ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 24-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
120-282 |
121-230 |
0-268 |
0.7% |
121-082 |
High |
120-282 |
121-230 |
0-268 |
0.7% |
121-230 |
Low |
120-282 |
121-230 |
0-268 |
0.7% |
120-282 |
Close |
120-282 |
121-230 |
0-268 |
0.7% |
121-230 |
Range |
|
|
|
|
|
ATR |
0-052 |
0-067 |
0-015 |
29.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-230 |
121-230 |
121-230 |
|
R3 |
121-230 |
121-230 |
121-230 |
|
R2 |
121-230 |
121-230 |
121-230 |
|
R1 |
121-230 |
121-230 |
121-230 |
121-230 |
PP |
121-230 |
121-230 |
121-230 |
121-230 |
S1 |
121-230 |
121-230 |
121-230 |
121-230 |
S2 |
121-230 |
121-230 |
121-230 |
|
S3 |
121-230 |
121-230 |
121-230 |
|
S4 |
121-230 |
121-230 |
121-230 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-303 |
123-214 |
122-057 |
|
R3 |
123-036 |
122-267 |
121-304 |
|
R2 |
122-088 |
122-088 |
121-279 |
|
R1 |
121-319 |
121-319 |
121-255 |
122-044 |
PP |
121-141 |
121-141 |
121-141 |
121-163 |
S1 |
121-052 |
121-052 |
121-205 |
121-096 |
S2 |
120-193 |
120-193 |
121-181 |
|
S3 |
119-246 |
120-104 |
121-156 |
|
S4 |
118-298 |
119-157 |
121-083 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-230 |
120-282 |
0-268 |
0.7% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
121-230 |
120-282 |
0-268 |
0.7% |
0-000 |
0.0% |
100% |
True |
False |
|
20 |
121-230 |
119-295 |
1-255 |
1.5% |
0-000 |
0.0% |
100% |
True |
False |
|
40 |
121-230 |
119-260 |
1-290 |
1.6% |
0-000 |
0.0% |
100% |
True |
False |
|
60 |
121-230 |
119-260 |
1-290 |
1.6% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-230 |
2.618 |
121-230 |
1.618 |
121-230 |
1.000 |
121-230 |
0.618 |
121-230 |
HIGH |
121-230 |
0.618 |
121-230 |
0.500 |
121-230 |
0.382 |
121-230 |
LOW |
121-230 |
0.618 |
121-230 |
1.000 |
121-230 |
1.618 |
121-230 |
2.618 |
121-230 |
4.250 |
121-230 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
121-230 |
121-185 |
PP |
121-230 |
121-141 |
S1 |
121-230 |
121-096 |
|