ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-062 |
121-037 |
-0-025 |
-0.1% |
121-122 |
| High |
121-110 |
121-087 |
-0-023 |
-0.1% |
121-307 |
| Low |
121-030 |
121-035 |
0-005 |
0.0% |
121-077 |
| Close |
121-047 |
121-070 |
0-023 |
0.1% |
121-160 |
| Range |
0-080 |
0-052 |
-0-028 |
-35.0% |
0-230 |
| ATR |
0-098 |
0-095 |
-0-003 |
-3.4% |
0-000 |
| Volume |
494,873 |
443,317 |
-51,556 |
-10.4% |
3,706,641 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-220 |
121-197 |
121-099 |
|
| R3 |
121-168 |
121-145 |
121-084 |
|
| R2 |
121-116 |
121-116 |
121-080 |
|
| R1 |
121-093 |
121-093 |
121-075 |
121-104 |
| PP |
121-064 |
121-064 |
121-064 |
121-070 |
| S1 |
121-041 |
121-041 |
121-065 |
121-052 |
| S2 |
121-012 |
121-012 |
121-060 |
|
| S3 |
120-280 |
120-309 |
121-056 |
|
| S4 |
120-228 |
120-257 |
121-041 |
|
|
| 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% |
0-075 |
0.2% |
14% |
False |
False |
599,958 |
| 10 |
121-307 |
120-265 |
1-042 |
0.9% |
0-090 |
0.2% |
35% |
False |
False |
644,194 |
| 20 |
121-307 |
119-235 |
2-072 |
1.8% |
0-098 |
0.3% |
67% |
False |
False |
721,357 |
| 40 |
121-307 |
119-235 |
2-072 |
1.8% |
0-092 |
0.2% |
67% |
False |
False |
407,194 |
| 60 |
121-307 |
119-235 |
2-072 |
1.8% |
0-070 |
0.2% |
67% |
False |
False |
272,493 |
| 80 |
121-307 |
119-035 |
2-272 |
2.4% |
0-052 |
0.1% |
74% |
False |
False |
204,369 |
| 100 |
121-307 |
119-035 |
2-272 |
2.4% |
0-042 |
0.1% |
74% |
False |
False |
163,495 |
| 120 |
121-307 |
117-115 |
4-192 |
3.8% |
0-035 |
0.1% |
84% |
False |
False |
136,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-308 |
|
2.618 |
121-223 |
|
1.618 |
121-171 |
|
1.000 |
121-139 |
|
0.618 |
121-119 |
|
HIGH |
121-087 |
|
0.618 |
121-067 |
|
0.500 |
121-061 |
|
0.382 |
121-055 |
|
LOW |
121-035 |
|
0.618 |
121-003 |
|
1.000 |
120-303 |
|
1.618 |
120-271 |
|
2.618 |
120-219 |
|
4.250 |
120-134 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-067 |
121-076 |
| PP |
121-064 |
121-074 |
| S1 |
121-061 |
121-072 |
|