ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-310 |
120-218 |
-0-093 |
-0.2% |
120-258 |
| High |
120-318 |
120-218 |
-0-100 |
-0.3% |
121-030 |
| Low |
120-205 |
120-133 |
-0-072 |
-0.2% |
120-218 |
| Close |
120-207 |
120-162 |
-0-045 |
-0.1% |
120-298 |
| Range |
0-113 |
0-085 |
-0-028 |
-24.5% |
0-133 |
| ATR |
0-079 |
0-079 |
0-000 |
0.6% |
0-000 |
| Volume |
16,651 |
61,493 |
44,842 |
269.3% |
115,957 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-106 |
121-059 |
120-209 |
|
| R3 |
121-021 |
120-294 |
120-186 |
|
| R2 |
120-256 |
120-256 |
120-178 |
|
| R1 |
120-209 |
120-209 |
120-170 |
120-190 |
| PP |
120-171 |
120-171 |
120-171 |
120-161 |
| S1 |
120-124 |
120-124 |
120-155 |
120-105 |
| S2 |
120-086 |
120-086 |
120-147 |
|
| S3 |
120-001 |
120-039 |
120-139 |
|
| S4 |
119-236 |
119-274 |
120-116 |
|
|
| 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 |
120-133 |
0-218 |
0.6% |
0-083 |
0.2% |
14% |
False |
True |
31,564 |
| 10 |
121-073 |
120-133 |
0-260 |
0.7% |
0-082 |
0.2% |
12% |
False |
True |
27,110 |
| 20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-075 |
0.2% |
46% |
False |
False |
16,451 |
| 40 |
121-078 |
119-180 |
1-218 |
1.4% |
0-043 |
0.1% |
56% |
False |
False |
9,191 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-028 |
0.1% |
66% |
False |
False |
6,127 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-021 |
0.1% |
65% |
False |
False |
4,595 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-017 |
0.0% |
81% |
False |
False |
3,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-259 |
|
2.618 |
121-120 |
|
1.618 |
121-035 |
|
1.000 |
120-302 |
|
0.618 |
120-270 |
|
HIGH |
120-218 |
|
0.618 |
120-185 |
|
0.500 |
120-175 |
|
0.382 |
120-165 |
|
LOW |
120-133 |
|
0.618 |
120-080 |
|
1.000 |
120-048 |
|
1.618 |
119-315 |
|
2.618 |
119-230 |
|
4.250 |
119-091 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-175 |
120-225 |
| PP |
120-171 |
120-204 |
| S1 |
120-167 |
120-183 |
|