ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
120-242 |
120-315 |
0-073 |
0.2% |
119-293 |
High |
120-242 |
120-318 |
0-075 |
0.2% |
120-233 |
Low |
120-242 |
120-315 |
0-073 |
0.2% |
119-293 |
Close |
120-242 |
120-318 |
0-075 |
0.2% |
120-190 |
Range |
0-000 |
0-002 |
0-002 |
|
0-260 |
ATR |
0-066 |
0-067 |
0-001 |
1.0% |
0-000 |
Volume |
141 |
4,822 |
4,681 |
3,319.9% |
0 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-004 |
121-003 |
120-319 |
|
R3 |
121-002 |
121-001 |
120-318 |
|
R2 |
120-319 |
120-319 |
120-318 |
|
R1 |
120-318 |
120-318 |
120-318 |
120-319 |
PP |
120-317 |
120-317 |
120-317 |
120-317 |
S1 |
120-316 |
120-316 |
120-317 |
120-316 |
S2 |
120-314 |
120-314 |
120-317 |
|
S3 |
120-312 |
120-313 |
120-317 |
|
S4 |
120-309 |
120-311 |
120-316 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-272 |
122-171 |
121-013 |
|
R3 |
122-012 |
121-231 |
120-262 |
|
R2 |
121-072 |
121-072 |
120-238 |
|
R1 |
120-291 |
120-291 |
120-214 |
121-021 |
PP |
120-132 |
120-132 |
120-132 |
120-157 |
S1 |
120-031 |
120-031 |
120-166 |
120-081 |
S2 |
119-192 |
119-192 |
120-142 |
|
S3 |
118-252 |
119-091 |
120-119 |
|
S4 |
117-312 |
118-151 |
120-047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-318 |
120-162 |
0-155 |
0.4% |
0-000 |
0.0% |
100% |
True |
False |
992 |
10 |
120-318 |
119-180 |
1-138 |
1.2% |
0-000 |
0.0% |
100% |
True |
False |
496 |
20 |
120-318 |
119-035 |
1-282 |
1.6% |
0-000 |
0.0% |
100% |
True |
False |
248 |
40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-000 |
0.0% |
88% |
False |
False |
124 |
60 |
121-082 |
118-162 |
2-240 |
2.3% |
0-000 |
0.0% |
90% |
False |
False |
82 |
80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-000 |
0.0% |
93% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-008 |
2.618 |
121-004 |
1.618 |
121-002 |
1.000 |
121-000 |
0.618 |
120-319 |
HIGH |
120-318 |
0.618 |
120-317 |
0.500 |
120-316 |
0.382 |
120-316 |
LOW |
120-315 |
0.618 |
120-313 |
1.000 |
120-313 |
1.618 |
120-311 |
2.618 |
120-308 |
4.250 |
120-304 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-317 |
120-296 |
PP |
120-317 |
120-275 |
S1 |
120-316 |
120-254 |
|