ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
120-315 |
120-315 |
0-000 |
0.0% |
119-293 |
High |
120-318 |
121-002 |
0-005 |
0.0% |
120-233 |
Low |
120-315 |
120-270 |
-0-045 |
-0.1% |
119-293 |
Close |
120-318 |
120-300 |
-0-018 |
0.0% |
120-190 |
Range |
0-002 |
0-052 |
0-050 |
2,002.6% |
0-260 |
ATR |
0-067 |
0-066 |
-0-001 |
-1.5% |
0-000 |
Volume |
4,822 |
5,442 |
620 |
12.9% |
0 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-135 |
121-110 |
121-009 |
|
R3 |
121-082 |
121-057 |
120-314 |
|
R2 |
121-030 |
121-030 |
120-310 |
|
R1 |
121-005 |
121-005 |
120-305 |
120-311 |
PP |
120-298 |
120-298 |
120-298 |
120-291 |
S1 |
120-273 |
120-273 |
120-295 |
120-259 |
S2 |
120-245 |
120-245 |
120-290 |
|
S3 |
120-193 |
120-220 |
120-286 |
|
S4 |
120-140 |
120-168 |
120-271 |
|
|
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 |
121-002 |
120-190 |
0-132 |
0.3% |
0-011 |
0.0% |
83% |
True |
False |
2,081 |
10 |
121-002 |
119-250 |
1-072 |
1.0% |
0-005 |
0.0% |
94% |
True |
False |
1,040 |
20 |
121-002 |
119-035 |
1-287 |
1.6% |
0-003 |
0.0% |
96% |
True |
False |
520 |
40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-001 |
0.0% |
85% |
False |
False |
260 |
60 |
121-082 |
118-175 |
2-227 |
2.2% |
0-001 |
0.0% |
88% |
False |
False |
173 |
80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-001 |
0.0% |
92% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-226 |
2.618 |
121-140 |
1.618 |
121-087 |
1.000 |
121-055 |
0.618 |
121-035 |
HIGH |
121-002 |
0.618 |
120-302 |
0.500 |
120-296 |
0.382 |
120-290 |
LOW |
120-270 |
0.618 |
120-238 |
1.000 |
120-218 |
1.618 |
120-185 |
2.618 |
120-133 |
4.250 |
120-047 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-299 |
120-294 |
PP |
120-298 |
120-288 |
S1 |
120-296 |
120-282 |
|