ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
121-213 |
121-145 |
-0-068 |
-0.2% |
121-107 |
High |
121-213 |
121-145 |
-0-068 |
-0.2% |
121-213 |
Low |
121-213 |
121-145 |
-0-068 |
-0.2% |
121-107 |
Close |
121-213 |
121-145 |
-0-068 |
-0.2% |
121-145 |
Range |
|
|
|
|
|
ATR |
0-049 |
0-050 |
0-001 |
2.7% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-145 |
121-145 |
121-145 |
|
R3 |
121-145 |
121-145 |
121-145 |
|
R2 |
121-145 |
121-145 |
121-145 |
|
R1 |
121-145 |
121-145 |
121-145 |
121-145 |
PP |
121-145 |
121-145 |
121-145 |
121-145 |
S1 |
121-145 |
121-145 |
121-145 |
121-145 |
S2 |
121-145 |
121-145 |
121-145 |
|
S3 |
121-145 |
121-145 |
121-145 |
|
S4 |
121-145 |
121-145 |
121-145 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-150 |
122-093 |
121-203 |
|
R3 |
122-045 |
121-308 |
121-174 |
|
R2 |
121-260 |
121-260 |
121-164 |
|
R1 |
121-203 |
121-203 |
121-155 |
121-231 |
PP |
121-155 |
121-155 |
121-155 |
121-169 |
S1 |
121-097 |
121-097 |
121-135 |
121-126 |
S2 |
121-050 |
121-050 |
121-126 |
|
S3 |
120-265 |
120-312 |
121-116 |
|
S4 |
120-160 |
120-207 |
121-087 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-213 |
121-107 |
0-105 |
0.3% |
0-000 |
0.0% |
36% |
False |
False |
|
10 |
121-213 |
120-238 |
0-295 |
0.8% |
0-000 |
0.0% |
77% |
False |
False |
|
20 |
121-213 |
119-278 |
1-255 |
1.5% |
0-000 |
0.0% |
88% |
False |
False |
|
40 |
121-213 |
119-260 |
1-273 |
1.5% |
0-000 |
0.0% |
89% |
False |
False |
|
60 |
121-213 |
119-250 |
1-282 |
1.6% |
0-000 |
0.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-145 |
2.618 |
121-145 |
1.618 |
121-145 |
1.000 |
121-145 |
0.618 |
121-145 |
HIGH |
121-145 |
0.618 |
121-145 |
0.500 |
121-145 |
0.382 |
121-145 |
LOW |
121-145 |
0.618 |
121-145 |
1.000 |
121-145 |
1.618 |
121-145 |
2.618 |
121-145 |
4.250 |
121-145 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
121-145 |
121-179 |
PP |
121-145 |
121-167 |
S1 |
121-145 |
121-156 |
|