ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-267 |
121-232 |
-0-035 |
-0.1% |
121-060 |
| High |
121-315 |
122-015 |
0-020 |
0.1% |
121-195 |
| Low |
121-225 |
121-212 |
-0-013 |
0.0% |
121-010 |
| Close |
121-245 |
121-302 |
0-057 |
0.1% |
121-182 |
| Range |
0-090 |
0-123 |
0-033 |
36.7% |
0-185 |
| ATR |
0-090 |
0-093 |
0-002 |
2.6% |
0-000 |
| Volume |
4,218 |
55,368 |
51,150 |
1,212.7% |
69,035 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-012 |
122-280 |
122-050 |
|
| R3 |
122-209 |
122-157 |
122-016 |
|
| R2 |
122-086 |
122-086 |
122-005 |
|
| R1 |
122-034 |
122-034 |
121-313 |
122-060 |
| PP |
121-283 |
121-283 |
121-283 |
121-296 |
| S1 |
121-231 |
121-231 |
121-291 |
121-257 |
| S2 |
121-160 |
121-160 |
121-279 |
|
| S3 |
121-037 |
121-108 |
121-268 |
|
| S4 |
120-234 |
120-305 |
121-234 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-044 |
122-298 |
121-284 |
|
| R3 |
122-179 |
122-113 |
121-233 |
|
| R2 |
121-314 |
121-314 |
121-216 |
|
| R1 |
121-248 |
121-248 |
121-199 |
121-281 |
| PP |
121-129 |
121-129 |
121-129 |
121-146 |
| S1 |
121-063 |
121-063 |
121-165 |
121-096 |
| S2 |
120-264 |
120-264 |
121-148 |
|
| S3 |
120-079 |
120-198 |
121-131 |
|
| S4 |
119-214 |
120-013 |
121-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-015 |
121-075 |
0-260 |
0.7% |
0-078 |
0.2% |
87% |
True |
False |
16,198 |
| 10 |
122-015 |
120-125 |
1-210 |
1.4% |
0-086 |
0.2% |
94% |
True |
False |
21,480 |
| 20 |
122-015 |
120-057 |
1-278 |
1.5% |
0-092 |
0.2% |
94% |
True |
False |
466,770 |
| 40 |
122-015 |
120-057 |
1-278 |
1.5% |
0-095 |
0.2% |
94% |
True |
False |
530,953 |
| 60 |
122-015 |
119-307 |
2-028 |
1.7% |
0-096 |
0.2% |
95% |
True |
False |
520,920 |
| 80 |
122-015 |
119-112 |
2-223 |
2.2% |
0-103 |
0.3% |
96% |
True |
False |
564,338 |
| 100 |
122-145 |
119-112 |
3-033 |
2.5% |
0-106 |
0.3% |
84% |
False |
False |
463,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-218 |
|
2.618 |
123-017 |
|
1.618 |
122-214 |
|
1.000 |
122-138 |
|
0.618 |
122-091 |
|
HIGH |
122-015 |
|
0.618 |
121-288 |
|
0.500 |
121-274 |
|
0.382 |
121-259 |
|
LOW |
121-212 |
|
0.618 |
121-136 |
|
1.000 |
121-089 |
|
1.618 |
121-013 |
|
2.618 |
120-210 |
|
4.250 |
120-009 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-292 |
121-291 |
| PP |
121-283 |
121-280 |
| S1 |
121-274 |
121-268 |
|