ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
120-247 |
120-293 |
0-045 |
0.1% |
121-073 |
High |
120-247 |
120-293 |
0-045 |
0.1% |
121-073 |
Low |
120-205 |
120-287 |
0-082 |
0.2% |
120-205 |
Close |
120-240 |
120-293 |
0-053 |
0.1% |
120-293 |
Range |
0-042 |
0-005 |
-0-037 |
-88.2% |
0-188 |
ATR |
0-064 |
0-063 |
-0-001 |
-1.3% |
0-000 |
Volume |
8,398 |
3,929 |
-4,469 |
-53.2% |
15,106 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-306 |
120-304 |
120-295 |
|
R3 |
120-301 |
120-299 |
120-294 |
|
R2 |
120-296 |
120-296 |
120-293 |
|
R1 |
120-294 |
120-294 |
120-293 |
120-295 |
PP |
120-291 |
120-291 |
120-291 |
120-291 |
S1 |
120-289 |
120-289 |
120-292 |
120-290 |
S2 |
120-286 |
120-286 |
120-292 |
|
S3 |
120-281 |
120-284 |
120-291 |
|
S4 |
120-276 |
120-279 |
120-290 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-219 |
122-123 |
121-076 |
|
R3 |
122-032 |
121-256 |
121-024 |
|
R2 |
121-164 |
121-164 |
121-007 |
|
R1 |
121-068 |
121-068 |
120-310 |
121-023 |
PP |
120-297 |
120-297 |
120-297 |
120-274 |
S1 |
120-201 |
120-201 |
120-275 |
120-155 |
S2 |
120-109 |
120-109 |
120-258 |
|
S3 |
119-242 |
120-013 |
120-241 |
|
S4 |
119-054 |
119-146 |
120-189 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-073 |
120-205 |
0-188 |
0.5% |
0-022 |
0.1% |
47% |
False |
False |
3,021 |
10 |
121-078 |
120-205 |
0-193 |
0.5% |
0-018 |
0.0% |
45% |
False |
False |
2,871 |
20 |
121-078 |
119-180 |
1-218 |
1.4% |
0-009 |
0.0% |
80% |
False |
False |
1,435 |
40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-004 |
0.0% |
85% |
False |
False |
717 |
60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-003 |
0.0% |
84% |
False |
False |
478 |
80 |
121-082 |
117-067 |
4-015 |
3.3% |
0-002 |
0.0% |
92% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-314 |
2.618 |
120-306 |
1.618 |
120-301 |
1.000 |
120-298 |
0.618 |
120-296 |
HIGH |
120-293 |
0.618 |
120-291 |
0.500 |
120-290 |
0.382 |
120-289 |
LOW |
120-287 |
0.618 |
120-284 |
1.000 |
120-282 |
1.618 |
120-279 |
2.618 |
120-274 |
4.250 |
120-266 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-292 |
120-278 |
PP |
120-291 |
120-263 |
S1 |
120-290 |
120-249 |
|