ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-278 |
120-242 |
-0-035 |
-0.1% |
120-242 |
| High |
120-278 |
120-282 |
0-005 |
0.0% |
121-078 |
| Low |
120-278 |
120-242 |
-0-035 |
-0.1% |
120-242 |
| Close |
120-278 |
120-278 |
0-000 |
0.0% |
121-045 |
| Range |
0-000 |
0-040 |
0-040 |
|
0-155 |
| ATR |
0-065 |
0-063 |
-0-002 |
-2.7% |
0-000 |
| Volume |
1,952 |
569 |
-1,383 |
-70.9% |
13,609 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-067 |
121-053 |
120-300 |
|
| R3 |
121-027 |
121-013 |
120-289 |
|
| R2 |
120-307 |
120-307 |
120-285 |
|
| R1 |
120-293 |
120-293 |
120-281 |
120-300 |
| PP |
120-267 |
120-267 |
120-267 |
120-271 |
| S1 |
120-253 |
120-253 |
120-274 |
120-260 |
| S2 |
120-227 |
120-227 |
120-270 |
|
| S3 |
120-187 |
120-213 |
120-267 |
|
| S4 |
120-147 |
120-173 |
120-256 |
|
|
| 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 |
120-242 |
0-155 |
0.4% |
0-015 |
0.0% |
23% |
False |
True |
1,196 |
| 10 |
121-078 |
120-190 |
0-207 |
0.5% |
0-013 |
0.0% |
42% |
False |
False |
1,638 |
| 20 |
121-078 |
119-180 |
1-218 |
1.4% |
0-006 |
0.0% |
78% |
False |
False |
819 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-003 |
0.0% |
82% |
False |
False |
409 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-002 |
0.0% |
82% |
False |
False |
273 |
| 80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-002 |
0.0% |
90% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-132 |
|
2.618 |
121-067 |
|
1.618 |
121-027 |
|
1.000 |
121-002 |
|
0.618 |
120-307 |
|
HIGH |
120-282 |
|
0.618 |
120-267 |
|
0.500 |
120-262 |
|
0.382 |
120-258 |
|
LOW |
120-242 |
|
0.618 |
120-218 |
|
1.000 |
120-202 |
|
1.618 |
120-178 |
|
2.618 |
120-138 |
|
4.250 |
120-072 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-273 |
120-318 |
| PP |
120-267 |
120-304 |
| S1 |
120-262 |
120-291 |
|