ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-067 |
121-060 |
-0-007 |
0.0% |
121-045 |
| High |
121-087 |
121-075 |
-0-012 |
0.0% |
121-192 |
| Low |
121-020 |
120-310 |
-0-030 |
-0.1% |
121-010 |
| Close |
121-065 |
121-030 |
-0-035 |
-0.1% |
121-152 |
| Range |
0-067 |
0-085 |
0-018 |
26.9% |
0-182 |
| ATR |
0-106 |
0-104 |
-0-001 |
-1.4% |
0-000 |
| Volume |
580,446 |
497,678 |
-82,768 |
-14.3% |
2,182,079 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-287 |
121-243 |
121-077 |
|
| R3 |
121-202 |
121-158 |
121-053 |
|
| R2 |
121-117 |
121-117 |
121-046 |
|
| R1 |
121-073 |
121-073 |
121-038 |
121-052 |
| PP |
121-032 |
121-032 |
121-032 |
121-021 |
| S1 |
120-308 |
120-308 |
121-022 |
120-288 |
| S2 |
120-267 |
120-267 |
121-014 |
|
| S3 |
120-182 |
120-223 |
121-007 |
|
| S4 |
120-097 |
120-138 |
120-303 |
|
|
| 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 |
121-187 |
120-310 |
0-197 |
0.5% |
0-079 |
0.2% |
20% |
False |
True |
466,772 |
| 10 |
121-192 |
120-295 |
0-217 |
0.6% |
0-084 |
0.2% |
25% |
False |
False |
490,341 |
| 20 |
121-192 |
119-307 |
1-205 |
1.4% |
0-100 |
0.3% |
69% |
False |
False |
507,924 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-114 |
0.3% |
78% |
False |
False |
584,410 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
56% |
False |
False |
397,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-116 |
|
2.618 |
121-298 |
|
1.618 |
121-213 |
|
1.000 |
121-160 |
|
0.618 |
121-128 |
|
HIGH |
121-075 |
|
0.618 |
121-043 |
|
0.500 |
121-032 |
|
0.382 |
121-022 |
|
LOW |
120-310 |
|
0.618 |
120-257 |
|
1.000 |
120-225 |
|
1.618 |
120-172 |
|
2.618 |
120-087 |
|
4.250 |
119-269 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-032 |
121-072 |
| PP |
121-032 |
121-058 |
| S1 |
121-031 |
121-044 |
|