ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
120-253 |
120-285 |
0-032 |
0.1% |
120-022 |
| High |
120-253 |
120-285 |
0-032 |
0.1% |
120-245 |
| Low |
120-253 |
120-285 |
0-032 |
0.1% |
119-295 |
| Close |
120-253 |
120-285 |
0-032 |
0.1% |
120-245 |
| Range |
|
|
|
|
|
| ATR |
0-051 |
0-049 |
-0-001 |
-2.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-285 |
120-285 |
120-285 |
|
| R3 |
120-285 |
120-285 |
120-285 |
|
| R2 |
120-285 |
120-285 |
120-285 |
|
| R1 |
120-285 |
120-285 |
120-285 |
120-285 |
| PP |
120-285 |
120-285 |
120-285 |
120-285 |
| S1 |
120-285 |
120-285 |
120-285 |
120-285 |
| S2 |
120-285 |
120-285 |
120-285 |
|
| S3 |
120-285 |
120-285 |
120-285 |
|
| S4 |
120-285 |
120-285 |
120-285 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-005 |
122-235 |
121-073 |
|
| R3 |
122-055 |
121-285 |
120-319 |
|
| R2 |
121-105 |
121-105 |
120-294 |
|
| R1 |
121-015 |
121-015 |
120-270 |
121-060 |
| PP |
120-155 |
120-155 |
120-155 |
120-177 |
| S1 |
120-065 |
120-065 |
120-220 |
120-110 |
| S2 |
119-205 |
119-205 |
120-195 |
|
| S3 |
118-255 |
119-115 |
120-171 |
|
| S4 |
117-305 |
118-165 |
120-097 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-285 |
|
2.618 |
120-285 |
|
1.618 |
120-285 |
|
1.000 |
120-285 |
|
0.618 |
120-285 |
|
HIGH |
120-285 |
|
0.618 |
120-285 |
|
0.500 |
120-285 |
|
0.382 |
120-285 |
|
LOW |
120-285 |
|
0.618 |
120-285 |
|
1.000 |
120-285 |
|
1.618 |
120-285 |
|
2.618 |
120-285 |
|
4.250 |
120-285 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-285 |
120-280 |
| PP |
120-285 |
120-274 |
| S1 |
120-285 |
120-269 |
|