ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-280 |
120-270 |
-0-010 |
0.0% |
120-162 |
| High |
120-305 |
120-312 |
0-007 |
0.0% |
120-305 |
| Low |
120-215 |
120-217 |
0-002 |
0.0% |
120-090 |
| Close |
120-292 |
120-227 |
-0-065 |
-0.2% |
120-292 |
| Range |
0-090 |
0-095 |
0-005 |
5.6% |
0-215 |
| ATR |
0-100 |
0-100 |
0-000 |
-0.4% |
0-000 |
| Volume |
692,901 |
428,367 |
-264,534 |
-38.2% |
3,076,714 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-217 |
121-157 |
120-279 |
|
| R3 |
121-122 |
121-062 |
120-253 |
|
| R2 |
121-027 |
121-027 |
120-244 |
|
| R1 |
120-287 |
120-287 |
120-236 |
120-270 |
| PP |
120-252 |
120-252 |
120-252 |
120-243 |
| S1 |
120-192 |
120-192 |
120-218 |
120-174 |
| S2 |
120-157 |
120-157 |
120-210 |
|
| S3 |
120-062 |
120-097 |
120-201 |
|
| S4 |
119-287 |
120-002 |
120-175 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-234 |
122-158 |
121-090 |
|
| R3 |
122-019 |
121-263 |
121-031 |
|
| R2 |
121-124 |
121-124 |
121-011 |
|
| R1 |
121-048 |
121-048 |
120-312 |
121-086 |
| PP |
120-229 |
120-229 |
120-229 |
120-248 |
| S1 |
120-153 |
120-153 |
120-272 |
120-191 |
| S2 |
120-014 |
120-014 |
120-253 |
|
| S3 |
119-119 |
119-258 |
120-233 |
|
| S4 |
118-224 |
119-043 |
120-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-312 |
120-090 |
0-222 |
0.6% |
0-100 |
0.3% |
62% |
True |
False |
610,829 |
| 10 |
121-052 |
120-090 |
0-282 |
0.7% |
0-096 |
0.2% |
49% |
False |
False |
578,567 |
| 20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-091 |
0.2% |
32% |
False |
False |
516,172 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-106 |
0.3% |
60% |
False |
False |
535,902 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
44% |
False |
False |
505,770 |
| 80 |
122-145 |
118-182 |
3-282 |
3.2% |
0-102 |
0.3% |
55% |
False |
False |
380,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-076 |
|
2.618 |
121-241 |
|
1.618 |
121-146 |
|
1.000 |
121-087 |
|
0.618 |
121-051 |
|
HIGH |
120-312 |
|
0.618 |
120-276 |
|
0.500 |
120-264 |
|
0.382 |
120-253 |
|
LOW |
120-217 |
|
0.618 |
120-158 |
|
1.000 |
120-122 |
|
1.618 |
120-063 |
|
2.618 |
119-288 |
|
4.250 |
119-133 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-264 |
120-252 |
| PP |
120-252 |
120-244 |
| S1 |
120-240 |
120-235 |
|