ECBOT 5 Year T-Note Future December 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 |
120-022 |
119-295 |
-0-047 |
-0.1% |
120-007 |
High |
120-022 |
119-295 |
-0-047 |
-0.1% |
120-050 |
Low |
120-022 |
119-295 |
-0-047 |
-0.1% |
119-278 |
Close |
120-022 |
119-295 |
-0-047 |
-0.1% |
120-020 |
Range |
|
|
|
|
|
ATR |
0-048 |
0-048 |
0-000 |
-0.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-295 |
119-295 |
119-295 |
|
R3 |
119-295 |
119-295 |
119-295 |
|
R2 |
119-295 |
119-295 |
119-295 |
|
R1 |
119-295 |
119-295 |
119-295 |
119-295 |
PP |
119-295 |
119-295 |
119-295 |
119-295 |
S1 |
119-295 |
119-295 |
119-295 |
119-295 |
S2 |
119-295 |
119-295 |
119-295 |
|
S3 |
119-295 |
119-295 |
119-295 |
|
S4 |
119-295 |
119-295 |
119-295 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-287 |
120-246 |
120-071 |
|
R3 |
120-194 |
120-153 |
120-045 |
|
R2 |
120-102 |
120-102 |
120-037 |
|
R1 |
120-061 |
120-061 |
120-028 |
120-081 |
PP |
120-009 |
120-009 |
120-009 |
120-019 |
S1 |
119-288 |
119-288 |
120-012 |
119-309 |
S2 |
119-237 |
119-237 |
120-003 |
|
S3 |
119-144 |
119-196 |
119-315 |
|
S4 |
119-052 |
119-103 |
119-289 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-295 |
2.618 |
119-295 |
1.618 |
119-295 |
1.000 |
119-295 |
0.618 |
119-295 |
HIGH |
119-295 |
0.618 |
119-295 |
0.500 |
119-295 |
0.382 |
119-295 |
LOW |
119-295 |
0.618 |
119-295 |
1.000 |
119-295 |
1.618 |
119-295 |
2.618 |
119-295 |
4.250 |
119-295 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
119-295 |
119-319 |
PP |
119-295 |
119-311 |
S1 |
119-295 |
119-303 |
|