ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
121-290 |
1-020 |
0.9% |
121-102 |
| High |
122-285 |
122-115 |
-0-170 |
-0.4% |
122-285 |
| Low |
120-260 |
121-290 |
1-030 |
0.9% |
120-260 |
| Close |
121-245 |
122-072 |
0-147 |
0.4% |
121-245 |
| Range |
2-025 |
0-145 |
-1-200 |
-78.2% |
2-025 |
| ATR |
0-137 |
0-140 |
0-004 |
2.8% |
0-000 |
| Volume |
1,480,328 |
666,750 |
-813,578 |
-55.0% |
3,526,864 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-167 |
123-105 |
122-152 |
|
| R3 |
123-022 |
122-280 |
122-112 |
|
| R2 |
122-197 |
122-197 |
122-099 |
|
| R1 |
122-135 |
122-135 |
122-085 |
122-166 |
| PP |
122-052 |
122-052 |
122-052 |
122-068 |
| S1 |
121-310 |
121-310 |
122-059 |
122-021 |
| S2 |
121-227 |
121-227 |
122-045 |
|
| S3 |
121-082 |
121-165 |
122-032 |
|
| S4 |
120-257 |
121-020 |
121-312 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-018 |
126-317 |
122-291 |
|
| R3 |
125-313 |
124-292 |
122-108 |
|
| R2 |
123-288 |
123-288 |
122-047 |
|
| R1 |
122-267 |
122-267 |
121-306 |
123-118 |
| PP |
121-263 |
121-263 |
121-263 |
122-029 |
| S1 |
120-242 |
120-242 |
121-184 |
121-092 |
| S2 |
119-238 |
119-238 |
121-123 |
|
| S3 |
117-213 |
118-217 |
121-062 |
|
| S4 |
115-188 |
116-192 |
120-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-285 |
120-260 |
2-025 |
1.7% |
0-209 |
0.5% |
68% |
False |
False |
724,142 |
| 10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-158 |
0.4% |
68% |
False |
False |
733,850 |
| 20 |
122-285 |
119-235 |
3-050 |
2.6% |
0-128 |
0.3% |
79% |
False |
False |
695,820 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-109 |
0.3% |
79% |
False |
False |
473,682 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-085 |
0.2% |
79% |
False |
False |
317,201 |
| 80 |
122-285 |
119-035 |
3-250 |
3.1% |
0-064 |
0.2% |
82% |
False |
False |
237,901 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-051 |
0.1% |
82% |
False |
False |
190,321 |
| 120 |
122-285 |
118-018 |
4-267 |
4.0% |
0-042 |
0.1% |
86% |
False |
False |
158,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-091 |
|
2.618 |
123-175 |
|
1.618 |
123-030 |
|
1.000 |
122-260 |
|
0.618 |
122-205 |
|
HIGH |
122-115 |
|
0.618 |
122-060 |
|
0.500 |
122-042 |
|
0.382 |
122-025 |
|
LOW |
121-290 |
|
0.618 |
121-200 |
|
1.000 |
121-145 |
|
1.618 |
121-055 |
|
2.618 |
120-230 |
|
4.250 |
119-314 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-062 |
122-032 |
| PP |
122-052 |
121-312 |
| S1 |
122-042 |
121-272 |
|