ECBOT 5 Year T-Note Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-230 |
122-058 |
0-147 |
0.4% |
121-082 |
| High |
121-230 |
122-058 |
0-147 |
0.4% |
121-230 |
| Low |
121-230 |
122-058 |
0-147 |
0.4% |
120-282 |
| Close |
121-230 |
122-058 |
0-147 |
0.4% |
121-230 |
| Range |
|
|
|
|
|
| ATR |
0-067 |
0-073 |
0-006 |
8.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-058 |
122-058 |
122-058 |
|
| R3 |
122-058 |
122-058 |
122-058 |
|
| R2 |
122-058 |
122-058 |
122-058 |
|
| R1 |
122-058 |
122-058 |
122-058 |
122-058 |
| PP |
122-058 |
122-058 |
122-058 |
122-058 |
| S1 |
122-058 |
122-058 |
122-058 |
122-058 |
| S2 |
122-058 |
122-058 |
122-058 |
|
| S3 |
122-058 |
122-058 |
122-058 |
|
| S4 |
122-058 |
122-058 |
122-058 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-303 |
123-214 |
122-057 |
|
| R3 |
123-036 |
122-267 |
121-304 |
|
| R2 |
122-088 |
122-088 |
121-279 |
|
| R1 |
121-319 |
121-319 |
121-255 |
122-044 |
| PP |
121-141 |
121-141 |
121-141 |
121-163 |
| S1 |
121-052 |
121-052 |
121-205 |
121-096 |
| S2 |
120-193 |
120-193 |
121-181 |
|
| S3 |
119-246 |
120-104 |
121-156 |
|
| S4 |
118-298 |
119-157 |
121-083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-058 |
120-282 |
1-095 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
122-058 |
120-282 |
1-095 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
|
| 20 |
122-058 |
119-295 |
2-082 |
1.8% |
0-000 |
0.0% |
100% |
True |
False |
|
| 40 |
122-058 |
119-260 |
2-118 |
1.9% |
0-000 |
0.0% |
100% |
True |
False |
|
| 60 |
122-058 |
119-260 |
2-118 |
1.9% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-058 |
|
2.618 |
122-058 |
|
1.618 |
122-058 |
|
1.000 |
122-058 |
|
0.618 |
122-058 |
|
HIGH |
122-058 |
|
0.618 |
122-058 |
|
0.500 |
122-058 |
|
0.382 |
122-058 |
|
LOW |
122-058 |
|
0.618 |
122-058 |
|
1.000 |
122-058 |
|
1.618 |
122-058 |
|
2.618 |
122-058 |
|
4.250 |
122-058 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-058 |
121-308 |
| PP |
122-058 |
121-239 |
| S1 |
122-058 |
121-170 |
|