ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
120-038 |
120-067 |
0-030 |
0.1% |
120-260 |
High |
120-055 |
120-067 |
0-012 |
0.0% |
120-262 |
Low |
120-030 |
120-018 |
-0-013 |
0.0% |
120-030 |
Close |
120-040 |
120-018 |
-0-022 |
-0.1% |
120-040 |
Range |
0-025 |
0-050 |
0-025 |
100.0% |
0-232 |
ATR |
0-062 |
0-061 |
-0-001 |
-1.4% |
0-000 |
Volume |
6,259 |
4,658 |
-1,601 |
-25.6% |
25,272 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-184 |
120-151 |
120-045 |
|
R3 |
120-134 |
120-101 |
120-031 |
|
R2 |
120-084 |
120-084 |
120-027 |
|
R1 |
120-051 |
120-051 |
120-022 |
120-042 |
PP |
120-034 |
120-034 |
120-034 |
120-030 |
S1 |
120-001 |
120-001 |
120-013 |
119-313 |
S2 |
119-304 |
119-304 |
120-008 |
|
S3 |
119-254 |
119-271 |
120-004 |
|
S4 |
119-204 |
119-221 |
119-310 |
|
|
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 |
120-227 |
120-018 |
0-210 |
0.5% |
0-049 |
0.1% |
0% |
False |
True |
5,767 |
10 |
120-293 |
120-018 |
0-275 |
0.7% |
0-034 |
0.1% |
0% |
False |
True |
4,477 |
20 |
121-078 |
120-018 |
1-060 |
1.0% |
0-022 |
0.1% |
0% |
False |
True |
2,932 |
40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-011 |
0.0% |
44% |
False |
False |
1,466 |
60 |
121-082 |
119-035 |
2-047 |
1.8% |
0-007 |
0.0% |
44% |
False |
False |
977 |
80 |
121-082 |
117-070 |
4-012 |
3.4% |
0-005 |
0.0% |
70% |
False |
False |
733 |
100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-004 |
0.0% |
70% |
False |
False |
586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-280 |
2.618 |
120-198 |
1.618 |
120-148 |
1.000 |
120-117 |
0.618 |
120-098 |
HIGH |
120-067 |
0.618 |
120-048 |
0.500 |
120-042 |
0.382 |
120-037 |
LOW |
120-018 |
0.618 |
119-307 |
1.000 |
119-288 |
1.618 |
119-257 |
2.618 |
119-207 |
4.250 |
119-125 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-042 |
120-048 |
PP |
120-034 |
120-038 |
S1 |
120-026 |
120-028 |
|