ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-102 |
121-062 |
-0-040 |
-0.1% |
121-122 |
| High |
121-122 |
121-110 |
-0-012 |
0.0% |
121-307 |
| Low |
121-057 |
121-030 |
-0-027 |
-0.1% |
121-077 |
| Close |
121-097 |
121-047 |
-0-050 |
-0.1% |
121-160 |
| Range |
0-065 |
0-080 |
0-015 |
23.1% |
0-230 |
| ATR |
0-100 |
0-098 |
-0-001 |
-1.4% |
0-000 |
| Volume |
572,902 |
494,873 |
-78,029 |
-13.6% |
3,706,641 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-302 |
121-255 |
121-091 |
|
| R3 |
121-222 |
121-175 |
121-069 |
|
| R2 |
121-142 |
121-142 |
121-062 |
|
| R1 |
121-095 |
121-095 |
121-054 |
121-078 |
| PP |
121-062 |
121-062 |
121-062 |
121-054 |
| S1 |
121-015 |
121-015 |
121-040 |
120-318 |
| S2 |
120-302 |
120-302 |
121-032 |
|
| S3 |
120-222 |
120-255 |
121-025 |
|
| S4 |
120-142 |
120-175 |
121-003 |
|
|
| 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 |
121-030 |
0-277 |
0.7% |
0-101 |
0.3% |
6% |
False |
True |
668,062 |
| 10 |
121-307 |
120-247 |
1-060 |
1.0% |
0-089 |
0.2% |
32% |
False |
False |
643,140 |
| 20 |
121-307 |
119-235 |
2-072 |
1.8% |
0-100 |
0.3% |
63% |
False |
False |
736,145 |
| 40 |
121-307 |
119-235 |
2-072 |
1.8% |
0-092 |
0.2% |
63% |
False |
False |
396,190 |
| 60 |
121-307 |
119-235 |
2-072 |
1.8% |
0-069 |
0.2% |
63% |
False |
False |
265,104 |
| 80 |
121-307 |
119-035 |
2-272 |
2.4% |
0-052 |
0.1% |
71% |
False |
False |
198,828 |
| 100 |
121-307 |
119-035 |
2-272 |
2.4% |
0-041 |
0.1% |
71% |
False |
False |
159,062 |
| 120 |
121-307 |
117-070 |
4-237 |
3.9% |
0-034 |
0.1% |
83% |
False |
False |
132,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-130 |
|
2.618 |
121-319 |
|
1.618 |
121-239 |
|
1.000 |
121-190 |
|
0.618 |
121-159 |
|
HIGH |
121-110 |
|
0.618 |
121-079 |
|
0.500 |
121-070 |
|
0.382 |
121-061 |
|
LOW |
121-030 |
|
0.618 |
120-301 |
|
1.000 |
120-270 |
|
1.618 |
120-221 |
|
2.618 |
120-141 |
|
4.250 |
120-010 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-070 |
121-124 |
| PP |
121-062 |
121-098 |
| S1 |
121-055 |
121-072 |
|