ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-142 |
120-152 |
0-010 |
0.0% |
121-110 |
| High |
120-165 |
120-185 |
0-020 |
0.1% |
121-117 |
| Low |
120-107 |
120-115 |
0-008 |
0.0% |
120-070 |
| Close |
120-145 |
120-145 |
0-000 |
0.0% |
120-145 |
| Range |
0-058 |
0-070 |
0-012 |
20.7% |
1-047 |
| ATR |
0-101 |
0-099 |
-0-002 |
-2.2% |
0-000 |
| Volume |
569,177 |
879,495 |
310,318 |
54.5% |
3,952,674 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-038 |
121-002 |
120-184 |
|
| R3 |
120-288 |
120-252 |
120-164 |
|
| R2 |
120-218 |
120-218 |
120-158 |
|
| R1 |
120-182 |
120-182 |
120-151 |
120-165 |
| PP |
120-148 |
120-148 |
120-148 |
120-140 |
| S1 |
120-112 |
120-112 |
120-139 |
120-095 |
| S2 |
120-078 |
120-078 |
120-132 |
|
| S3 |
120-008 |
120-042 |
120-126 |
|
| S4 |
119-258 |
119-292 |
120-106 |
|
|
| 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 |
121-025 |
120-070 |
0-275 |
0.7% |
0-101 |
0.3% |
27% |
False |
False |
878,351 |
| 10 |
121-152 |
120-070 |
1-082 |
1.0% |
0-092 |
0.2% |
19% |
False |
False |
725,975 |
| 20 |
121-187 |
120-070 |
1-117 |
1.1% |
0-099 |
0.3% |
17% |
False |
False |
667,949 |
| 40 |
121-192 |
120-070 |
1-122 |
1.1% |
0-097 |
0.3% |
17% |
False |
False |
600,742 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-106 |
0.3% |
49% |
False |
False |
586,625 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-112 |
0.3% |
36% |
False |
False |
508,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-162 |
|
2.618 |
121-048 |
|
1.618 |
120-298 |
|
1.000 |
120-255 |
|
0.618 |
120-228 |
|
HIGH |
120-185 |
|
0.618 |
120-158 |
|
0.500 |
120-150 |
|
0.382 |
120-142 |
|
LOW |
120-115 |
|
0.618 |
120-072 |
|
1.000 |
120-045 |
|
1.618 |
120-002 |
|
2.618 |
119-252 |
|
4.250 |
119-138 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-150 |
120-139 |
| PP |
120-148 |
120-133 |
| S1 |
120-147 |
120-128 |
|