ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
120-285 |
121-122 |
0-157 |
0.4% |
120-255 |
| High |
121-077 |
121-142 |
0-065 |
0.2% |
121-077 |
| Low |
120-285 |
121-077 |
0-112 |
0.3% |
120-190 |
| Close |
121-065 |
121-122 |
0-057 |
0.1% |
121-065 |
| Range |
0-112 |
0-065 |
-0-047 |
-42.0% |
0-207 |
| ATR |
0-095 |
0-093 |
-0-001 |
-1.3% |
0-000 |
| Volume |
624,453 |
561,755 |
-62,698 |
-10.0% |
2,725,878 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-309 |
121-280 |
121-158 |
|
| R3 |
121-244 |
121-215 |
121-140 |
|
| R2 |
121-179 |
121-179 |
121-134 |
|
| R1 |
121-150 |
121-150 |
121-128 |
121-154 |
| PP |
121-114 |
121-114 |
121-114 |
121-116 |
| S1 |
121-085 |
121-085 |
121-116 |
121-090 |
| S2 |
121-049 |
121-049 |
121-110 |
|
| S3 |
120-304 |
121-020 |
121-104 |
|
| S4 |
120-239 |
120-275 |
121-086 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-305 |
122-232 |
121-179 |
|
| R3 |
122-098 |
122-025 |
121-122 |
|
| R2 |
121-211 |
121-211 |
121-103 |
|
| R1 |
121-138 |
121-138 |
121-084 |
121-174 |
| PP |
121-004 |
121-004 |
121-004 |
121-022 |
| S1 |
120-251 |
120-251 |
121-046 |
120-288 |
| S2 |
120-117 |
120-117 |
121-027 |
|
| S3 |
119-230 |
120-044 |
121-008 |
|
| S4 |
119-023 |
119-157 |
120-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-142 |
120-222 |
0-240 |
0.6% |
0-071 |
0.2% |
92% |
True |
False |
524,348 |
| 10 |
121-142 |
119-235 |
1-227 |
1.4% |
0-099 |
0.3% |
96% |
True |
False |
657,791 |
| 20 |
121-142 |
119-235 |
1-227 |
1.4% |
0-101 |
0.3% |
96% |
True |
False |
570,205 |
| 40 |
121-142 |
119-235 |
1-227 |
1.4% |
0-083 |
0.2% |
96% |
True |
False |
291,622 |
| 60 |
121-142 |
119-180 |
1-282 |
1.5% |
0-059 |
0.2% |
97% |
True |
False |
194,893 |
| 80 |
121-142 |
119-035 |
2-107 |
1.9% |
0-044 |
0.1% |
97% |
True |
False |
146,170 |
| 100 |
121-142 |
119-035 |
2-107 |
1.9% |
0-035 |
0.1% |
97% |
True |
False |
116,936 |
| 120 |
121-142 |
117-067 |
4-075 |
3.5% |
0-029 |
0.1% |
99% |
True |
False |
97,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-098 |
|
2.618 |
121-312 |
|
1.618 |
121-247 |
|
1.000 |
121-207 |
|
0.618 |
121-182 |
|
HIGH |
121-142 |
|
0.618 |
121-117 |
|
0.500 |
121-110 |
|
0.382 |
121-102 |
|
LOW |
121-077 |
|
0.618 |
121-037 |
|
1.000 |
121-012 |
|
1.618 |
120-292 |
|
2.618 |
120-227 |
|
4.250 |
120-121 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-118 |
121-096 |
| PP |
121-114 |
121-070 |
| S1 |
121-110 |
121-044 |
|