ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
120-305 |
120-258 |
-0-047 |
-0.1% |
120-190 |
High |
121-073 |
121-007 |
-0-065 |
-0.2% |
121-073 |
Low |
120-260 |
120-255 |
-0-005 |
0.0% |
120-105 |
Close |
120-262 |
120-315 |
0-053 |
0.1% |
120-262 |
Range |
0-133 |
0-072 |
-0-060 |
-45.3% |
0-288 |
ATR |
0-079 |
0-079 |
0-000 |
-0.6% |
0-000 |
Volume |
44,181 |
17,292 |
-26,889 |
-60.9% |
88,726 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-197 |
121-168 |
121-035 |
|
R3 |
121-124 |
121-096 |
121-015 |
|
R2 |
121-052 |
121-052 |
121-008 |
|
R1 |
121-023 |
121-023 |
121-002 |
121-037 |
PP |
120-299 |
120-299 |
120-299 |
120-306 |
S1 |
120-271 |
120-271 |
120-308 |
120-285 |
S2 |
120-227 |
120-227 |
120-302 |
|
S3 |
120-154 |
120-198 |
120-295 |
|
S4 |
120-082 |
120-126 |
120-275 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-156 |
123-017 |
121-101 |
|
R3 |
122-188 |
122-049 |
121-022 |
|
R2 |
121-221 |
121-221 |
120-315 |
|
R1 |
121-082 |
121-082 |
120-289 |
121-151 |
PP |
120-253 |
120-253 |
120-253 |
120-288 |
S1 |
120-114 |
120-114 |
120-236 |
120-184 |
S2 |
119-286 |
119-286 |
120-210 |
|
S3 |
118-318 |
119-147 |
120-183 |
|
S4 |
118-031 |
118-179 |
120-104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-073 |
120-180 |
0-213 |
0.5% |
0-090 |
0.2% |
64% |
False |
False |
20,294 |
10 |
121-073 |
119-287 |
1-105 |
1.1% |
0-082 |
0.2% |
82% |
False |
False |
13,218 |
20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-058 |
0.2% |
82% |
False |
False |
8,848 |
40 |
121-078 |
119-035 |
2-042 |
1.8% |
0-031 |
0.1% |
88% |
False |
False |
4,770 |
60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-021 |
0.1% |
88% |
False |
False |
3,180 |
80 |
121-082 |
118-278 |
2-125 |
2.0% |
0-016 |
0.0% |
89% |
False |
False |
2,385 |
100 |
121-082 |
117-067 |
4-015 |
3.3% |
0-013 |
0.0% |
93% |
False |
False |
1,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-316 |
2.618 |
121-197 |
1.618 |
121-125 |
1.000 |
121-080 |
0.618 |
121-052 |
HIGH |
121-007 |
0.618 |
120-300 |
0.500 |
120-291 |
0.382 |
120-283 |
LOW |
120-255 |
0.618 |
120-210 |
1.000 |
120-183 |
1.618 |
120-138 |
2.618 |
120-065 |
4.250 |
119-267 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
120-307 |
120-311 |
PP |
120-299 |
120-307 |
S1 |
120-291 |
120-303 |
|