ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
120-300 |
120-242 |
-0-058 |
-0.1% |
120-258 |
High |
120-300 |
120-302 |
0-002 |
0.0% |
121-030 |
Low |
120-227 |
120-218 |
-0-010 |
0.0% |
120-218 |
Close |
120-240 |
120-298 |
0-058 |
0.1% |
120-298 |
Range |
0-073 |
0-085 |
0-012 |
17.2% |
0-133 |
ATR |
0-075 |
0-076 |
0-001 |
0.9% |
0-000 |
Volume |
35,646 |
22,671 |
-12,975 |
-36.4% |
115,957 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-207 |
121-177 |
121-024 |
|
R3 |
121-122 |
121-092 |
121-001 |
|
R2 |
121-037 |
121-037 |
120-313 |
|
R1 |
121-007 |
121-007 |
120-305 |
121-022 |
PP |
120-273 |
120-273 |
120-273 |
120-280 |
S1 |
120-243 |
120-243 |
120-290 |
120-258 |
S2 |
120-188 |
120-188 |
120-282 |
|
S3 |
120-103 |
120-158 |
120-274 |
|
S4 |
120-018 |
120-073 |
120-251 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-046 |
121-304 |
121-050 |
|
R3 |
121-233 |
121-172 |
121-014 |
|
R2 |
121-101 |
121-101 |
121-002 |
|
R1 |
121-039 |
121-039 |
120-310 |
121-070 |
PP |
120-288 |
120-288 |
120-288 |
120-304 |
S1 |
120-227 |
120-227 |
120-285 |
120-258 |
S2 |
120-156 |
120-156 |
120-273 |
|
S3 |
120-023 |
120-094 |
120-261 |
|
S4 |
119-211 |
119-282 |
120-225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-030 |
120-218 |
0-133 |
0.3% |
0-064 |
0.2% |
60% |
False |
True |
23,191 |
10 |
121-073 |
120-105 |
0-288 |
0.7% |
0-078 |
0.2% |
67% |
False |
False |
20,468 |
20 |
121-073 |
119-287 |
1-105 |
1.1% |
0-066 |
0.2% |
78% |
False |
False |
13,039 |
40 |
121-078 |
119-180 |
1-218 |
1.4% |
0-038 |
0.1% |
81% |
False |
False |
7,237 |
60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-025 |
0.1% |
85% |
False |
False |
4,824 |
80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-019 |
0.0% |
85% |
False |
False |
3,618 |
100 |
121-082 |
117-067 |
4-015 |
3.3% |
0-015 |
0.0% |
92% |
False |
False |
2,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-024 |
2.618 |
121-205 |
1.618 |
121-120 |
1.000 |
121-067 |
0.618 |
121-035 |
HIGH |
120-302 |
0.618 |
120-270 |
0.500 |
120-260 |
0.382 |
120-250 |
LOW |
120-218 |
0.618 |
120-165 |
1.000 |
120-133 |
1.618 |
120-080 |
2.618 |
119-315 |
4.250 |
119-176 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
120-285 |
120-293 |
PP |
120-273 |
120-288 |
S1 |
120-260 |
120-284 |
|