ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-232 |
122-057 |
0-145 |
0.4% |
121-060 |
| High |
122-015 |
122-080 |
0-065 |
0.2% |
121-195 |
| Low |
121-212 |
121-302 |
0-090 |
0.2% |
121-010 |
| Close |
121-302 |
122-012 |
0-030 |
0.1% |
121-182 |
| Range |
0-123 |
0-098 |
-0-025 |
-20.3% |
0-185 |
| ATR |
0-093 |
0-093 |
0-000 |
0.4% |
0-000 |
| Volume |
55,368 |
8,891 |
-46,477 |
-83.9% |
69,035 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-319 |
122-263 |
122-066 |
|
| R3 |
122-221 |
122-165 |
122-039 |
|
| R2 |
122-123 |
122-123 |
122-030 |
|
| R1 |
122-067 |
122-067 |
122-021 |
122-046 |
| PP |
122-025 |
122-025 |
122-025 |
122-014 |
| S1 |
121-289 |
121-289 |
122-003 |
121-268 |
| S2 |
121-247 |
121-247 |
121-314 |
|
| S3 |
121-149 |
121-191 |
121-305 |
|
| S4 |
121-051 |
121-093 |
121-278 |
|
|
| 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 |
122-080 |
121-110 |
0-290 |
0.7% |
0-089 |
0.2% |
77% |
True |
False |
16,420 |
| 10 |
122-080 |
120-165 |
1-235 |
1.4% |
0-089 |
0.2% |
88% |
True |
False |
19,145 |
| 20 |
122-080 |
120-057 |
2-023 |
1.7% |
0-088 |
0.2% |
90% |
True |
False |
407,415 |
| 40 |
122-080 |
120-057 |
2-023 |
1.7% |
0-094 |
0.2% |
90% |
True |
False |
515,676 |
| 60 |
122-080 |
119-307 |
2-093 |
1.9% |
0-095 |
0.2% |
91% |
True |
False |
513,039 |
| 80 |
122-080 |
119-112 |
2-288 |
2.4% |
0-103 |
0.3% |
93% |
True |
False |
549,966 |
| 100 |
122-145 |
119-112 |
3-033 |
2.5% |
0-106 |
0.3% |
87% |
False |
False |
463,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-176 |
|
2.618 |
123-017 |
|
1.618 |
122-239 |
|
1.000 |
122-178 |
|
0.618 |
122-141 |
|
HIGH |
122-080 |
|
0.618 |
122-043 |
|
0.500 |
122-031 |
|
0.382 |
122-019 |
|
LOW |
121-302 |
|
0.618 |
121-241 |
|
1.000 |
121-204 |
|
1.618 |
121-143 |
|
2.618 |
121-045 |
|
4.250 |
120-206 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-031 |
122-003 |
| PP |
122-025 |
121-315 |
| S1 |
122-018 |
121-306 |
|