ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-133 |
119-295 |
-0-158 |
-0.4% |
120-258 |
| High |
120-142 |
120-038 |
-0-105 |
-0.3% |
121-030 |
| Low |
119-265 |
119-258 |
-0-007 |
0.0% |
120-218 |
| Close |
119-275 |
120-015 |
0-060 |
0.2% |
120-298 |
| Range |
0-198 |
0-100 |
-0-098 |
-49.4% |
0-133 |
| ATR |
0-089 |
0-090 |
0-001 |
0.9% |
0-000 |
| Volume |
117,909 |
155,843 |
37,934 |
32.2% |
115,957 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-297 |
120-256 |
120-070 |
|
| R3 |
120-197 |
120-156 |
120-043 |
|
| R2 |
120-097 |
120-097 |
120-033 |
|
| R1 |
120-056 |
120-056 |
120-024 |
120-076 |
| PP |
119-317 |
119-317 |
119-317 |
120-007 |
| S1 |
119-276 |
119-276 |
120-006 |
119-296 |
| S2 |
119-217 |
119-217 |
119-317 |
|
| S3 |
119-117 |
119-176 |
119-308 |
|
| S4 |
119-017 |
119-076 |
119-280 |
|
|
| 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 |
120-318 |
119-258 |
1-060 |
1.0% |
0-116 |
0.3% |
20% |
False |
True |
74,913 |
| 10 |
121-073 |
119-258 |
1-135 |
1.2% |
0-095 |
0.2% |
17% |
False |
True |
51,203 |
| 20 |
121-073 |
119-258 |
1-135 |
1.2% |
0-082 |
0.2% |
17% |
False |
True |
29,683 |
| 40 |
121-078 |
119-250 |
1-147 |
1.2% |
0-050 |
0.1% |
18% |
False |
False |
16,034 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-033 |
0.1% |
44% |
False |
False |
10,689 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-025 |
0.1% |
44% |
False |
False |
8,017 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-020 |
0.1% |
70% |
False |
False |
6,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-143 |
|
2.618 |
120-299 |
|
1.618 |
120-199 |
|
1.000 |
120-138 |
|
0.618 |
120-099 |
|
HIGH |
120-038 |
|
0.618 |
119-319 |
|
0.500 |
119-308 |
|
0.382 |
119-296 |
|
LOW |
119-258 |
|
0.618 |
119-196 |
|
1.000 |
119-158 |
|
1.618 |
119-096 |
|
2.618 |
118-316 |
|
4.250 |
118-153 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-006 |
120-078 |
| PP |
119-317 |
120-057 |
| S1 |
119-308 |
120-036 |
|