ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-072 |
121-045 |
-0-027 |
-0.1% |
120-072 |
| High |
121-075 |
121-075 |
0-000 |
0.0% |
121-085 |
| Low |
120-295 |
121-010 |
0-035 |
0.1% |
120-032 |
| Close |
121-010 |
121-037 |
0-027 |
0.1% |
121-010 |
| Range |
0-100 |
0-065 |
-0-035 |
-35.0% |
1-053 |
| ATR |
0-123 |
0-119 |
-0-004 |
-3.4% |
0-000 |
| Volume |
763,370 |
401,136 |
-362,234 |
-47.5% |
3,258,124 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-236 |
121-201 |
121-073 |
|
| R3 |
121-171 |
121-136 |
121-055 |
|
| R2 |
121-106 |
121-106 |
121-049 |
|
| R1 |
121-071 |
121-071 |
121-043 |
121-056 |
| PP |
121-041 |
121-041 |
121-041 |
121-033 |
| S1 |
121-006 |
121-006 |
121-031 |
120-311 |
| S2 |
120-296 |
120-296 |
121-025 |
|
| S3 |
120-231 |
120-261 |
121-019 |
|
| S4 |
120-166 |
120-196 |
121-001 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-095 |
123-265 |
121-215 |
|
| R3 |
123-042 |
122-212 |
121-113 |
|
| R2 |
121-309 |
121-309 |
121-078 |
|
| R1 |
121-159 |
121-159 |
121-044 |
121-234 |
| PP |
120-256 |
120-256 |
120-256 |
120-293 |
| S1 |
120-106 |
120-106 |
120-296 |
120-181 |
| S2 |
119-203 |
119-203 |
120-262 |
|
| S3 |
118-150 |
119-053 |
120-227 |
|
| S4 |
117-097 |
118-000 |
120-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-085 |
120-080 |
1-005 |
0.8% |
0-112 |
0.3% |
85% |
False |
False |
680,277 |
| 10 |
121-085 |
119-307 |
1-098 |
1.1% |
0-109 |
0.3% |
89% |
False |
False |
529,913 |
| 20 |
121-085 |
119-112 |
1-293 |
1.6% |
0-121 |
0.3% |
92% |
False |
False |
555,631 |
| 40 |
122-145 |
119-112 |
3-033 |
2.6% |
0-127 |
0.3% |
57% |
False |
False |
500,568 |
| 60 |
122-145 |
118-182 |
3-282 |
3.2% |
0-105 |
0.3% |
66% |
False |
False |
335,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-031 |
|
2.618 |
121-245 |
|
1.618 |
121-180 |
|
1.000 |
121-140 |
|
0.618 |
121-115 |
|
HIGH |
121-075 |
|
0.618 |
121-050 |
|
0.500 |
121-042 |
|
0.382 |
121-035 |
|
LOW |
121-010 |
|
0.618 |
120-290 |
|
1.000 |
120-265 |
|
1.618 |
120-225 |
|
2.618 |
120-160 |
|
4.250 |
120-054 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-042 |
121-033 |
| PP |
121-041 |
121-030 |
| S1 |
121-039 |
121-026 |
|