ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-178 |
121-213 |
0-035 |
0.1% |
120-238 |
| High |
121-178 |
121-213 |
0-035 |
0.1% |
121-050 |
| Low |
121-178 |
121-213 |
0-035 |
0.1% |
120-238 |
| Close |
121-178 |
121-213 |
0-035 |
0.1% |
121-050 |
| Range |
|
|
|
|
|
| ATR |
0-050 |
0-049 |
-0-001 |
-2.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-213 |
121-213 |
121-213 |
|
| R3 |
121-213 |
121-213 |
121-213 |
|
| R2 |
121-213 |
121-213 |
121-213 |
|
| R1 |
121-213 |
121-213 |
121-213 |
121-213 |
| PP |
121-213 |
121-213 |
121-213 |
121-213 |
| S1 |
121-213 |
121-213 |
121-213 |
121-213 |
| S2 |
121-213 |
121-213 |
121-213 |
|
| S3 |
121-213 |
121-213 |
121-213 |
|
| S4 |
121-213 |
121-213 |
121-213 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-083 |
122-039 |
121-123 |
|
| R3 |
121-271 |
121-227 |
121-086 |
|
| R2 |
121-138 |
121-138 |
121-074 |
|
| R1 |
121-094 |
121-094 |
121-062 |
121-116 |
| PP |
121-006 |
121-006 |
121-006 |
121-017 |
| S1 |
120-282 |
120-282 |
121-038 |
120-304 |
| S2 |
120-193 |
120-193 |
121-026 |
|
| S3 |
120-061 |
120-149 |
121-014 |
|
| S4 |
119-248 |
120-017 |
120-297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-213 |
121-050 |
0-162 |
0.4% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
121-213 |
120-238 |
0-295 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
|
| 20 |
121-213 |
119-278 |
1-255 |
1.5% |
0-000 |
0.0% |
100% |
True |
False |
|
| 40 |
121-213 |
119-260 |
1-273 |
1.5% |
0-000 |
0.0% |
100% |
True |
False |
|
| 60 |
121-213 |
119-250 |
1-282 |
1.5% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-213 |
|
2.618 |
121-213 |
|
1.618 |
121-213 |
|
1.000 |
121-213 |
|
0.618 |
121-213 |
|
HIGH |
121-213 |
|
0.618 |
121-213 |
|
0.500 |
121-213 |
|
0.382 |
121-213 |
|
LOW |
121-213 |
|
0.618 |
121-213 |
|
1.000 |
121-213 |
|
1.618 |
121-213 |
|
2.618 |
121-213 |
|
4.250 |
121-213 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-213 |
121-196 |
| PP |
121-213 |
121-180 |
| S1 |
121-213 |
121-164 |
|