ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-260 |
120-120 |
-0-140 |
-0.4% |
121-065 |
| High |
120-272 |
120-167 |
-0-105 |
-0.3% |
121-152 |
| Low |
120-077 |
120-070 |
-0-007 |
0.0% |
121-015 |
| Close |
120-087 |
120-142 |
0-055 |
0.1% |
121-095 |
| Range |
0-195 |
0-097 |
-0-098 |
-50.3% |
0-137 |
| ATR |
0-105 |
0-104 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,195,991 |
1,022,920 |
-173,071 |
-14.5% |
2,884,196 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
121-057 |
120-195 |
|
| R3 |
121-000 |
120-280 |
120-169 |
|
| R2 |
120-223 |
120-223 |
120-160 |
|
| R1 |
120-183 |
120-183 |
120-151 |
120-203 |
| PP |
120-126 |
120-126 |
120-126 |
120-136 |
| S1 |
120-086 |
120-086 |
120-133 |
120-106 |
| S2 |
120-029 |
120-029 |
120-124 |
|
| S3 |
119-252 |
119-309 |
120-115 |
|
| S4 |
119-155 |
119-212 |
120-089 |
|
|
| 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 |
121-117 |
120-070 |
1-047 |
1.0% |
0-115 |
0.3% |
20% |
False |
True |
818,766 |
| 10 |
121-187 |
120-070 |
1-117 |
1.1% |
0-101 |
0.3% |
16% |
False |
True |
705,484 |
| 20 |
121-187 |
120-070 |
1-117 |
1.1% |
0-101 |
0.3% |
16% |
False |
True |
641,069 |
| 40 |
121-192 |
120-032 |
1-160 |
1.2% |
0-098 |
0.3% |
23% |
False |
False |
579,719 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-106 |
0.3% |
49% |
False |
False |
594,385 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
35% |
False |
False |
490,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-259 |
|
2.618 |
121-101 |
|
1.618 |
121-004 |
|
1.000 |
120-264 |
|
0.618 |
120-227 |
|
HIGH |
120-167 |
|
0.618 |
120-130 |
|
0.500 |
120-118 |
|
0.382 |
120-107 |
|
LOW |
120-070 |
|
0.618 |
120-010 |
|
1.000 |
119-293 |
|
1.618 |
119-233 |
|
2.618 |
119-136 |
|
4.250 |
118-298 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-134 |
120-208 |
| PP |
120-126 |
120-186 |
| S1 |
120-118 |
120-164 |
|