ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-162 |
120-132 |
-0-030 |
-0.1% |
121-110 |
| High |
120-202 |
120-167 |
-0-035 |
-0.1% |
121-122 |
| Low |
120-127 |
120-090 |
-0-037 |
-0.1% |
120-145 |
| Close |
120-145 |
120-105 |
-0-040 |
-0.1% |
120-160 |
| Range |
0-075 |
0-077 |
0-002 |
2.7% |
0-297 |
| ATR |
0-100 |
0-098 |
-0-002 |
-1.6% |
0-000 |
| Volume |
450,934 |
590,675 |
139,741 |
31.0% |
2,696,023 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-032 |
120-305 |
120-147 |
|
| R3 |
120-275 |
120-228 |
120-126 |
|
| R2 |
120-198 |
120-198 |
120-119 |
|
| R1 |
120-151 |
120-151 |
120-112 |
120-136 |
| PP |
120-121 |
120-121 |
120-121 |
120-113 |
| S1 |
120-074 |
120-074 |
120-098 |
120-059 |
| S2 |
120-044 |
120-044 |
120-091 |
|
| S3 |
119-287 |
119-317 |
120-084 |
|
| S4 |
119-210 |
119-240 |
120-063 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-180 |
122-307 |
121-003 |
|
| R3 |
122-203 |
122-010 |
120-242 |
|
| R2 |
121-226 |
121-226 |
120-214 |
|
| R1 |
121-033 |
121-033 |
120-187 |
120-301 |
| PP |
120-249 |
120-249 |
120-249 |
120-223 |
| S1 |
120-056 |
120-056 |
120-133 |
120-004 |
| S2 |
119-272 |
119-272 |
120-106 |
|
| S3 |
118-295 |
119-079 |
120-078 |
|
| S4 |
117-318 |
118-102 |
119-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-052 |
120-090 |
0-282 |
0.7% |
0-096 |
0.2% |
5% |
False |
True |
560,401 |
| 10 |
121-122 |
120-090 |
1-032 |
0.9% |
0-088 |
0.2% |
4% |
False |
True |
519,920 |
| 20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-089 |
0.2% |
4% |
False |
True |
525,745 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-109 |
0.3% |
43% |
False |
False |
542,406 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-116 |
0.3% |
32% |
False |
False |
465,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-174 |
|
2.618 |
121-049 |
|
1.618 |
120-292 |
|
1.000 |
120-244 |
|
0.618 |
120-215 |
|
HIGH |
120-167 |
|
0.618 |
120-138 |
|
0.500 |
120-128 |
|
0.382 |
120-119 |
|
LOW |
120-090 |
|
0.618 |
120-042 |
|
1.000 |
120-013 |
|
1.618 |
119-285 |
|
2.618 |
119-208 |
|
4.250 |
119-083 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-128 |
120-158 |
| PP |
120-121 |
120-141 |
| S1 |
120-113 |
120-123 |
|