ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-062 |
119-275 |
-0-107 |
-0.3% |
120-033 |
| High |
120-065 |
120-040 |
-0-025 |
-0.1% |
120-070 |
| Low |
119-255 |
119-235 |
-0-020 |
-0.1% |
119-255 |
| Close |
120-035 |
120-037 |
0-002 |
0.0% |
120-035 |
| Range |
0-130 |
0-125 |
-0-005 |
-3.8% |
0-135 |
| ATR |
0-090 |
0-092 |
0-003 |
2.8% |
0-000 |
| Volume |
747,464 |
946,930 |
199,466 |
26.7% |
4,385,175 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-052 |
121-010 |
120-106 |
|
| R3 |
120-247 |
120-205 |
120-071 |
|
| R2 |
120-122 |
120-122 |
120-060 |
|
| R1 |
120-080 |
120-080 |
120-048 |
120-101 |
| PP |
119-317 |
119-317 |
119-317 |
120-008 |
| S1 |
119-275 |
119-275 |
120-026 |
119-296 |
| S2 |
119-192 |
119-192 |
120-014 |
|
| S3 |
119-067 |
119-150 |
120-003 |
|
| S4 |
118-262 |
119-025 |
119-288 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
121-042 |
120-109 |
|
| R3 |
120-283 |
120-227 |
120-072 |
|
| R2 |
120-148 |
120-148 |
120-060 |
|
| R1 |
120-092 |
120-092 |
120-047 |
120-120 |
| PP |
120-013 |
120-013 |
120-013 |
120-028 |
| S1 |
119-277 |
119-277 |
120-023 |
119-305 |
| S2 |
119-198 |
119-198 |
120-010 |
|
| S3 |
119-063 |
119-142 |
119-318 |
|
| S4 |
118-248 |
119-007 |
119-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-070 |
119-235 |
0-155 |
0.4% |
0-106 |
0.3% |
79% |
False |
True |
975,850 |
| 10 |
120-218 |
119-235 |
0-303 |
0.8% |
0-103 |
0.3% |
40% |
False |
True |
575,647 |
| 20 |
121-073 |
119-235 |
1-158 |
1.2% |
0-092 |
0.2% |
26% |
False |
True |
298,663 |
| 40 |
121-078 |
119-235 |
1-163 |
1.3% |
0-066 |
0.2% |
25% |
False |
True |
151,562 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-044 |
0.1% |
47% |
False |
False |
101,043 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-033 |
0.1% |
47% |
False |
False |
75,782 |
| 100 |
121-082 |
118-090 |
2-312 |
2.5% |
0-026 |
0.1% |
62% |
False |
False |
60,626 |
| 120 |
121-082 |
117-067 |
4-015 |
3.4% |
0-022 |
0.1% |
72% |
False |
False |
50,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-251 |
|
2.618 |
121-047 |
|
1.618 |
120-242 |
|
1.000 |
120-165 |
|
0.618 |
120-117 |
|
HIGH |
120-040 |
|
0.618 |
119-312 |
|
0.500 |
119-298 |
|
0.382 |
119-283 |
|
LOW |
119-235 |
|
0.618 |
119-158 |
|
1.000 |
119-110 |
|
1.618 |
119-033 |
|
2.618 |
118-228 |
|
4.250 |
118-024 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-017 |
120-022 |
| PP |
119-317 |
120-007 |
| S1 |
119-298 |
119-312 |
|