ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-085 |
121-177 |
0-092 |
0.2% |
121-045 |
| High |
121-192 |
121-187 |
-0-005 |
0.0% |
121-192 |
| Low |
121-065 |
121-117 |
0-052 |
0.1% |
121-010 |
| Close |
121-182 |
121-152 |
-0-030 |
-0.1% |
121-152 |
| Range |
0-127 |
0-070 |
-0-057 |
-44.9% |
0-182 |
| ATR |
0-115 |
0-112 |
-0-003 |
-2.8% |
0-000 |
| Volume |
486,311 |
375,899 |
-110,412 |
-22.7% |
2,182,079 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-042 |
122-007 |
121-190 |
|
| R3 |
121-292 |
121-257 |
121-171 |
|
| R2 |
121-222 |
121-222 |
121-165 |
|
| R1 |
121-187 |
121-187 |
121-158 |
121-170 |
| PP |
121-152 |
121-152 |
121-152 |
121-143 |
| S1 |
121-117 |
121-117 |
121-146 |
121-100 |
| S2 |
121-082 |
121-082 |
121-139 |
|
| S3 |
121-012 |
121-047 |
121-133 |
|
| S4 |
120-262 |
120-297 |
121-114 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-024 |
122-270 |
121-252 |
|
| R3 |
122-162 |
122-088 |
121-202 |
|
| R2 |
121-300 |
121-300 |
121-185 |
|
| R1 |
121-226 |
121-226 |
121-169 |
121-263 |
| PP |
121-118 |
121-118 |
121-118 |
121-136 |
| S1 |
121-044 |
121-044 |
121-135 |
121-081 |
| S2 |
120-256 |
120-256 |
121-119 |
|
| S3 |
120-074 |
120-182 |
121-102 |
|
| S4 |
119-212 |
120-000 |
121-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-192 |
121-010 |
0-182 |
0.5% |
0-083 |
0.2% |
78% |
False |
False |
436,415 |
| 10 |
121-192 |
120-032 |
1-160 |
1.2% |
0-100 |
0.3% |
92% |
False |
False |
544,020 |
| 20 |
121-192 |
119-112 |
2-080 |
1.9% |
0-112 |
0.3% |
94% |
False |
False |
527,445 |
| 40 |
122-145 |
119-112 |
3-033 |
2.6% |
0-124 |
0.3% |
68% |
False |
False |
541,747 |
| 60 |
122-145 |
119-030 |
3-115 |
2.8% |
0-109 |
0.3% |
71% |
False |
False |
364,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-164 |
|
2.618 |
122-050 |
|
1.618 |
121-300 |
|
1.000 |
121-257 |
|
0.618 |
121-230 |
|
HIGH |
121-187 |
|
0.618 |
121-160 |
|
0.500 |
121-152 |
|
0.382 |
121-144 |
|
LOW |
121-117 |
|
0.618 |
121-074 |
|
1.000 |
121-047 |
|
1.618 |
121-004 |
|
2.618 |
120-254 |
|
4.250 |
120-140 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-152 |
121-140 |
| PP |
121-152 |
121-129 |
| S1 |
121-152 |
121-117 |
|