ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-120 |
121-227 |
0-107 |
0.3% |
120-255 |
| High |
121-257 |
121-307 |
0-050 |
0.1% |
121-077 |
| Low |
121-077 |
121-192 |
0-115 |
0.3% |
120-190 |
| Close |
121-192 |
121-227 |
0-035 |
0.1% |
121-065 |
| Range |
0-180 |
0-115 |
-0-065 |
-36.1% |
0-207 |
| ATR |
0-100 |
0-101 |
0-001 |
1.0% |
0-000 |
| Volume |
783,838 |
924,802 |
140,964 |
18.0% |
2,725,878 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-267 |
122-202 |
121-290 |
|
| R3 |
122-152 |
122-087 |
121-259 |
|
| R2 |
122-037 |
122-037 |
121-248 |
|
| R1 |
121-292 |
121-292 |
121-238 |
121-284 |
| PP |
121-242 |
121-242 |
121-242 |
121-238 |
| S1 |
121-177 |
121-177 |
121-216 |
121-170 |
| S2 |
121-127 |
121-127 |
121-206 |
|
| S3 |
121-012 |
121-062 |
121-195 |
|
| S4 |
120-217 |
120-267 |
121-164 |
|
|
| 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 |
121-307 |
120-285 |
1-022 |
0.9% |
0-115 |
0.3% |
77% |
True |
False |
753,439 |
| 10 |
121-307 |
120-030 |
1-277 |
1.5% |
0-110 |
0.3% |
87% |
True |
False |
695,237 |
| 20 |
121-307 |
119-235 |
2-072 |
1.8% |
0-101 |
0.3% |
89% |
True |
False |
689,452 |
| 40 |
121-307 |
119-235 |
2-072 |
1.8% |
0-090 |
0.2% |
89% |
True |
False |
355,811 |
| 60 |
121-307 |
119-235 |
2-072 |
1.8% |
0-065 |
0.2% |
89% |
True |
False |
237,909 |
| 80 |
121-307 |
119-035 |
2-272 |
2.3% |
0-049 |
0.1% |
91% |
True |
False |
178,432 |
| 100 |
121-307 |
119-035 |
2-272 |
2.3% |
0-039 |
0.1% |
91% |
True |
False |
142,745 |
| 120 |
121-307 |
117-067 |
4-240 |
3.9% |
0-033 |
0.1% |
95% |
True |
False |
118,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-156 |
|
2.618 |
122-288 |
|
1.618 |
122-173 |
|
1.000 |
122-102 |
|
0.618 |
122-058 |
|
HIGH |
121-307 |
|
0.618 |
121-263 |
|
0.500 |
121-250 |
|
0.382 |
121-236 |
|
LOW |
121-192 |
|
0.618 |
121-121 |
|
1.000 |
121-077 |
|
1.618 |
121-006 |
|
2.618 |
120-211 |
|
4.250 |
120-023 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-250 |
121-215 |
| PP |
121-242 |
121-204 |
| S1 |
121-234 |
121-192 |
|