ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
122-097 |
122-052 |
-0-045 |
-0.1% |
121-102 |
| High |
122-125 |
122-070 |
-0-055 |
-0.1% |
122-285 |
| Low |
122-015 |
121-285 |
-0-050 |
-0.1% |
120-260 |
| Close |
122-067 |
122-027 |
-0-040 |
-0.1% |
121-245 |
| Range |
0-110 |
0-105 |
-0-005 |
-4.5% |
2-025 |
| ATR |
0-138 |
0-136 |
-0-002 |
-1.7% |
0-000 |
| Volume |
516,481 |
515,071 |
-1,410 |
-0.3% |
3,526,864 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-016 |
122-286 |
122-085 |
|
| R3 |
122-231 |
122-181 |
122-056 |
|
| R2 |
122-126 |
122-126 |
122-046 |
|
| R1 |
122-076 |
122-076 |
122-037 |
122-048 |
| PP |
122-021 |
122-021 |
122-021 |
122-007 |
| S1 |
121-291 |
121-291 |
122-017 |
121-264 |
| S2 |
121-236 |
121-236 |
122-008 |
|
| S3 |
121-131 |
121-186 |
121-318 |
|
| S4 |
121-026 |
121-081 |
121-289 |
|
|
| 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% |
0-226 |
0.6% |
61% |
False |
False |
742,814 |
| 10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-150 |
0.4% |
61% |
False |
False |
671,386 |
| 20 |
122-285 |
119-305 |
2-300 |
2.4% |
0-128 |
0.3% |
73% |
False |
False |
665,243 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-111 |
0.3% |
74% |
False |
False |
499,178 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-088 |
0.2% |
74% |
False |
False |
334,311 |
| 80 |
122-285 |
119-035 |
3-250 |
3.1% |
0-066 |
0.2% |
79% |
False |
False |
250,795 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-053 |
0.1% |
79% |
False |
False |
200,636 |
| 120 |
122-285 |
118-162 |
4-123 |
3.6% |
0-044 |
0.1% |
82% |
False |
False |
167,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-196 |
|
2.618 |
123-025 |
|
1.618 |
122-240 |
|
1.000 |
122-175 |
|
0.618 |
122-135 |
|
HIGH |
122-070 |
|
0.618 |
122-030 |
|
0.500 |
122-018 |
|
0.382 |
122-005 |
|
LOW |
121-285 |
|
0.618 |
121-220 |
|
1.000 |
121-180 |
|
1.618 |
121-115 |
|
2.618 |
121-010 |
|
4.250 |
120-159 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-024 |
122-045 |
| PP |
122-021 |
122-039 |
| S1 |
122-018 |
122-033 |
|