ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-132 |
120-110 |
-0-022 |
-0.1% |
121-110 |
| High |
120-167 |
120-232 |
0-065 |
0.2% |
121-122 |
| Low |
120-090 |
120-100 |
0-010 |
0.0% |
120-145 |
| Close |
120-105 |
120-202 |
0-097 |
0.3% |
120-160 |
| Range |
0-077 |
0-132 |
0-055 |
71.4% |
0-297 |
| ATR |
0-098 |
0-100 |
0-002 |
2.5% |
0-000 |
| Volume |
590,675 |
651,266 |
60,591 |
10.3% |
2,696,023 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-254 |
121-200 |
120-275 |
|
| R3 |
121-122 |
121-068 |
120-238 |
|
| R2 |
120-310 |
120-310 |
120-226 |
|
| R1 |
120-256 |
120-256 |
120-214 |
120-283 |
| PP |
120-178 |
120-178 |
120-178 |
120-192 |
| S1 |
120-124 |
120-124 |
120-190 |
120-151 |
| S2 |
120-046 |
120-046 |
120-178 |
|
| S3 |
119-234 |
119-312 |
120-166 |
|
| S4 |
119-102 |
119-180 |
120-129 |
|
|
| 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 |
120-235 |
120-090 |
0-145 |
0.4% |
0-088 |
0.2% |
77% |
False |
False |
566,655 |
| 10 |
121-122 |
120-090 |
1-032 |
0.9% |
0-095 |
0.2% |
32% |
False |
False |
527,002 |
| 20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-091 |
0.2% |
27% |
False |
False |
521,944 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
57% |
False |
False |
541,536 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-117 |
0.3% |
41% |
False |
False |
476,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-153 |
|
2.618 |
121-258 |
|
1.618 |
121-126 |
|
1.000 |
121-044 |
|
0.618 |
120-314 |
|
HIGH |
120-232 |
|
0.618 |
120-182 |
|
0.500 |
120-166 |
|
0.382 |
120-150 |
|
LOW |
120-100 |
|
0.618 |
120-018 |
|
1.000 |
119-288 |
|
1.618 |
119-206 |
|
2.618 |
119-074 |
|
4.250 |
118-179 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-190 |
120-188 |
| PP |
120-178 |
120-175 |
| S1 |
120-166 |
120-161 |
|