ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-312 |
121-072 |
0-080 |
0.2% |
120-072 |
| High |
121-085 |
121-075 |
-0-010 |
0.0% |
121-085 |
| Low |
120-287 |
120-295 |
0-008 |
0.0% |
120-032 |
| Close |
121-052 |
121-010 |
-0-042 |
-0.1% |
121-010 |
| Range |
0-118 |
0-100 |
-0-018 |
-15.3% |
1-053 |
| ATR |
0-125 |
0-123 |
-0-002 |
-1.4% |
0-000 |
| Volume |
763,128 |
763,370 |
242 |
0.0% |
3,258,124 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-000 |
121-265 |
121-065 |
|
| R3 |
121-220 |
121-165 |
121-038 |
|
| R2 |
121-120 |
121-120 |
121-028 |
|
| R1 |
121-065 |
121-065 |
121-019 |
121-042 |
| PP |
121-020 |
121-020 |
121-020 |
121-009 |
| S1 |
120-285 |
120-285 |
121-001 |
120-262 |
| S2 |
120-240 |
120-240 |
120-312 |
|
| S3 |
120-140 |
120-185 |
120-302 |
|
| S4 |
120-040 |
120-085 |
120-275 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-095 |
123-265 |
121-215 |
|
| R3 |
123-042 |
122-212 |
121-113 |
|
| R2 |
121-309 |
121-309 |
121-078 |
|
| R1 |
121-159 |
121-159 |
121-044 |
121-234 |
| PP |
120-256 |
120-256 |
120-256 |
120-293 |
| S1 |
120-106 |
120-106 |
120-296 |
120-181 |
| S2 |
119-203 |
119-203 |
120-262 |
|
| S3 |
118-150 |
119-053 |
120-227 |
|
| S4 |
117-097 |
118-000 |
120-125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-085 |
120-032 |
1-053 |
1.0% |
0-117 |
0.3% |
80% |
False |
False |
651,624 |
| 10 |
121-085 |
119-307 |
1-098 |
1.1% |
0-112 |
0.3% |
82% |
False |
False |
536,537 |
| 20 |
121-085 |
119-112 |
1-293 |
1.6% |
0-125 |
0.3% |
88% |
False |
False |
574,466 |
| 40 |
122-145 |
119-112 |
3-033 |
2.6% |
0-127 |
0.3% |
54% |
False |
False |
490,662 |
| 60 |
122-145 |
118-120 |
4-025 |
3.4% |
0-105 |
0.3% |
65% |
False |
False |
328,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-180 |
|
2.618 |
122-017 |
|
1.618 |
121-237 |
|
1.000 |
121-175 |
|
0.618 |
121-137 |
|
HIGH |
121-075 |
|
0.618 |
121-037 |
|
0.500 |
121-025 |
|
0.382 |
121-013 |
|
LOW |
120-295 |
|
0.618 |
120-233 |
|
1.000 |
120-195 |
|
1.618 |
120-133 |
|
2.618 |
120-033 |
|
4.250 |
119-190 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-025 |
121-005 |
| PP |
121-020 |
121-001 |
| S1 |
121-015 |
120-316 |
|