ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
122-052 |
121-285 |
-0-087 |
-0.2% |
121-102 |
| High |
122-070 |
122-072 |
0-002 |
0.0% |
122-285 |
| Low |
121-285 |
121-247 |
-0-038 |
-0.1% |
120-260 |
| Close |
122-027 |
122-052 |
0-025 |
0.1% |
121-245 |
| Range |
0-105 |
0-145 |
0-040 |
38.1% |
2-025 |
| ATR |
0-136 |
0-137 |
0-001 |
0.5% |
0-000 |
| Volume |
515,071 |
870,206 |
355,135 |
68.9% |
3,526,864 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-132 |
123-077 |
122-132 |
|
| R3 |
122-307 |
122-252 |
122-092 |
|
| R2 |
122-162 |
122-162 |
122-079 |
|
| R1 |
122-107 |
122-107 |
122-065 |
122-134 |
| PP |
122-017 |
122-017 |
122-017 |
122-031 |
| S1 |
121-282 |
121-282 |
122-039 |
121-310 |
| S2 |
121-192 |
121-192 |
122-025 |
|
| S3 |
121-047 |
121-137 |
122-012 |
|
| S4 |
120-222 |
120-312 |
121-292 |
|
|
| 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% |
0-234 |
0.6% |
65% |
False |
False |
809,767 |
| 10 |
122-285 |
120-260 |
2-025 |
1.7% |
0-154 |
0.4% |
65% |
False |
False |
665,926 |
| 20 |
122-285 |
120-030 |
2-255 |
2.3% |
0-132 |
0.3% |
74% |
False |
False |
680,582 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-112 |
0.3% |
77% |
False |
False |
520,674 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-090 |
0.2% |
77% |
False |
False |
348,724 |
| 80 |
122-285 |
119-035 |
3-250 |
3.1% |
0-068 |
0.2% |
81% |
False |
False |
261,673 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-054 |
0.1% |
81% |
False |
False |
209,338 |
| 120 |
122-285 |
118-175 |
4-110 |
3.6% |
0-045 |
0.1% |
83% |
False |
False |
174,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-048 |
|
2.618 |
123-132 |
|
1.618 |
122-307 |
|
1.000 |
122-217 |
|
0.618 |
122-162 |
|
HIGH |
122-072 |
|
0.618 |
122-017 |
|
0.500 |
122-000 |
|
0.382 |
121-302 |
|
LOW |
121-247 |
|
0.618 |
121-157 |
|
1.000 |
121-102 |
|
1.618 |
121-012 |
|
2.618 |
120-187 |
|
4.250 |
119-271 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-034 |
122-043 |
| PP |
122-017 |
122-035 |
| S1 |
122-000 |
122-026 |
|