ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-033 |
121-055 |
0-022 |
0.1% |
121-107 |
| High |
121-033 |
121-055 |
0-022 |
0.1% |
121-213 |
| Low |
121-033 |
121-055 |
0-022 |
0.1% |
121-107 |
| Close |
121-033 |
121-055 |
0-022 |
0.1% |
121-145 |
| Range |
|
|
|
|
|
| ATR |
0-051 |
0-049 |
-0-002 |
-4.0% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-055 |
121-055 |
121-055 |
|
| R3 |
121-055 |
121-055 |
121-055 |
|
| R2 |
121-055 |
121-055 |
121-055 |
|
| R1 |
121-055 |
121-055 |
121-055 |
121-055 |
| PP |
121-055 |
121-055 |
121-055 |
121-055 |
| S1 |
121-055 |
121-055 |
121-055 |
121-055 |
| S2 |
121-055 |
121-055 |
121-055 |
|
| S3 |
121-055 |
121-055 |
121-055 |
|
| S4 |
121-055 |
121-055 |
121-055 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-150 |
122-093 |
121-203 |
|
| R3 |
122-045 |
121-308 |
121-174 |
|
| R2 |
121-260 |
121-260 |
121-164 |
|
| R1 |
121-203 |
121-203 |
121-155 |
121-231 |
| PP |
121-155 |
121-155 |
121-155 |
121-169 |
| S1 |
121-097 |
121-097 |
121-135 |
121-126 |
| S2 |
121-050 |
121-050 |
121-126 |
|
| S3 |
120-265 |
120-312 |
121-116 |
|
| S4 |
120-160 |
120-207 |
121-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-213 |
121-033 |
0-180 |
0.5% |
0-000 |
0.0% |
12% |
False |
False |
|
| 10 |
121-213 |
120-285 |
0-248 |
0.6% |
0-000 |
0.0% |
36% |
False |
False |
|
| 20 |
121-213 |
119-278 |
1-255 |
1.5% |
0-000 |
0.0% |
73% |
False |
False |
|
| 40 |
121-213 |
119-260 |
1-273 |
1.5% |
0-000 |
0.0% |
73% |
False |
False |
|
| 60 |
121-213 |
119-260 |
1-273 |
1.5% |
0-000 |
0.0% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-055 |
|
2.618 |
121-055 |
|
1.618 |
121-055 |
|
1.000 |
121-055 |
|
0.618 |
121-055 |
|
HIGH |
121-055 |
|
0.618 |
121-055 |
|
0.500 |
121-055 |
|
0.382 |
121-055 |
|
LOW |
121-055 |
|
0.618 |
121-055 |
|
1.000 |
121-055 |
|
1.618 |
121-055 |
|
2.618 |
121-055 |
|
4.250 |
121-055 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-055 |
121-058 |
| PP |
121-055 |
121-057 |
| S1 |
121-055 |
121-056 |
|