ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
119-295 |
120-018 |
0-042 |
0.1% |
120-310 |
| High |
120-038 |
120-038 |
0-000 |
0.0% |
120-318 |
| Low |
119-258 |
119-300 |
0-042 |
0.1% |
119-258 |
| Close |
120-015 |
120-018 |
0-002 |
0.0% |
120-018 |
| Range |
0-100 |
0-058 |
-0-042 |
-42.5% |
1-060 |
| ATR |
0-090 |
0-087 |
-0-002 |
-2.6% |
0-000 |
| Volume |
155,843 |
89,125 |
-66,718 |
-42.8% |
441,021 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-184 |
120-158 |
120-049 |
|
| R3 |
120-127 |
120-101 |
120-033 |
|
| R2 |
120-069 |
120-069 |
120-028 |
|
| R1 |
120-043 |
120-043 |
120-023 |
120-046 |
| PP |
120-012 |
120-012 |
120-012 |
120-013 |
| S1 |
119-306 |
119-306 |
120-012 |
119-309 |
| S2 |
119-274 |
119-274 |
120-007 |
|
| S3 |
119-217 |
119-248 |
120-002 |
|
| S4 |
119-159 |
119-191 |
119-306 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-271 |
123-044 |
120-227 |
|
| R3 |
122-211 |
121-304 |
120-122 |
|
| R2 |
121-151 |
121-151 |
120-087 |
|
| R1 |
120-244 |
120-244 |
120-052 |
120-168 |
| PP |
120-091 |
120-091 |
120-091 |
120-053 |
| S1 |
119-184 |
119-184 |
119-303 |
119-108 |
| S2 |
119-031 |
119-031 |
119-268 |
|
| S3 |
117-291 |
118-124 |
119-233 |
|
| S4 |
116-231 |
117-064 |
119-129 |
|
|
| 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% |
0-111 |
0.3% |
21% |
False |
False |
88,204 |
| 10 |
121-030 |
119-258 |
1-093 |
1.1% |
0-087 |
0.2% |
19% |
False |
False |
55,697 |
| 20 |
121-073 |
119-258 |
1-135 |
1.2% |
0-084 |
0.2% |
18% |
False |
False |
33,826 |
| 40 |
121-078 |
119-258 |
1-140 |
1.2% |
0-051 |
0.1% |
17% |
False |
False |
18,262 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-034 |
0.1% |
44% |
False |
False |
12,175 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-026 |
0.1% |
44% |
False |
False |
9,131 |
| 100 |
121-082 |
117-067 |
4-015 |
3.4% |
0-021 |
0.1% |
70% |
False |
False |
7,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-282 |
|
2.618 |
120-188 |
|
1.618 |
120-131 |
|
1.000 |
120-095 |
|
0.618 |
120-073 |
|
HIGH |
120-038 |
|
0.618 |
120-016 |
|
0.500 |
120-009 |
|
0.382 |
120-002 |
|
LOW |
119-300 |
|
0.618 |
119-264 |
|
1.000 |
119-242 |
|
1.618 |
119-207 |
|
2.618 |
119-149 |
|
4.250 |
119-056 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-015 |
120-040 |
| PP |
120-012 |
120-033 |
| S1 |
120-009 |
120-025 |
|