ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-207 |
121-102 |
-0-105 |
-0.3% |
121-122 |
| High |
121-217 |
121-122 |
-0-095 |
-0.2% |
121-307 |
| Low |
121-152 |
121-057 |
-0-095 |
-0.2% |
121-077 |
| Close |
121-160 |
121-097 |
-0-063 |
-0.2% |
121-160 |
| Range |
0-065 |
0-065 |
0-000 |
0.0% |
0-230 |
| ATR |
0-099 |
0-100 |
0-000 |
0.3% |
0-000 |
| Volume |
563,897 |
572,902 |
9,005 |
1.6% |
3,706,641 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-257 |
121-133 |
|
| R3 |
121-222 |
121-192 |
121-115 |
|
| R2 |
121-157 |
121-157 |
121-109 |
|
| R1 |
121-127 |
121-127 |
121-103 |
121-110 |
| PP |
121-092 |
121-092 |
121-092 |
121-083 |
| S1 |
121-062 |
121-062 |
121-091 |
121-044 |
| S2 |
121-027 |
121-027 |
121-085 |
|
| S3 |
120-282 |
120-317 |
121-079 |
|
| S4 |
120-217 |
120-252 |
121-061 |
|
|
| 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 |
121-057 |
0-250 |
0.6% |
0-106 |
0.3% |
16% |
False |
True |
743,557 |
| 10 |
121-307 |
120-222 |
1-085 |
1.0% |
0-088 |
0.2% |
48% |
False |
False |
633,953 |
| 20 |
121-307 |
119-235 |
2-072 |
1.8% |
0-099 |
0.3% |
71% |
False |
False |
734,044 |
| 40 |
121-307 |
119-235 |
2-072 |
1.8% |
0-092 |
0.2% |
71% |
False |
False |
383,935 |
| 60 |
121-307 |
119-235 |
2-072 |
1.8% |
0-067 |
0.2% |
71% |
False |
False |
256,856 |
| 80 |
121-307 |
119-035 |
2-272 |
2.3% |
0-051 |
0.1% |
77% |
False |
False |
192,642 |
| 100 |
121-307 |
119-035 |
2-272 |
2.3% |
0-040 |
0.1% |
77% |
False |
False |
154,113 |
| 120 |
121-307 |
117-067 |
4-240 |
3.9% |
0-034 |
0.1% |
86% |
False |
False |
128,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-078 |
|
2.618 |
121-292 |
|
1.618 |
121-227 |
|
1.000 |
121-187 |
|
0.618 |
121-162 |
|
HIGH |
121-122 |
|
0.618 |
121-097 |
|
0.500 |
121-090 |
|
0.382 |
121-082 |
|
LOW |
121-057 |
|
0.618 |
121-017 |
|
1.000 |
120-312 |
|
1.618 |
120-272 |
|
2.618 |
120-207 |
|
4.250 |
120-101 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-094 |
121-182 |
| PP |
121-092 |
121-154 |
| S1 |
121-090 |
121-125 |
|