ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-218 |
120-133 |
-0-085 |
-0.2% |
120-258 |
| High |
120-218 |
120-142 |
-0-075 |
-0.2% |
121-030 |
| Low |
120-133 |
119-265 |
-0-188 |
-0.5% |
120-218 |
| Close |
120-162 |
119-275 |
-0-207 |
-0.5% |
120-298 |
| Range |
0-085 |
0-198 |
0-113 |
132.4% |
0-133 |
| ATR |
0-079 |
0-089 |
0-010 |
12.5% |
0-000 |
| Volume |
61,493 |
117,909 |
56,416 |
91.7% |
115,957 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-158 |
120-064 |
|
| R3 |
121-089 |
120-281 |
120-009 |
|
| R2 |
120-212 |
120-212 |
119-311 |
|
| R1 |
120-083 |
120-083 |
119-293 |
120-049 |
| PP |
120-014 |
120-014 |
120-014 |
119-317 |
| S1 |
119-206 |
119-206 |
119-257 |
119-171 |
| S2 |
119-137 |
119-137 |
119-239 |
|
| S3 |
118-259 |
119-008 |
119-221 |
|
| S4 |
118-062 |
118-131 |
119-166 |
|
|
| 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 |
120-318 |
119-265 |
1-053 |
1.0% |
0-111 |
0.3% |
3% |
False |
True |
50,874 |
| 10 |
121-073 |
119-265 |
1-128 |
1.2% |
0-095 |
0.2% |
2% |
False |
True |
37,867 |
| 20 |
121-073 |
119-265 |
1-128 |
1.2% |
0-079 |
0.2% |
2% |
False |
True |
22,170 |
| 40 |
121-078 |
119-250 |
1-147 |
1.2% |
0-047 |
0.1% |
5% |
False |
False |
12,138 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-032 |
0.1% |
35% |
False |
False |
8,092 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-024 |
0.1% |
35% |
False |
False |
6,069 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-019 |
0.0% |
65% |
False |
False |
4,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-022 |
|
2.618 |
122-020 |
|
1.618 |
121-142 |
|
1.000 |
121-020 |
|
0.618 |
120-265 |
|
HIGH |
120-142 |
|
0.618 |
120-067 |
|
0.500 |
120-044 |
|
0.382 |
120-020 |
|
LOW |
119-265 |
|
0.618 |
119-143 |
|
1.000 |
119-067 |
|
1.618 |
118-265 |
|
2.618 |
118-068 |
|
4.250 |
117-066 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-044 |
120-131 |
| PP |
120-014 |
120-073 |
| S1 |
119-305 |
120-014 |
|