ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
121-073 |
120-278 |
-0-115 |
-0.3% |
120-242 |
High |
121-073 |
120-278 |
-0-115 |
-0.3% |
121-078 |
Low |
121-053 |
120-278 |
-0-095 |
-0.2% |
120-242 |
Close |
121-053 |
120-278 |
-0-095 |
-0.2% |
121-045 |
Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
0-155 |
ATR |
0-063 |
0-065 |
0-002 |
3.7% |
0-000 |
Volume |
258 |
1,952 |
1,694 |
656.6% |
13,609 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-278 |
120-278 |
120-278 |
|
R3 |
120-278 |
120-278 |
120-278 |
|
R2 |
120-278 |
120-278 |
120-278 |
|
R1 |
120-278 |
120-278 |
120-278 |
120-278 |
PP |
120-278 |
120-278 |
120-278 |
120-278 |
S1 |
120-278 |
120-278 |
120-278 |
120-278 |
S2 |
120-278 |
120-278 |
120-278 |
|
S3 |
120-278 |
120-278 |
120-278 |
|
S4 |
120-278 |
120-278 |
120-278 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-160 |
122-098 |
121-130 |
|
R3 |
122-005 |
121-263 |
121-088 |
|
R2 |
121-170 |
121-170 |
121-073 |
|
R1 |
121-107 |
121-107 |
121-059 |
121-139 |
PP |
121-015 |
121-015 |
121-015 |
121-031 |
S1 |
120-272 |
120-272 |
121-031 |
120-304 |
S2 |
120-180 |
120-180 |
121-017 |
|
S3 |
120-025 |
120-117 |
121-002 |
|
S4 |
119-190 |
119-282 |
120-280 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-078 |
120-270 |
0-127 |
0.3% |
0-017 |
0.0% |
6% |
False |
False |
2,171 |
10 |
121-078 |
120-162 |
0-235 |
0.6% |
0-009 |
0.0% |
49% |
False |
False |
1,581 |
20 |
121-078 |
119-035 |
2-042 |
1.8% |
0-004 |
0.0% |
82% |
False |
False |
790 |
40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-002 |
0.0% |
82% |
False |
False |
395 |
60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-001 |
0.0% |
82% |
False |
False |
263 |
80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-001 |
0.0% |
90% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-278 |
2.618 |
120-278 |
1.618 |
120-278 |
1.000 |
120-278 |
0.618 |
120-278 |
HIGH |
120-278 |
0.618 |
120-278 |
0.500 |
120-278 |
0.382 |
120-278 |
LOW |
120-278 |
0.618 |
120-278 |
1.000 |
120-278 |
1.618 |
120-278 |
2.618 |
120-278 |
4.250 |
120-278 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-278 |
121-015 |
PP |
120-278 |
120-316 |
S1 |
120-278 |
120-297 |
|