ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-020 |
120-022 |
0-002 |
0.0% |
120-007 |
| High |
120-020 |
120-022 |
0-002 |
0.0% |
120-050 |
| Low |
120-020 |
120-022 |
0-002 |
0.0% |
119-278 |
| Close |
120-020 |
120-022 |
0-002 |
0.0% |
120-020 |
| Range |
|
|
|
|
|
| ATR |
0-052 |
0-048 |
-0-004 |
-6.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-022 |
120-022 |
120-022 |
|
| R3 |
120-022 |
120-022 |
120-022 |
|
| R2 |
120-022 |
120-022 |
120-022 |
|
| R1 |
120-022 |
120-022 |
120-022 |
120-022 |
| PP |
120-022 |
120-022 |
120-022 |
120-022 |
| S1 |
120-022 |
120-022 |
120-022 |
120-022 |
| S2 |
120-022 |
120-022 |
120-022 |
|
| S3 |
120-022 |
120-022 |
120-022 |
|
| S4 |
120-022 |
120-022 |
120-022 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-287 |
120-246 |
120-071 |
|
| R3 |
120-194 |
120-153 |
120-045 |
|
| R2 |
120-102 |
120-102 |
120-037 |
|
| R1 |
120-061 |
120-061 |
120-028 |
120-081 |
| PP |
120-009 |
120-009 |
120-009 |
120-019 |
| S1 |
119-288 |
119-288 |
120-012 |
119-309 |
| S2 |
119-237 |
119-237 |
120-003 |
|
| S3 |
119-144 |
119-196 |
119-315 |
|
| S4 |
119-052 |
119-103 |
119-289 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-022 |
|
2.618 |
120-022 |
|
1.618 |
120-022 |
|
1.000 |
120-022 |
|
0.618 |
120-022 |
|
HIGH |
120-022 |
|
0.618 |
120-022 |
|
0.500 |
120-022 |
|
0.382 |
120-022 |
|
LOW |
120-022 |
|
0.618 |
120-022 |
|
1.000 |
120-022 |
|
1.618 |
120-022 |
|
2.618 |
120-022 |
|
4.250 |
120-022 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-022 |
120-035 |
| PP |
120-022 |
120-031 |
| S1 |
120-022 |
120-027 |
|