218 |
| Close |
120-298 |
120-207 |
-0-090 |
-0.2% |
120-298 |
| Range |
0-085 |
0-113 |
0-028 |
32.4% |
0-133 |
| ATR |
0-076 |
0-079 |
0-003 |
3.4% |
0-000 |
| Volume |
22,671 |
16,651 |
-6,020 |
-26.6% |
115,957 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-261 |
121-187 |
120-269 |
|
| R3 |
121-148 |
121-074 |
120-238 |
|
| R2 |
121-036 |
121-036 |
120-228 |
|
| R1 |
120-282 |
120-282 |
120-218 |
120-262 |
| PP |
120-243 |
120-243 |
120-243 |
120-234 |
| S1 |
120-169 |
120-169 |
120-197 |
120-150 |
| S2 |
120-131 |
120-131 |
120-187 |
|
| S3 |
120-018 |
120-057 |
120-177 |
|
| S4 |
119-226 |
119-264 |
120-146 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-046 |
121-304 |
121-050 |
|
| R3 |
121-233 |
121-172 |
121-014 |
|
| R2 |
121-101 |
121-101 |
121-002 |
|
| R1 |
121-039 |
121-039 |
120-310 |
121-070 |
| PP |
120-288 |
120-288 |
120-288 |
120-304 |
| S1 |
120-227 |
120-227 |
120-285 |
120-258 |
| S2 |
120-156 |
120-156 |
120-273 |
|
| S3 |
120-023 |
120-094 |
120-261 |
|
| S4 |
119-211 |
119-282 |
120-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-030 |
120-205 |
0-145 |
0.4% |
0-072 |
0.2% |
2% |
False |
True |
23,063 |
| 10 |
121-073 |
120-180 |
0-213 |
0.6% |
0-081 |
0.2% |
13% |
False |
False |
21,678 |
| 20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-071 |
0.2% |
56% |
False |
False |
13,817 |
| 40 |
121-078 |
119-180 |
1-218 |
1.4% |
0-040 |
0.1% |
65% |
False |
False |
7,653 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-027 |
0.1% |
72% |
False |
False |
5,102 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-020 |
0.1% |
72% |
False |
False |
3,826 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-016 |
0.0% |
85% |
False |
False |
3,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-156 |
|
2.618 |
121-292 |
|
1.618 |
121-180 |
|
1.000 |
121-110 |
|
0.618 |
121-067 |
|
HIGH |
120-318 |
|
0.618 |
120-275 |
|
0.500 |
120-261 |
|
0.382 |
120-248 |
|
LOW |
120-205 |
|
0.618 |
120-135 |
|
1.000 |
120-092 |
|
1.618 |
120-023 |
|
2.618 |
119-230 |
|
4.250 |
119-047 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-261 |
120-261 |
| PP |
120-243 |
120-243 |
| S1 |
120-225 |
120-225 |
|