ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-198 |
120-060 |
-0-138 |
-0.4% |
121-073 |
| High |
120-222 |
120-078 |
-0-145 |
-0.4% |
121-073 |
| Low |
120-093 |
120-047 |
-0-045 |
-0.1% |
120-205 |
| Close |
120-093 |
120-067 |
-0-025 |
-0.1% |
120-293 |
| Range |
0-130 |
0-030 |
-0-100 |
-76.9% |
0-188 |
| ATR |
0-065 |
0-064 |
-0-001 |
-2.2% |
0-000 |
| Volume |
3,529 |
5,587 |
2,058 |
58.3% |
15,106 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-154 |
120-141 |
120-084 |
|
| R3 |
120-124 |
120-111 |
120-076 |
|
| R2 |
120-094 |
120-094 |
120-073 |
|
| R1 |
120-081 |
120-081 |
120-070 |
120-088 |
| PP |
120-064 |
120-064 |
120-064 |
120-067 |
| S1 |
120-051 |
120-051 |
120-065 |
120-057 |
| S2 |
120-034 |
120-034 |
120-062 |
|
| S3 |
120-004 |
120-021 |
120-059 |
|
| S4 |
119-294 |
119-311 |
120-051 |
|
|
| 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 |
120-047 |
0-245 |
0.6% |
0-037 |
0.1% |
8% |
False |
True |
4,588 |
| 10 |
121-073 |
120-047 |
1-025 |
0.9% |
0-029 |
0.1% |
6% |
False |
True |
3,424 |
| 20 |
121-078 |
119-250 |
1-147 |
1.2% |
0-018 |
0.0% |
29% |
False |
False |
2,386 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-009 |
0.0% |
52% |
False |
False |
1,193 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-006 |
0.0% |
51% |
False |
False |
795 |
| 80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-004 |
0.0% |
74% |
False |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-205 |
|
2.618 |
120-156 |
|
1.618 |
120-126 |
|
1.000 |
120-108 |
|
0.618 |
120-096 |
|
HIGH |
120-078 |
|
0.618 |
120-066 |
|
0.500 |
120-062 |
|
0.382 |
120-059 |
|
LOW |
120-047 |
|
0.618 |
120-029 |
|
1.000 |
120-017 |
|
1.618 |
119-319 |
|
2.618 |
119-289 |
|
4.250 |
119-240 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-066 |
120-137 |
| PP |
120-064 |
120-114 |
| S1 |
120-062 |
120-091 |
|