ECBOT 5 Year T-Note Future December 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 |
119-260 |
120-000 |
0-060 |
0.2% |
120-300 |
| High |
119-260 |
120-000 |
0-060 |
0.2% |
120-300 |
| Low |
119-260 |
120-000 |
0-060 |
0.2% |
120-225 |
| Close |
119-260 |
120-000 |
0-060 |
0.2% |
120-282 |
| Range |
|
|
|
|
|
| ATR |
0-063 |
0-062 |
0-000 |
-0.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-000 |
120-000 |
120-000 |
|
| R3 |
120-000 |
120-000 |
120-000 |
|
| R2 |
120-000 |
120-000 |
120-000 |
|
| R1 |
120-000 |
120-000 |
120-000 |
120-000 |
| PP |
120-000 |
120-000 |
120-000 |
120-000 |
| S1 |
120-000 |
120-000 |
120-000 |
120-000 |
| S2 |
120-000 |
120-000 |
120-000 |
|
| S3 |
120-000 |
120-000 |
120-000 |
|
| S4 |
120-000 |
120-000 |
120-000 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-174 |
121-143 |
121-004 |
|
| R3 |
121-099 |
121-068 |
120-303 |
|
| R2 |
121-024 |
121-024 |
120-296 |
|
| R1 |
120-313 |
120-313 |
120-289 |
120-291 |
| PP |
120-269 |
120-269 |
120-269 |
120-258 |
| S1 |
120-238 |
120-238 |
120-276 |
120-216 |
| S2 |
120-194 |
120-194 |
120-269 |
|
| S3 |
120-119 |
120-163 |
120-262 |
|
| S4 |
120-044 |
120-088 |
120-241 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-000 |
|
2.618 |
120-000 |
|
1.618 |
120-000 |
|
1.000 |
120-000 |
|
0.618 |
120-000 |
|
HIGH |
120-000 |
|
0.618 |
120-000 |
|
0.500 |
120-000 |
|
0.382 |
120-000 |
|
LOW |
120-000 |
|
0.618 |
120-000 |
|
1.000 |
120-000 |
|
1.618 |
120-000 |
|
2.618 |
120-000 |
|
4.250 |
120-000 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-000 |
120-044 |
| PP |
120-000 |
120-029 |
| S1 |
120-000 |
120-015 |
|