ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-060 |
121-042 |
-0-018 |
0.0% |
120-087 |
| High |
121-067 |
121-092 |
0-025 |
0.1% |
121-092 |
| Low |
121-010 |
121-027 |
0-017 |
0.0% |
120-057 |
| Close |
121-055 |
121-077 |
0-022 |
0.1% |
121-062 |
| Range |
0-057 |
0-065 |
0-008 |
14.0% |
1-035 |
| ATR |
0-103 |
0-100 |
-0-003 |
-2.6% |
0-000 |
| Volume |
32,964 |
11,662 |
-21,302 |
-64.6% |
444,706 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-234 |
121-113 |
|
| R3 |
121-195 |
121-169 |
121-095 |
|
| R2 |
121-130 |
121-130 |
121-089 |
|
| R1 |
121-104 |
121-104 |
121-083 |
121-117 |
| PP |
121-065 |
121-065 |
121-065 |
121-072 |
| S1 |
121-039 |
121-039 |
121-071 |
121-052 |
| S2 |
121-000 |
121-000 |
121-065 |
|
| S3 |
120-255 |
120-294 |
121-059 |
|
| S4 |
120-190 |
120-229 |
121-041 |
|
|
| 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 |
120-120 |
0-292 |
0.8% |
0-106 |
0.3% |
95% |
True |
False |
42,448 |
| 10 |
121-092 |
120-057 |
1-035 |
0.9% |
0-101 |
0.3% |
96% |
True |
False |
558,090 |
| 20 |
121-152 |
120-057 |
1-095 |
1.1% |
0-096 |
0.2% |
82% |
False |
False |
642,032 |
| 40 |
121-187 |
120-057 |
1-130 |
1.2% |
0-097 |
0.3% |
76% |
False |
False |
600,370 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-101 |
0.3% |
84% |
False |
False |
574,262 |
| 80 |
121-220 |
119-112 |
2-108 |
1.9% |
0-108 |
0.3% |
81% |
False |
False |
575,593 |
| 100 |
122-145 |
119-107 |
3-038 |
2.6% |
0-104 |
0.3% |
61% |
False |
False |
463,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-048 |
|
2.618 |
121-262 |
|
1.618 |
121-197 |
|
1.000 |
121-157 |
|
0.618 |
121-132 |
|
HIGH |
121-092 |
|
0.618 |
121-067 |
|
0.500 |
121-060 |
|
0.382 |
121-052 |
|
LOW |
121-027 |
|
0.618 |
120-307 |
|
1.000 |
120-282 |
|
1.618 |
120-242 |
|
2.618 |
120-177 |
|
4.250 |
120-071 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-071 |
121-041 |
| PP |
121-065 |
121-005 |
| S1 |
121-060 |
120-288 |
|