ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
120-135 |
120-180 |
0-045 |
0.1% |
120-087 |
| High |
120-197 |
121-092 |
0-215 |
0.6% |
121-092 |
| Low |
120-125 |
120-165 |
0-040 |
0.1% |
120-057 |
| Close |
120-177 |
121-062 |
0-205 |
0.5% |
121-062 |
| Range |
0-072 |
0-247 |
0-175 |
243.1% |
1-035 |
| ATR |
0-096 |
0-107 |
0-011 |
11.3% |
0-000 |
| Volume |
32,243 |
51,014 |
18,771 |
58.2% |
444,706 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-101 |
123-008 |
121-198 |
|
| R3 |
122-174 |
122-081 |
121-130 |
|
| R2 |
121-247 |
121-247 |
121-107 |
|
| R1 |
121-154 |
121-154 |
121-085 |
121-200 |
| PP |
121-000 |
121-000 |
121-000 |
121-023 |
| S1 |
120-227 |
120-227 |
121-039 |
120-274 |
| S2 |
120-073 |
120-073 |
121-017 |
|
| S3 |
119-146 |
119-300 |
120-314 |
|
| S4 |
118-219 |
119-053 |
120-246 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-069 |
123-260 |
121-257 |
|
| R3 |
123-034 |
122-225 |
121-160 |
|
| R2 |
121-319 |
121-319 |
121-127 |
|
| R1 |
121-190 |
121-190 |
121-095 |
121-254 |
| PP |
120-284 |
120-284 |
120-284 |
120-316 |
| S1 |
120-155 |
120-155 |
121-029 |
120-220 |
| S2 |
119-249 |
119-249 |
120-317 |
|
| S3 |
118-214 |
119-120 |
120-284 |
|
| S4 |
117-179 |
118-085 |
120-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-092 |
120-057 |
1-035 |
0.9% |
0-129 |
0.3% |
92% |
True |
False |
243,739 |
| 10 |
121-092 |
120-057 |
1-035 |
0.9% |
0-102 |
0.3% |
92% |
True |
False |
698,494 |
| 20 |
121-187 |
120-057 |
1-130 |
1.2% |
0-101 |
0.3% |
72% |
False |
False |
701,989 |
| 40 |
121-187 |
120-057 |
1-130 |
1.2% |
0-098 |
0.3% |
72% |
False |
False |
618,988 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-104 |
0.3% |
82% |
False |
False |
595,901 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-112 |
0.3% |
59% |
False |
False |
576,027 |
| 100 |
122-145 |
119-030 |
3-115 |
2.8% |
0-104 |
0.3% |
63% |
False |
False |
462,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-182 |
|
2.618 |
123-099 |
|
1.618 |
122-172 |
|
1.000 |
122-019 |
|
0.618 |
121-245 |
|
HIGH |
121-092 |
|
0.618 |
120-318 |
|
0.500 |
120-288 |
|
0.382 |
120-259 |
|
LOW |
120-165 |
|
0.618 |
120-012 |
|
1.000 |
119-238 |
|
1.618 |
119-085 |
|
2.618 |
118-158 |
|
4.250 |
117-075 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-031 |
121-023 |
| PP |
121-000 |
120-305 |
| S1 |
120-288 |
120-266 |
|