ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
119-275 |
120-010 |
0-055 |
0.1% |
120-033 |
| High |
120-040 |
120-070 |
0-030 |
0.1% |
120-070 |
| Low |
119-235 |
119-300 |
0-065 |
0.2% |
119-255 |
| Close |
120-037 |
119-310 |
-0-047 |
-0.1% |
120-035 |
| Range |
0-125 |
0-090 |
-0-035 |
-28.0% |
0-135 |
| ATR |
0-092 |
0-092 |
0-000 |
-0.2% |
0-000 |
| Volume |
946,930 |
696,165 |
-250,765 |
-26.5% |
4,385,175 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-283 |
120-227 |
120-040 |
|
| R3 |
120-193 |
120-137 |
120-015 |
|
| R2 |
120-103 |
120-103 |
120-006 |
|
| R1 |
120-047 |
120-047 |
119-318 |
120-030 |
| PP |
120-013 |
120-013 |
120-013 |
120-005 |
| S1 |
119-277 |
119-277 |
119-302 |
119-260 |
| S2 |
119-243 |
119-243 |
119-294 |
|
| S3 |
119-153 |
119-187 |
119-285 |
|
| S4 |
119-063 |
119-097 |
119-260 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
121-042 |
120-109 |
|
| R3 |
120-283 |
120-227 |
120-072 |
|
| R2 |
120-148 |
120-148 |
120-060 |
|
| R1 |
120-092 |
120-092 |
120-047 |
120-120 |
| PP |
120-013 |
120-013 |
120-013 |
120-028 |
| S1 |
119-277 |
119-277 |
120-023 |
119-305 |
| S2 |
119-198 |
119-198 |
120-010 |
|
| S3 |
119-063 |
119-142 |
119-318 |
|
| S4 |
118-248 |
119-007 |
119-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-070 |
119-235 |
0-155 |
0.4% |
0-106 |
0.3% |
48% |
True |
False |
967,271 |
| 10 |
120-142 |
119-235 |
0-227 |
0.6% |
0-104 |
0.3% |
33% |
False |
False |
639,114 |
| 20 |
121-073 |
119-235 |
1-158 |
1.2% |
0-093 |
0.2% |
16% |
False |
False |
333,112 |
| 40 |
121-078 |
119-235 |
1-163 |
1.3% |
0-068 |
0.2% |
16% |
False |
False |
168,845 |
| 60 |
121-078 |
119-035 |
2-042 |
1.8% |
0-046 |
0.1% |
40% |
False |
False |
112,646 |
| 80 |
121-082 |
119-035 |
2-047 |
1.8% |
0-034 |
0.1% |
40% |
False |
False |
84,484 |
| 100 |
121-082 |
118-162 |
2-240 |
2.3% |
0-027 |
0.1% |
53% |
False |
False |
67,587 |
| 120 |
121-082 |
117-067 |
4-015 |
3.4% |
0-023 |
0.1% |
68% |
False |
False |
56,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-132 |
|
2.618 |
120-306 |
|
1.618 |
120-216 |
|
1.000 |
120-160 |
|
0.618 |
120-126 |
|
HIGH |
120-070 |
|
0.618 |
120-036 |
|
0.500 |
120-025 |
|
0.382 |
120-014 |
|
LOW |
119-300 |
|
0.618 |
119-244 |
|
1.000 |
119-210 |
|
1.618 |
119-154 |
|
2.618 |
119-064 |
|
4.250 |
118-238 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-025 |
119-312 |
| PP |
120-013 |
119-312 |
| S1 |
120-002 |
119-311 |
|