ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
120-142 |
0-022 |
0.1% |
121-110 |
| High |
120-167 |
120-165 |
-0-002 |
0.0% |
121-117 |
| Low |
120-070 |
120-107 |
0-037 |
0.1% |
120-070 |
| Close |
120-142 |
120-145 |
0-003 |
0.0% |
120-145 |
| Range |
0-097 |
0-058 |
-0-039 |
-40.2% |
1-047 |
| ATR |
0-104 |
0-101 |
-0-003 |
-3.2% |
0-000 |
| Volume |
1,022,920 |
569,177 |
-453,743 |
-44.4% |
3,952,674 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-313 |
120-287 |
120-177 |
|
| R3 |
120-255 |
120-229 |
120-161 |
|
| R2 |
120-197 |
120-197 |
120-156 |
|
| R1 |
120-171 |
120-171 |
120-150 |
120-184 |
| PP |
120-139 |
120-139 |
120-139 |
120-146 |
| S1 |
120-113 |
120-113 |
120-140 |
120-126 |
| S2 |
120-081 |
120-081 |
120-134 |
|
| S3 |
120-023 |
120-055 |
120-129 |
|
| S4 |
119-285 |
119-317 |
120-113 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-038 |
123-139 |
121-027 |
|
| R3 |
122-311 |
122-092 |
120-246 |
|
| R2 |
121-264 |
121-264 |
120-212 |
|
| R1 |
121-045 |
121-045 |
120-179 |
120-291 |
| PP |
120-217 |
120-217 |
120-217 |
120-180 |
| S1 |
119-318 |
119-318 |
120-111 |
119-244 |
| S2 |
119-170 |
119-170 |
120-078 |
|
| S3 |
118-123 |
118-271 |
120-044 |
|
| S4 |
117-076 |
117-224 |
119-263 |
|
|
| 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% |
0-110 |
0.3% |
20% |
False |
False |
790,534 |
| 10 |
121-152 |
120-070 |
1-082 |
1.0% |
0-093 |
0.2% |
19% |
False |
False |
683,687 |
| 20 |
121-187 |
120-070 |
1-117 |
1.1% |
0-099 |
0.3% |
17% |
False |
False |
646,521 |
| 40 |
121-192 |
120-032 |
1-160 |
1.2% |
0-097 |
0.3% |
24% |
False |
False |
585,201 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-105 |
0.3% |
49% |
False |
False |
584,262 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
36% |
False |
False |
497,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-092 |
|
2.618 |
120-317 |
|
1.618 |
120-259 |
|
1.000 |
120-223 |
|
0.618 |
120-201 |
|
HIGH |
120-165 |
|
0.618 |
120-143 |
|
0.500 |
120-136 |
|
0.382 |
120-129 |
|
LOW |
120-107 |
|
0.618 |
120-071 |
|
1.000 |
120-049 |
|
1.618 |
120-013 |
|
2.618 |
119-275 |
|
4.250 |
119-180 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-142 |
120-171 |
| PP |
120-139 |
120-162 |
| S1 |
120-136 |
120-154 |
|