ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
120-032 |
119-287 |
-0-065 |
-0.2% |
120-310 |
High |
120-042 |
120-017 |
-0-025 |
-0.1% |
120-318 |
Low |
119-272 |
119-255 |
-0-017 |
0.0% |
119-258 |
Close |
119-310 |
119-292 |
-0-018 |
0.0% |
120-018 |
Range |
0-090 |
0-082 |
-0-008 |
-8.9% |
1-060 |
ATR |
0-086 |
0-086 |
0-000 |
-0.3% |
0-000 |
Volume |
739,064 |
1,149,969 |
410,905 |
55.6% |
441,021 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-221 |
120-178 |
120-017 |
|
R3 |
120-139 |
120-096 |
119-315 |
|
R2 |
120-057 |
120-057 |
119-307 |
|
R1 |
120-014 |
120-014 |
119-300 |
120-036 |
PP |
119-295 |
119-295 |
119-295 |
119-305 |
S1 |
119-252 |
119-252 |
119-284 |
119-274 |
S2 |
119-213 |
119-213 |
119-277 |
|
S3 |
119-131 |
119-170 |
119-269 |
|
S4 |
119-049 |
119-088 |
119-247 |
|
|
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 |
120-055 |
119-255 |
0-120 |
0.3% |
0-078 |
0.2% |
31% |
False |
True |
517,370 |
10 |
120-318 |
119-255 |
1-063 |
1.0% |
0-094 |
0.2% |
10% |
False |
True |
284,122 |
20 |
121-073 |
119-255 |
1-138 |
1.2% |
0-086 |
0.2% |
8% |
False |
True |
149,922 |
40 |
121-078 |
119-255 |
1-143 |
1.2% |
0-057 |
0.1% |
8% |
False |
True |
76,810 |
60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-038 |
0.1% |
38% |
False |
False |
51,206 |
80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-029 |
0.1% |
37% |
False |
False |
38,405 |
100 |
121-082 |
117-165 |
3-238 |
3.1% |
0-023 |
0.1% |
64% |
False |
False |
30,724 |
120 |
121-082 |
117-067 |
4-015 |
3.4% |
0-019 |
0.0% |
67% |
False |
False |
25,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-046 |
2.618 |
120-232 |
1.618 |
120-150 |
1.000 |
120-099 |
0.618 |
120-068 |
HIGH |
120-017 |
0.618 |
119-306 |
0.500 |
119-296 |
0.382 |
119-286 |
LOW |
119-255 |
0.618 |
119-204 |
1.000 |
119-173 |
1.618 |
119-122 |
2.618 |
119-040 |
4.250 |
118-226 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
119-296 |
119-315 |
PP |
119-295 |
119-307 |
S1 |
119-293 |
119-300 |
|