ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-227 |
121-207 |
-0-020 |
-0.1% |
121-122 |
| High |
121-307 |
121-217 |
-0-090 |
-0.2% |
121-307 |
| Low |
121-192 |
121-152 |
-0-040 |
-0.1% |
121-077 |
| Close |
121-227 |
121-160 |
-0-067 |
-0.2% |
121-160 |
| Range |
0-115 |
0-065 |
-0-050 |
-43.5% |
0-230 |
| ATR |
0-101 |
0-099 |
-0-002 |
-1.9% |
0-000 |
| Volume |
924,802 |
563,897 |
-360,905 |
-39.0% |
3,706,641 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-051 |
122-011 |
121-196 |
|
| R3 |
121-306 |
121-266 |
121-178 |
|
| R2 |
121-241 |
121-241 |
121-172 |
|
| R1 |
121-201 |
121-201 |
121-166 |
121-188 |
| PP |
121-176 |
121-176 |
121-176 |
121-170 |
| S1 |
121-136 |
121-136 |
121-154 |
121-124 |
| S2 |
121-111 |
121-111 |
121-148 |
|
| S3 |
121-046 |
121-071 |
121-142 |
|
| S4 |
120-301 |
121-006 |
121-124 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-231 |
123-106 |
121-286 |
|
| R3 |
123-001 |
122-196 |
121-223 |
|
| R2 |
122-091 |
122-091 |
121-202 |
|
| R1 |
121-286 |
121-286 |
121-181 |
122-028 |
| PP |
121-181 |
121-181 |
121-181 |
121-213 |
| S1 |
121-056 |
121-056 |
121-139 |
121-118 |
| S2 |
120-271 |
120-271 |
121-118 |
|
| S3 |
120-041 |
120-146 |
121-097 |
|
| S4 |
119-131 |
119-236 |
121-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-307 |
121-077 |
0-230 |
0.6% |
0-106 |
0.3% |
36% |
False |
False |
741,328 |
| 10 |
121-307 |
120-190 |
1-117 |
1.1% |
0-090 |
0.2% |
66% |
False |
False |
643,251 |
| 20 |
121-307 |
119-235 |
2-072 |
1.8% |
0-099 |
0.3% |
79% |
False |
False |
709,855 |
| 40 |
121-307 |
119-235 |
2-072 |
1.8% |
0-091 |
0.2% |
79% |
False |
False |
369,769 |
| 60 |
121-307 |
119-235 |
2-072 |
1.8% |
0-066 |
0.2% |
79% |
False |
False |
247,308 |
| 80 |
121-307 |
119-035 |
2-272 |
2.3% |
0-050 |
0.1% |
84% |
False |
False |
185,481 |
| 100 |
121-307 |
119-035 |
2-272 |
2.3% |
0-040 |
0.1% |
84% |
False |
False |
148,384 |
| 120 |
121-307 |
117-067 |
4-240 |
3.9% |
0-033 |
0.1% |
90% |
False |
False |
123,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-173 |
|
2.618 |
122-067 |
|
1.618 |
122-002 |
|
1.000 |
121-282 |
|
0.618 |
121-257 |
|
HIGH |
121-217 |
|
0.618 |
121-192 |
|
0.500 |
121-184 |
|
0.382 |
121-177 |
|
LOW |
121-152 |
|
0.618 |
121-112 |
|
1.000 |
121-087 |
|
1.618 |
121-047 |
|
2.618 |
120-302 |
|
4.250 |
120-196 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-184 |
121-192 |
| PP |
121-176 |
121-181 |
| S1 |
121-168 |
121-171 |
|