ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
122-038 |
122-030 |
-0-007 |
0.0% |
122-058 |
High |
122-038 |
122-030 |
-0-007 |
0.0% |
122-058 |
Low |
122-038 |
122-030 |
-0-007 |
0.0% |
122-013 |
Close |
122-038 |
122-030 |
-0-007 |
0.0% |
122-030 |
Range |
|
|
|
|
|
ATR |
0-063 |
0-059 |
-0-004 |
-6.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-030 |
122-030 |
122-030 |
|
R3 |
122-030 |
122-030 |
122-030 |
|
R2 |
122-030 |
122-030 |
122-030 |
|
R1 |
122-030 |
122-030 |
122-030 |
122-030 |
PP |
122-030 |
122-030 |
122-030 |
122-030 |
S1 |
122-030 |
122-030 |
122-030 |
122-030 |
S2 |
122-030 |
122-030 |
122-030 |
|
S3 |
122-030 |
122-030 |
122-030 |
|
S4 |
122-030 |
122-030 |
122-030 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-168 |
122-144 |
122-055 |
|
R3 |
122-123 |
122-099 |
122-042 |
|
R2 |
122-078 |
122-078 |
122-038 |
|
R1 |
122-054 |
122-054 |
122-034 |
122-044 |
PP |
122-033 |
122-033 |
122-033 |
122-028 |
S1 |
122-009 |
122-009 |
122-026 |
121-319 |
S2 |
121-308 |
121-308 |
122-022 |
|
S3 |
121-263 |
121-284 |
122-018 |
|
S4 |
121-218 |
121-239 |
122-005 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-058 |
122-013 |
0-045 |
0.1% |
0-000 |
0.0% |
39% |
False |
False |
|
10 |
122-058 |
120-282 |
1-095 |
1.1% |
0-000 |
0.0% |
93% |
False |
False |
|
20 |
122-058 |
120-238 |
1-140 |
1.2% |
0-000 |
0.0% |
94% |
False |
False |
|
40 |
122-058 |
119-260 |
2-118 |
1.9% |
0-000 |
0.0% |
96% |
False |
False |
|
60 |
122-058 |
119-260 |
2-118 |
1.9% |
0-000 |
0.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-030 |
2.618 |
122-030 |
1.618 |
122-030 |
1.000 |
122-030 |
0.618 |
122-030 |
HIGH |
122-030 |
0.618 |
122-030 |
0.500 |
122-030 |
0.382 |
122-030 |
LOW |
122-030 |
0.618 |
122-030 |
1.000 |
122-030 |
1.618 |
122-030 |
2.618 |
122-030 |
4.250 |
122-030 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
122-030 |
122-028 |
PP |
122-030 |
122-027 |
S1 |
122-030 |
122-025 |
|