ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 15-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
121-115 |
121-178 |
0-062 |
0.2% |
120-238 |
High |
121-115 |
121-178 |
0-062 |
0.2% |
121-050 |
Low |
121-115 |
121-178 |
0-062 |
0.2% |
120-238 |
Close |
121-115 |
121-178 |
0-062 |
0.2% |
121-050 |
Range |
|
|
|
|
|
ATR |
0-049 |
0-050 |
0-001 |
2.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-178 |
121-178 |
121-178 |
|
R3 |
121-178 |
121-178 |
121-178 |
|
R2 |
121-178 |
121-178 |
121-178 |
|
R1 |
121-178 |
121-178 |
121-178 |
121-178 |
PP |
121-178 |
121-178 |
121-178 |
121-178 |
S1 |
121-178 |
121-178 |
121-178 |
121-178 |
S2 |
121-178 |
121-178 |
121-178 |
|
S3 |
121-178 |
121-178 |
121-178 |
|
S4 |
121-178 |
121-178 |
121-178 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-083 |
122-039 |
121-123 |
|
R3 |
121-271 |
121-227 |
121-086 |
|
R2 |
121-138 |
121-138 |
121-074 |
|
R1 |
121-094 |
121-094 |
121-062 |
121-116 |
PP |
121-006 |
121-006 |
121-006 |
121-017 |
S1 |
120-282 |
120-282 |
121-038 |
120-304 |
S2 |
120-193 |
120-193 |
121-026 |
|
S3 |
120-061 |
120-149 |
121-014 |
|
S4 |
119-248 |
120-017 |
120-297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-178 |
120-285 |
0-213 |
0.5% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
121-178 |
120-027 |
1-150 |
1.2% |
0-000 |
0.0% |
100% |
True |
False |
|
20 |
121-178 |
119-260 |
1-238 |
1.4% |
0-000 |
0.0% |
100% |
True |
False |
|
40 |
121-178 |
119-260 |
1-238 |
1.4% |
0-000 |
0.0% |
100% |
True |
False |
|
60 |
121-178 |
119-180 |
1-318 |
1.6% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-178 |
2.618 |
121-178 |
1.618 |
121-178 |
1.000 |
121-178 |
0.618 |
121-178 |
HIGH |
121-178 |
0.618 |
121-178 |
0.500 |
121-178 |
0.382 |
121-178 |
LOW |
121-178 |
0.618 |
121-178 |
1.000 |
121-178 |
1.618 |
121-178 |
2.618 |
121-178 |
4.250 |
121-178 |
|
|
Fisher Pivots for day following 15-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
121-178 |
121-166 |
PP |
121-178 |
121-154 |
S1 |
121-178 |
121-142 |
|