ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-145 |
121-067 |
-0-078 |
-0.2% |
121-045 |
| High |
121-155 |
121-087 |
-0-068 |
-0.2% |
121-192 |
| Low |
121-057 |
121-020 |
-0-037 |
-0.1% |
121-010 |
| Close |
121-065 |
121-065 |
0-000 |
0.0% |
121-152 |
| Range |
0-098 |
0-067 |
-0-031 |
-31.6% |
0-182 |
| ATR |
0-109 |
0-106 |
-0-003 |
-2.7% |
0-000 |
| Volume |
466,387 |
580,446 |
114,059 |
24.5% |
2,182,079 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-258 |
121-229 |
121-102 |
|
| R3 |
121-191 |
121-162 |
121-083 |
|
| R2 |
121-124 |
121-124 |
121-077 |
|
| R1 |
121-095 |
121-095 |
121-071 |
121-076 |
| PP |
121-057 |
121-057 |
121-057 |
121-048 |
| S1 |
121-028 |
121-028 |
121-059 |
121-009 |
| S2 |
120-310 |
120-310 |
121-053 |
|
| S3 |
120-243 |
120-281 |
121-047 |
|
| S4 |
120-176 |
120-214 |
121-028 |
|
|
| 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 |
121-020 |
0-172 |
0.4% |
0-087 |
0.2% |
26% |
False |
True |
464,498 |
| 10 |
121-192 |
120-287 |
0-225 |
0.6% |
0-088 |
0.2% |
44% |
False |
False |
516,886 |
| 20 |
121-192 |
119-112 |
2-080 |
1.9% |
0-109 |
0.3% |
82% |
False |
False |
527,331 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-116 |
0.3% |
82% |
False |
False |
574,732 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-110 |
0.3% |
60% |
False |
False |
389,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-052 |
|
2.618 |
121-262 |
|
1.618 |
121-195 |
|
1.000 |
121-154 |
|
0.618 |
121-128 |
|
HIGH |
121-087 |
|
0.618 |
121-061 |
|
0.500 |
121-054 |
|
0.382 |
121-046 |
|
LOW |
121-020 |
|
0.618 |
120-299 |
|
1.000 |
120-273 |
|
1.618 |
120-232 |
|
2.618 |
120-165 |
|
4.250 |
120-055 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-061 |
121-104 |
| PP |
121-057 |
121-091 |
| S1 |
121-054 |
121-078 |
|