ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
122-053 |
122-013 |
-0-040 |
-0.1% |
121-082 |
High |
122-053 |
122-013 |
-0-040 |
-0.1% |
121-230 |
Low |
122-053 |
122-013 |
-0-040 |
-0.1% |
120-282 |
Close |
122-053 |
122-013 |
-0-040 |
-0.1% |
121-230 |
Range |
|
|
|
|
|
ATR |
0-068 |
0-066 |
-0-002 |
-3.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-013 |
122-013 |
122-013 |
|
R3 |
122-013 |
122-013 |
122-013 |
|
R2 |
122-013 |
122-013 |
122-013 |
|
R1 |
122-013 |
122-013 |
122-013 |
122-013 |
PP |
122-013 |
122-013 |
122-013 |
122-013 |
S1 |
122-013 |
122-013 |
122-013 |
122-013 |
S2 |
122-013 |
122-013 |
122-013 |
|
S3 |
122-013 |
122-013 |
122-013 |
|
S4 |
122-013 |
122-013 |
122-013 |
|
|
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 |
122-058 |
120-282 |
1-095 |
1.1% |
0-000 |
0.0% |
89% |
False |
False |
|
10 |
122-058 |
120-282 |
1-095 |
1.1% |
0-000 |
0.0% |
89% |
False |
False |
|
20 |
122-058 |
120-027 |
2-030 |
1.7% |
0-000 |
0.0% |
93% |
False |
False |
|
40 |
122-058 |
119-260 |
2-118 |
1.9% |
0-000 |
0.0% |
94% |
False |
False |
|
60 |
122-058 |
119-260 |
2-118 |
1.9% |
0-000 |
0.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-013 |
2.618 |
122-013 |
1.618 |
122-013 |
1.000 |
122-013 |
0.618 |
122-013 |
HIGH |
122-013 |
0.618 |
122-013 |
0.500 |
122-013 |
0.382 |
122-013 |
LOW |
122-013 |
0.618 |
122-013 |
1.000 |
122-013 |
1.618 |
122-013 |
2.618 |
122-013 |
4.250 |
122-013 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
122-013 |
122-035 |
PP |
122-013 |
122-028 |
S1 |
122-013 |
122-020 |
|