ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-042 |
121-110 |
0-068 |
0.2% |
121-065 |
| High |
121-100 |
121-117 |
0-017 |
0.0% |
121-152 |
| Low |
121-015 |
121-002 |
-0-013 |
0.0% |
121-015 |
| Close |
121-095 |
121-007 |
-0-088 |
-0.2% |
121-095 |
| Range |
0-085 |
0-115 |
0-030 |
35.3% |
0-137 |
| ATR |
0-096 |
0-098 |
0-001 |
1.4% |
0-000 |
| Volume |
710,334 |
440,414 |
-269,920 |
-38.0% |
2,884,196 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-067 |
121-312 |
121-070 |
|
| R3 |
121-272 |
121-197 |
121-039 |
|
| R2 |
121-157 |
121-157 |
121-028 |
|
| R1 |
121-082 |
121-082 |
121-018 |
121-062 |
| PP |
121-042 |
121-042 |
121-042 |
121-032 |
| S1 |
120-287 |
120-287 |
120-316 |
120-267 |
| S2 |
120-247 |
120-247 |
120-306 |
|
| S3 |
120-132 |
120-172 |
120-295 |
|
| S4 |
120-017 |
120-057 |
120-264 |
|
|
| 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 |
121-002 |
0-150 |
0.4% |
0-082 |
0.2% |
3% |
False |
True |
573,600 |
| 10 |
121-187 |
120-220 |
0-287 |
0.7% |
0-098 |
0.3% |
37% |
False |
False |
591,309 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-097 |
0.3% |
57% |
False |
False |
584,938 |
| 40 |
121-192 |
119-307 |
1-205 |
1.4% |
0-097 |
0.3% |
65% |
False |
False |
538,392 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
74% |
False |
False |
593,427 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-109 |
0.3% |
54% |
False |
False |
454,183 |
|
|
|
| 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 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-060 |
121-061 |
| PP |
121-042 |
121-043 |
| S1 |
121-024 |
121-025 |
|