ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-260 |
120-227 |
-0-033 |
-0.1% |
121-073 |
| High |
120-262 |
120-227 |
-0-035 |
-0.1% |
121-073 |
| Low |
120-253 |
120-218 |
-0-035 |
-0.1% |
120-205 |
| Close |
120-260 |
120-218 |
-0-042 |
-0.1% |
120-293 |
| Range |
0-010 |
0-010 |
0-000 |
0.0% |
0-188 |
| ATR |
0-061 |
0-060 |
-0-001 |
-2.2% |
0-000 |
| Volume |
1,092 |
8,805 |
7,713 |
706.3% |
15,106 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-251 |
120-244 |
120-223 |
|
| R3 |
120-241 |
120-234 |
120-220 |
|
| R2 |
120-231 |
120-231 |
120-219 |
|
| R1 |
120-224 |
120-224 |
120-218 |
120-222 |
| PP |
120-221 |
120-221 |
120-221 |
120-220 |
| S1 |
120-214 |
120-214 |
120-217 |
120-213 |
| S2 |
120-211 |
120-211 |
120-216 |
|
| S3 |
120-201 |
120-204 |
120-215 |
|
| S4 |
120-191 |
120-194 |
120-212 |
|
|
| 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 |
120-293 |
120-205 |
0-088 |
0.2% |
0-021 |
0.1% |
14% |
False |
False |
4,558 |
| 10 |
121-078 |
120-205 |
0-193 |
0.5% |
0-019 |
0.1% |
6% |
False |
False |
3,364 |
| 20 |
121-078 |
119-180 |
1-218 |
1.4% |
0-010 |
0.0% |
67% |
False |
False |
1,930 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-005 |
0.0% |
74% |
False |
False |
965 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-003 |
0.0% |
73% |
False |
False |
643 |
| 80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-002 |
0.0% |
86% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-270 |
|
2.618 |
120-254 |
|
1.618 |
120-244 |
|
1.000 |
120-237 |
|
0.618 |
120-234 |
|
HIGH |
120-227 |
|
0.618 |
120-224 |
|
0.500 |
120-222 |
|
0.382 |
120-221 |
|
LOW |
120-218 |
|
0.618 |
120-211 |
|
1.000 |
120-208 |
|
1.618 |
120-201 |
|
2.618 |
120-191 |
|
4.250 |
120-175 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-222 |
120-255 |
| PP |
120-221 |
120-243 |
| S1 |
120-219 |
120-230 |
|