ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-095 |
120-095 |
0-000 |
0.0% |
121-110 |
| High |
120-112 |
120-192 |
0-080 |
0.2% |
121-117 |
| Low |
120-062 |
120-095 |
0-033 |
0.1% |
120-070 |
| Close |
120-100 |
120-190 |
0-090 |
0.2% |
120-145 |
| Range |
0-050 |
0-097 |
0-047 |
94.0% |
1-047 |
| ATR |
0-095 |
0-095 |
0-000 |
0.2% |
0-000 |
| Volume |
1,538,114 |
1,536,532 |
-1,582 |
-0.1% |
3,952,674 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-130 |
121-097 |
120-243 |
|
| R3 |
121-033 |
121-000 |
120-217 |
|
| R2 |
120-256 |
120-256 |
120-208 |
|
| R1 |
120-223 |
120-223 |
120-199 |
120-240 |
| PP |
120-159 |
120-159 |
120-159 |
120-167 |
| S1 |
120-126 |
120-126 |
120-181 |
120-142 |
| S2 |
120-062 |
120-062 |
120-172 |
|
| S3 |
119-285 |
120-029 |
120-163 |
|
| S4 |
119-188 |
119-252 |
120-137 |
|
|
| 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 |
120-192 |
120-062 |
0-130 |
0.3% |
0-074 |
0.2% |
98% |
True |
False |
1,153,250 |
| 10 |
121-117 |
120-062 |
1-055 |
1.0% |
0-094 |
0.2% |
34% |
False |
False |
986,008 |
| 20 |
121-187 |
120-062 |
1-125 |
1.2% |
0-095 |
0.2% |
29% |
False |
False |
787,184 |
| 40 |
121-192 |
120-062 |
1-130 |
1.2% |
0-093 |
0.2% |
28% |
False |
False |
652,759 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-103 |
0.3% |
55% |
False |
False |
623,543 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
40% |
False |
False |
562,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-284 |
|
2.618 |
121-126 |
|
1.618 |
121-029 |
|
1.000 |
120-289 |
|
0.618 |
120-252 |
|
HIGH |
120-192 |
|
0.618 |
120-155 |
|
0.500 |
120-144 |
|
0.382 |
120-132 |
|
LOW |
120-095 |
|
0.618 |
120-035 |
|
1.000 |
119-318 |
|
1.618 |
119-258 |
|
2.618 |
119-161 |
|
4.250 |
119-003 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-174 |
120-169 |
| PP |
120-159 |
120-148 |
| S1 |
120-144 |
120-127 |
|