ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-055 |
120-282 |
-0-093 |
-0.2% |
121-107 |
| High |
121-055 |
120-282 |
-0-093 |
-0.2% |
121-213 |
| Low |
121-055 |
120-282 |
-0-093 |
-0.2% |
121-107 |
| Close |
121-055 |
120-282 |
-0-093 |
-0.2% |
121-145 |
| Range |
|
|
|
|
|
| ATR |
0-049 |
0-052 |
0-003 |
6.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-282 |
120-282 |
120-282 |
|
| R3 |
120-282 |
120-282 |
120-282 |
|
| R2 |
120-282 |
120-282 |
120-282 |
|
| R1 |
120-282 |
120-282 |
120-282 |
120-282 |
| PP |
120-282 |
120-282 |
120-282 |
120-282 |
| S1 |
120-282 |
120-282 |
120-282 |
120-282 |
| S2 |
120-282 |
120-282 |
120-282 |
|
| S3 |
120-282 |
120-282 |
120-282 |
|
| S4 |
120-282 |
120-282 |
120-282 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-282 |
|
2.618 |
120-282 |
|
1.618 |
120-282 |
|
1.000 |
120-282 |
|
0.618 |
120-282 |
|
HIGH |
120-282 |
|
0.618 |
120-282 |
|
0.500 |
120-282 |
|
0.382 |
120-282 |
|
LOW |
120-282 |
|
0.618 |
120-282 |
|
1.000 |
120-282 |
|
1.618 |
120-282 |
|
2.618 |
120-282 |
|
4.250 |
120-282 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-282 |
121-009 |
| PP |
120-282 |
120-313 |
| S1 |
120-282 |
120-298 |
|