ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
121-177 |
121-165 |
-0-012 |
0.0% |
121-045 |
High |
121-187 |
121-187 |
0-000 |
0.0% |
121-192 |
Low |
121-117 |
121-112 |
-0-005 |
0.0% |
121-010 |
Close |
121-152 |
121-157 |
0-005 |
0.0% |
121-152 |
Range |
0-070 |
0-075 |
0-005 |
7.1% |
0-182 |
ATR |
0-112 |
0-110 |
-0-003 |
-2.4% |
0-000 |
Volume |
375,899 |
413,450 |
37,551 |
10.0% |
2,182,079 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-057 |
122-022 |
121-198 |
|
R3 |
121-302 |
121-267 |
121-178 |
|
R2 |
121-227 |
121-227 |
121-171 |
|
R1 |
121-192 |
121-192 |
121-164 |
121-172 |
PP |
121-152 |
121-152 |
121-152 |
121-142 |
S1 |
121-117 |
121-117 |
121-150 |
121-097 |
S2 |
121-077 |
121-077 |
121-143 |
|
S3 |
121-002 |
121-042 |
121-136 |
|
S4 |
120-247 |
120-287 |
121-116 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-024 |
122-270 |
121-252 |
|
R3 |
122-162 |
122-088 |
121-202 |
|
R2 |
121-300 |
121-300 |
121-185 |
|
R1 |
121-226 |
121-226 |
121-169 |
121-263 |
PP |
121-118 |
121-118 |
121-118 |
121-136 |
S1 |
121-044 |
121-044 |
121-135 |
121-081 |
S2 |
120-256 |
120-256 |
121-119 |
|
S3 |
120-074 |
120-182 |
121-102 |
|
S4 |
119-212 |
120-000 |
121-052 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-192 |
121-042 |
0-150 |
0.4% |
0-085 |
0.2% |
77% |
False |
False |
438,878 |
10 |
121-192 |
120-080 |
1-112 |
1.1% |
0-099 |
0.3% |
92% |
False |
False |
559,578 |
20 |
121-192 |
119-112 |
2-080 |
1.9% |
0-109 |
0.3% |
95% |
False |
False |
522,045 |
40 |
121-220 |
119-112 |
2-108 |
1.9% |
0-119 |
0.3% |
92% |
False |
False |
550,815 |
60 |
122-145 |
119-107 |
3-038 |
2.6% |
0-109 |
0.3% |
69% |
False |
False |
371,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-186 |
2.618 |
122-063 |
1.618 |
121-308 |
1.000 |
121-262 |
0.618 |
121-233 |
HIGH |
121-187 |
0.618 |
121-158 |
0.500 |
121-150 |
0.382 |
121-141 |
LOW |
121-112 |
0.618 |
121-066 |
1.000 |
121-037 |
1.618 |
120-311 |
2.618 |
120-236 |
4.250 |
120-113 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
121-154 |
121-148 |
PP |
121-152 |
121-138 |
S1 |
121-150 |
121-128 |
|