ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-107 |
121-042 |
-0-065 |
-0.2% |
121-065 |
| High |
121-120 |
121-100 |
-0-020 |
-0.1% |
121-152 |
| Low |
121-027 |
121-015 |
-0-012 |
0.0% |
121-015 |
| Close |
121-042 |
121-095 |
0-053 |
0.1% |
121-095 |
| Range |
0-093 |
0-085 |
-0-008 |
-8.6% |
0-137 |
| ATR |
0-097 |
0-096 |
-0-001 |
-0.9% |
0-000 |
| Volume |
650,199 |
710,334 |
60,135 |
9.2% |
2,884,196 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-005 |
121-295 |
121-142 |
|
| R3 |
121-240 |
121-210 |
121-118 |
|
| R2 |
121-155 |
121-155 |
121-111 |
|
| R1 |
121-125 |
121-125 |
121-103 |
121-140 |
| PP |
121-070 |
121-070 |
121-070 |
121-078 |
| S1 |
121-040 |
121-040 |
121-087 |
121-055 |
| S2 |
120-305 |
120-305 |
121-079 |
|
| S3 |
120-220 |
120-275 |
121-072 |
|
| S4 |
120-135 |
120-190 |
121-048 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-178 |
122-114 |
121-170 |
|
| R3 |
122-041 |
121-297 |
121-133 |
|
| R2 |
121-224 |
121-224 |
121-120 |
|
| R1 |
121-160 |
121-160 |
121-108 |
121-192 |
| PP |
121-087 |
121-087 |
121-087 |
121-104 |
| S1 |
121-023 |
121-023 |
121-082 |
121-055 |
| S2 |
120-270 |
120-270 |
121-070 |
|
| S3 |
120-133 |
120-206 |
121-057 |
|
| S4 |
119-316 |
120-069 |
121-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-152 |
121-015 |
0-137 |
0.4% |
0-076 |
0.2% |
58% |
False |
True |
576,839 |
| 10 |
121-187 |
120-217 |
0-290 |
0.7% |
0-096 |
0.2% |
68% |
False |
False |
590,104 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-096 |
0.2% |
78% |
False |
False |
583,689 |
| 40 |
121-192 |
119-307 |
1-205 |
1.4% |
0-097 |
0.2% |
82% |
False |
False |
539,065 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
87% |
False |
False |
588,749 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-108 |
0.3% |
63% |
False |
False |
448,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-141 |
|
2.618 |
122-003 |
|
1.618 |
121-238 |
|
1.000 |
121-185 |
|
0.618 |
121-153 |
|
HIGH |
121-100 |
|
0.618 |
121-068 |
|
0.500 |
121-058 |
|
0.382 |
121-047 |
|
LOW |
121-015 |
|
0.618 |
120-282 |
|
1.000 |
120-250 |
|
1.618 |
120-197 |
|
2.618 |
120-112 |
|
4.250 |
119-294 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-082 |
121-091 |
| PP |
121-070 |
121-087 |
| S1 |
121-058 |
121-084 |
|