ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-110 |
121-085 |
-0-025 |
-0.1% |
120-072 |
| High |
121-122 |
121-192 |
0-070 |
0.2% |
121-085 |
| Low |
121-042 |
121-065 |
0-023 |
0.1% |
120-032 |
| Close |
121-085 |
121-182 |
0-097 |
0.2% |
121-010 |
| Range |
0-080 |
0-127 |
0-047 |
58.8% |
1-053 |
| ATR |
0-115 |
0-115 |
0-001 |
0.8% |
0-000 |
| Volume |
427,359 |
486,311 |
58,952 |
13.8% |
3,258,124 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-207 |
122-162 |
121-252 |
|
| R3 |
122-080 |
122-035 |
121-217 |
|
| R2 |
121-273 |
121-273 |
121-205 |
|
| R1 |
121-228 |
121-228 |
121-194 |
121-250 |
| PP |
121-146 |
121-146 |
121-146 |
121-158 |
| S1 |
121-101 |
121-101 |
121-170 |
121-124 |
| S2 |
121-019 |
121-019 |
121-159 |
|
| S3 |
120-212 |
120-294 |
121-147 |
|
| S4 |
120-085 |
120-167 |
121-112 |
|
|
| 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 |
121-192 |
120-295 |
0-217 |
0.6% |
0-089 |
0.2% |
95% |
True |
False |
513,910 |
| 10 |
121-192 |
120-032 |
1-160 |
1.2% |
0-102 |
0.3% |
98% |
True |
False |
541,417 |
| 20 |
121-192 |
119-112 |
2-080 |
1.9% |
0-117 |
0.3% |
99% |
True |
False |
549,727 |
| 40 |
122-145 |
119-112 |
3-033 |
2.6% |
0-125 |
0.3% |
72% |
False |
False |
533,066 |
| 60 |
122-145 |
119-030 |
3-115 |
2.8% |
0-109 |
0.3% |
74% |
False |
False |
358,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-092 |
|
2.618 |
122-204 |
|
1.618 |
122-077 |
|
1.000 |
121-319 |
|
0.618 |
121-270 |
|
HIGH |
121-192 |
|
0.618 |
121-143 |
|
0.500 |
121-128 |
|
0.382 |
121-114 |
|
LOW |
121-065 |
|
0.618 |
120-307 |
|
1.000 |
120-258 |
|
1.618 |
120-180 |
|
2.618 |
120-053 |
|
4.250 |
119-165 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-164 |
121-160 |
| PP |
121-146 |
121-139 |
| S1 |
121-128 |
121-117 |
|