ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
120-245 |
120-238 |
-0-007 |
0.0% |
120-022 |
High |
120-245 |
120-238 |
-0-007 |
0.0% |
120-245 |
Low |
120-245 |
120-238 |
-0-007 |
0.0% |
119-295 |
Close |
120-245 |
120-238 |
-0-007 |
0.0% |
120-245 |
Range |
|
|
|
|
|
ATR |
0-060 |
0-057 |
-0-004 |
-6.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-238 |
120-238 |
120-238 |
|
R3 |
120-238 |
120-238 |
120-238 |
|
R2 |
120-238 |
120-238 |
120-238 |
|
R1 |
120-238 |
120-238 |
120-238 |
120-238 |
PP |
120-238 |
120-238 |
120-238 |
120-238 |
S1 |
120-238 |
120-238 |
120-238 |
120-238 |
S2 |
120-238 |
120-238 |
120-238 |
|
S3 |
120-238 |
120-238 |
120-238 |
|
S4 |
120-238 |
120-238 |
120-238 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-005 |
122-235 |
121-073 |
|
R3 |
122-055 |
121-285 |
120-319 |
|
R2 |
121-105 |
121-105 |
120-294 |
|
R1 |
121-015 |
121-015 |
120-270 |
121-060 |
PP |
120-155 |
120-155 |
120-155 |
120-177 |
S1 |
120-065 |
120-065 |
120-220 |
120-110 |
S2 |
119-205 |
119-205 |
120-195 |
|
S3 |
118-255 |
119-115 |
120-171 |
|
S4 |
117-305 |
118-165 |
120-097 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-238 |
2.618 |
120-238 |
1.618 |
120-238 |
1.000 |
120-238 |
0.618 |
120-238 |
HIGH |
120-238 |
0.618 |
120-238 |
0.500 |
120-238 |
0.382 |
120-238 |
LOW |
120-238 |
0.618 |
120-238 |
1.000 |
120-238 |
1.618 |
120-238 |
2.618 |
120-238 |
4.250 |
120-238 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
120-238 |
120-204 |
PP |
120-238 |
120-170 |
S1 |
120-238 |
120-136 |
|