ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-033 |
120-032 |
-0-001 |
0.0% |
120-310 |
| High |
120-055 |
120-042 |
-0-013 |
0.0% |
120-318 |
| Low |
119-313 |
119-272 |
-0-041 |
-0.1% |
119-258 |
| Close |
120-022 |
119-310 |
-0-032 |
-0.1% |
120-018 |
| Range |
0-062 |
0-090 |
0-028 |
44.0% |
1-060 |
| ATR |
0-086 |
0-086 |
0-000 |
0.4% |
0-000 |
| Volume |
452,851 |
739,064 |
286,213 |
63.2% |
441,021 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-265 |
120-217 |
120-040 |
|
| R3 |
120-175 |
120-127 |
120-015 |
|
| R2 |
120-085 |
120-085 |
120-006 |
|
| R1 |
120-037 |
120-037 |
119-318 |
120-016 |
| PP |
119-315 |
119-315 |
119-315 |
119-304 |
| S1 |
119-267 |
119-267 |
119-302 |
119-246 |
| S2 |
119-225 |
119-225 |
119-294 |
|
| S3 |
119-135 |
119-177 |
119-285 |
|
| S4 |
119-045 |
119-087 |
119-260 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-271 |
123-044 |
120-227 |
|
| R3 |
122-211 |
121-304 |
120-122 |
|
| R2 |
121-151 |
121-151 |
120-087 |
|
| R1 |
120-244 |
120-244 |
120-052 |
120-168 |
| PP |
120-091 |
120-091 |
120-091 |
120-053 |
| S1 |
119-184 |
119-184 |
119-303 |
119-108 |
| S2 |
119-031 |
119-031 |
119-268 |
|
| S3 |
117-291 |
118-124 |
119-233 |
|
| S4 |
116-231 |
117-064 |
119-129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-142 |
119-258 |
0-205 |
0.5% |
0-102 |
0.3% |
26% |
False |
False |
310,958 |
| 10 |
121-030 |
119-258 |
1-093 |
1.1% |
0-092 |
0.2% |
13% |
False |
False |
171,261 |
| 20 |
121-073 |
119-258 |
1-135 |
1.2% |
0-086 |
0.2% |
12% |
False |
False |
93,030 |
| 40 |
121-078 |
119-258 |
1-140 |
1.2% |
0-055 |
0.1% |
11% |
False |
False |
48,060 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-037 |
0.1% |
40% |
False |
False |
32,040 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-028 |
0.1% |
40% |
False |
False |
24,030 |
| 100 |
121-082 |
117-115 |
3-287 |
3.2% |
0-022 |
0.1% |
67% |
False |
False |
19,224 |
| 120 |
121-082 |
117-067 |
4-015 |
3.4% |
0-018 |
0.0% |
68% |
False |
False |
16,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-104 |
|
2.618 |
120-278 |
|
1.618 |
120-188 |
|
1.000 |
120-132 |
|
0.618 |
120-098 |
|
HIGH |
120-042 |
|
0.618 |
120-008 |
|
0.500 |
119-317 |
|
0.382 |
119-306 |
|
LOW |
119-272 |
|
0.618 |
119-216 |
|
1.000 |
119-182 |
|
1.618 |
119-126 |
|
2.618 |
119-036 |
|
4.250 |
118-210 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-317 |
120-004 |
| PP |
119-315 |
119-319 |
| S1 |
119-312 |
119-315 |
|