ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-290 |
122-097 |
0-127 |
0.3% |
121-102 |
| High |
122-115 |
122-125 |
0-010 |
0.0% |
122-285 |
| Low |
121-290 |
122-015 |
0-045 |
0.1% |
120-260 |
| Close |
122-072 |
122-067 |
-0-005 |
0.0% |
121-245 |
| Range |
0-145 |
0-110 |
-0-035 |
-24.1% |
2-025 |
| ATR |
0-140 |
0-138 |
-0-002 |
-1.5% |
0-000 |
| Volume |
666,750 |
516,481 |
-150,269 |
-22.5% |
3,526,864 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-079 |
123-023 |
122-128 |
|
| R3 |
122-289 |
122-233 |
122-097 |
|
| R2 |
122-179 |
122-179 |
122-087 |
|
| R1 |
122-123 |
122-123 |
122-077 |
122-096 |
| PP |
122-069 |
122-069 |
122-069 |
122-056 |
| S1 |
122-013 |
122-013 |
122-057 |
121-306 |
| S2 |
121-279 |
121-279 |
122-047 |
|
| S3 |
121-169 |
121-223 |
122-037 |
|
| S4 |
121-059 |
121-113 |
122-006 |
|
|
| 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% |
0-215 |
0.5% |
67% |
False |
False |
728,464 |
| 10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-158 |
0.4% |
67% |
False |
False |
698,263 |
| 20 |
122-285 |
119-300 |
2-305 |
2.4% |
0-128 |
0.3% |
77% |
False |
False |
674,298 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-110 |
0.3% |
78% |
False |
False |
486,480 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-087 |
0.2% |
78% |
False |
False |
325,807 |
| 80 |
122-285 |
119-035 |
3-250 |
3.1% |
0-065 |
0.2% |
82% |
False |
False |
244,357 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-052 |
0.1% |
82% |
False |
False |
195,485 |
| 120 |
122-285 |
118-090 |
4-195 |
3.8% |
0-043 |
0.1% |
85% |
False |
False |
162,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-272 |
|
2.618 |
123-093 |
|
1.618 |
122-303 |
|
1.000 |
122-235 |
|
0.618 |
122-193 |
|
HIGH |
122-125 |
|
0.618 |
122-083 |
|
0.500 |
122-070 |
|
0.382 |
122-057 |
|
LOW |
122-015 |
|
0.618 |
121-267 |
|
1.000 |
121-225 |
|
1.618 |
121-157 |
|
2.618 |
121-047 |
|
4.250 |
120-188 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-029 |
| PP |
122-069 |
121-311 |
| S1 |
122-068 |
121-272 |
|