ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-045 |
121-065 |
0-020 |
0.1% |
120-072 |
| High |
121-075 |
121-132 |
0-057 |
0.1% |
121-085 |
| Low |
121-010 |
121-057 |
0-047 |
0.1% |
120-032 |
| Close |
121-037 |
121-107 |
0-070 |
0.2% |
121-010 |
| Range |
0-065 |
0-075 |
0-010 |
15.4% |
1-053 |
| ATR |
0-119 |
0-117 |
-0-002 |
-1.4% |
0-000 |
| Volume |
401,136 |
491,374 |
90,238 |
22.5% |
3,258,124 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-004 |
121-290 |
121-148 |
|
| R3 |
121-249 |
121-215 |
121-128 |
|
| R2 |
121-174 |
121-174 |
121-121 |
|
| R1 |
121-140 |
121-140 |
121-114 |
121-157 |
| PP |
121-099 |
121-099 |
121-099 |
121-107 |
| S1 |
121-065 |
121-065 |
121-100 |
121-082 |
| S2 |
121-024 |
121-024 |
121-093 |
|
| S3 |
120-269 |
120-310 |
121-086 |
|
| S4 |
120-194 |
120-235 |
121-066 |
|
|
| 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 |
121-132 |
120-227 |
0-225 |
0.6% |
0-090 |
0.2% |
89% |
True |
False |
629,260 |
| 10 |
121-132 |
119-307 |
1-145 |
1.2% |
0-107 |
0.3% |
95% |
True |
False |
545,049 |
| 20 |
121-132 |
119-112 |
2-020 |
1.7% |
0-120 |
0.3% |
96% |
True |
False |
555,465 |
| 40 |
122-145 |
119-112 |
3-033 |
2.6% |
0-126 |
0.3% |
64% |
False |
False |
512,263 |
| 60 |
122-145 |
118-307 |
3-158 |
2.9% |
0-106 |
0.3% |
68% |
False |
False |
343,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-131 |
|
2.618 |
122-008 |
|
1.618 |
121-253 |
|
1.000 |
121-207 |
|
0.618 |
121-178 |
|
HIGH |
121-132 |
|
0.618 |
121-103 |
|
0.500 |
121-094 |
|
0.382 |
121-086 |
|
LOW |
121-057 |
|
0.618 |
121-011 |
|
1.000 |
120-302 |
|
1.618 |
120-256 |
|
2.618 |
120-181 |
|
4.250 |
120-058 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-103 |
121-089 |
| PP |
121-099 |
121-071 |
| S1 |
121-094 |
121-054 |
|