ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
121-165 |
121-145 |
-0-020 |
-0.1% |
121-045 |
High |
121-187 |
121-155 |
-0-032 |
-0.1% |
121-192 |
Low |
121-112 |
121-057 |
-0-055 |
-0.1% |
121-010 |
Close |
121-157 |
121-065 |
-0-092 |
-0.2% |
121-152 |
Range |
0-075 |
0-098 |
0-023 |
30.7% |
0-182 |
ATR |
0-110 |
0-109 |
-0-001 |
-0.6% |
0-000 |
Volume |
413,450 |
466,387 |
52,937 |
12.8% |
2,182,079 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-066 |
122-004 |
121-119 |
|
R3 |
121-288 |
121-226 |
121-092 |
|
R2 |
121-190 |
121-190 |
121-083 |
|
R1 |
121-128 |
121-128 |
121-074 |
121-110 |
PP |
121-092 |
121-092 |
121-092 |
121-084 |
S1 |
121-030 |
121-030 |
121-056 |
121-012 |
S2 |
120-314 |
120-314 |
121-047 |
|
S3 |
120-216 |
120-252 |
121-038 |
|
S4 |
120-118 |
120-154 |
121-011 |
|
|
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% |
0-090 |
0.2% |
15% |
False |
False |
433,881 |
10 |
121-192 |
120-227 |
0-285 |
0.7% |
0-090 |
0.2% |
55% |
False |
False |
531,570 |
20 |
121-192 |
119-112 |
2-080 |
1.9% |
0-111 |
0.3% |
82% |
False |
False |
526,529 |
40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-117 |
0.3% |
82% |
False |
False |
561,601 |
60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-110 |
0.3% |
60% |
False |
False |
379,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-252 |
2.618 |
122-092 |
1.618 |
121-314 |
1.000 |
121-253 |
0.618 |
121-216 |
HIGH |
121-155 |
0.618 |
121-118 |
0.500 |
121-106 |
0.382 |
121-094 |
LOW |
121-057 |
0.618 |
120-316 |
1.000 |
120-279 |
1.618 |
120-218 |
2.618 |
120-120 |
4.250 |
119-280 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
121-106 |
121-122 |
PP |
121-092 |
121-103 |
S1 |
121-079 |
121-084 |
|