ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-038 |
-0-022 |
-0.1% |
120-260 |
| High |
120-078 |
120-055 |
-0-022 |
-0.1% |
120-262 |
| Low |
120-047 |
120-030 |
-0-017 |
0.0% |
120-030 |
| Close |
120-067 |
120-040 |
-0-027 |
-0.1% |
120-040 |
| Range |
0-030 |
0-025 |
-0-005 |
-16.7% |
0-232 |
| ATR |
0-064 |
0-062 |
-0-002 |
-2.9% |
0-000 |
| Volume |
5,587 |
6,259 |
672 |
12.0% |
25,272 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-117 |
120-103 |
120-054 |
|
| R3 |
120-092 |
120-078 |
120-047 |
|
| R2 |
120-067 |
120-067 |
120-045 |
|
| R1 |
120-053 |
120-053 |
120-042 |
120-060 |
| PP |
120-042 |
120-042 |
120-042 |
120-045 |
| S1 |
120-028 |
120-028 |
120-038 |
120-035 |
| S2 |
120-017 |
120-017 |
120-035 |
|
| S3 |
119-312 |
120-003 |
120-033 |
|
| S4 |
119-287 |
119-298 |
120-026 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-168 |
122-017 |
120-168 |
|
| R3 |
121-256 |
121-104 |
120-104 |
|
| R2 |
121-023 |
121-023 |
120-083 |
|
| R1 |
120-192 |
120-192 |
120-061 |
120-151 |
| PP |
120-111 |
120-111 |
120-111 |
120-091 |
| S1 |
119-279 |
119-279 |
120-019 |
119-239 |
| S2 |
119-198 |
119-198 |
119-317 |
|
| S3 |
118-286 |
119-047 |
119-296 |
|
| S4 |
118-053 |
118-134 |
119-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-262 |
120-030 |
0-232 |
0.6% |
0-041 |
0.1% |
4% |
False |
True |
5,054 |
| 10 |
121-073 |
120-030 |
1-042 |
0.9% |
0-031 |
0.1% |
3% |
False |
True |
4,037 |
| 20 |
121-078 |
119-293 |
1-105 |
1.1% |
0-019 |
0.0% |
16% |
False |
False |
2,699 |
| 40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-010 |
0.0% |
48% |
False |
False |
1,349 |
| 60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-006 |
0.0% |
47% |
False |
False |
899 |
| 80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-005 |
0.0% |
72% |
False |
False |
674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-161 |
|
2.618 |
120-120 |
|
1.618 |
120-095 |
|
1.000 |
120-080 |
|
0.618 |
120-070 |
|
HIGH |
120-055 |
|
0.618 |
120-045 |
|
0.500 |
120-043 |
|
0.382 |
120-040 |
|
LOW |
120-030 |
|
0.618 |
120-015 |
|
1.000 |
120-005 |
|
1.618 |
119-310 |
|
2.618 |
119-285 |
|
4.250 |
119-244 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-043 |
120-126 |
| PP |
120-042 |
120-098 |
| S1 |
120-041 |
120-069 |
|