ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-065 |
121-110 |
0-045 |
0.1% |
120-072 |
| High |
121-132 |
121-122 |
-0-010 |
0.0% |
121-085 |
| Low |
121-057 |
121-042 |
-0-015 |
0.0% |
120-032 |
| Close |
121-107 |
121-085 |
-0-022 |
-0.1% |
121-010 |
| Range |
0-075 |
0-080 |
0-005 |
6.7% |
1-053 |
| ATR |
0-117 |
0-115 |
-0-003 |
-2.3% |
0-000 |
| Volume |
491,374 |
427,359 |
-64,015 |
-13.0% |
3,258,124 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-003 |
121-284 |
121-129 |
|
| R3 |
121-243 |
121-204 |
121-107 |
|
| R2 |
121-163 |
121-163 |
121-100 |
|
| R1 |
121-124 |
121-124 |
121-092 |
121-104 |
| PP |
121-083 |
121-083 |
121-083 |
121-073 |
| S1 |
121-044 |
121-044 |
121-078 |
121-024 |
| S2 |
121-003 |
121-003 |
121-070 |
|
| S3 |
120-243 |
120-284 |
121-063 |
|
| S4 |
120-163 |
120-204 |
121-041 |
|
|
| 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 |
120-287 |
0-165 |
0.4% |
0-088 |
0.2% |
72% |
False |
False |
569,273 |
| 10 |
121-132 |
119-307 |
1-145 |
1.2% |
0-102 |
0.3% |
90% |
False |
False |
539,609 |
| 20 |
121-132 |
119-112 |
2-020 |
1.7% |
0-116 |
0.3% |
93% |
False |
False |
547,010 |
| 40 |
122-145 |
119-112 |
3-033 |
2.6% |
0-125 |
0.3% |
62% |
False |
False |
522,389 |
| 60 |
122-145 |
118-313 |
3-152 |
2.9% |
0-107 |
0.3% |
66% |
False |
False |
350,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-142 |
|
2.618 |
122-011 |
|
1.618 |
121-251 |
|
1.000 |
121-202 |
|
0.618 |
121-171 |
|
HIGH |
121-122 |
|
0.618 |
121-091 |
|
0.500 |
121-082 |
|
0.382 |
121-073 |
|
LOW |
121-042 |
|
0.618 |
120-313 |
|
1.000 |
120-282 |
|
1.618 |
120-233 |
|
2.618 |
120-153 |
|
4.250 |
120-022 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-084 |
121-080 |
| PP |
121-083 |
121-076 |
| S1 |
121-082 |
121-071 |
|