ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-022 |
121-052 |
0-030 |
0.1% |
120-162 |
| High |
121-062 |
121-117 |
0-055 |
0.1% |
120-305 |
| Low |
120-305 |
121-002 |
0-017 |
0.0% |
120-090 |
| Close |
121-042 |
121-092 |
0-050 |
0.1% |
120-292 |
| Range |
0-077 |
0-115 |
0-038 |
49.4% |
0-215 |
| ATR |
0-101 |
0-102 |
0-001 |
1.0% |
0-000 |
| Volume |
555,417 |
545,547 |
-9,870 |
-1.8% |
3,076,714 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-095 |
122-049 |
121-155 |
|
| R3 |
121-300 |
121-254 |
121-124 |
|
| R2 |
121-185 |
121-185 |
121-113 |
|
| R1 |
121-139 |
121-139 |
121-103 |
121-162 |
| PP |
121-070 |
121-070 |
121-070 |
121-082 |
| S1 |
121-024 |
121-024 |
121-081 |
121-047 |
| S2 |
120-275 |
120-275 |
121-071 |
|
| S3 |
120-160 |
120-229 |
121-060 |
|
| S4 |
120-045 |
120-114 |
121-029 |
|
|
| 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 |
121-117 |
120-215 |
0-222 |
0.6% |
0-105 |
0.3% |
89% |
True |
False |
584,520 |
| 10 |
121-117 |
120-090 |
1-027 |
0.9% |
0-100 |
0.3% |
93% |
True |
False |
576,654 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-094 |
0.2% |
77% |
False |
False |
535,987 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-106 |
0.3% |
86% |
False |
False |
542,857 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
62% |
False |
False |
534,039 |
| 80 |
122-145 |
119-030 |
3-115 |
2.8% |
0-105 |
0.3% |
65% |
False |
False |
402,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-286 |
|
2.618 |
122-098 |
|
1.618 |
121-303 |
|
1.000 |
121-232 |
|
0.618 |
121-188 |
|
HIGH |
121-117 |
|
0.618 |
121-073 |
|
0.500 |
121-060 |
|
0.382 |
121-046 |
|
LOW |
121-002 |
|
0.618 |
120-251 |
|
1.000 |
120-207 |
|
1.618 |
120-136 |
|
2.618 |
120-021 |
|
4.250 |
119-153 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-081 |
121-064 |
| PP |
121-070 |
121-036 |
| S1 |
121-060 |
121-008 |
|