ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-060 |
121-015 |
-0-045 |
-0.1% |
121-165 |
| High |
121-075 |
121-097 |
0-022 |
0.1% |
121-187 |
| Low |
120-310 |
121-000 |
0-010 |
0.0% |
120-310 |
| Close |
121-030 |
121-077 |
0-047 |
0.1% |
121-077 |
| Range |
0-085 |
0-097 |
0-012 |
14.1% |
0-197 |
| ATR |
0-104 |
0-104 |
-0-001 |
-0.5% |
0-000 |
| Volume |
497,678 |
383,445 |
-114,233 |
-23.0% |
2,341,406 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-029 |
121-310 |
121-130 |
|
| R3 |
121-252 |
121-213 |
121-104 |
|
| R2 |
121-155 |
121-155 |
121-095 |
|
| R1 |
121-116 |
121-116 |
121-086 |
121-136 |
| PP |
121-058 |
121-058 |
121-058 |
121-068 |
| S1 |
121-019 |
121-019 |
121-068 |
121-038 |
| S2 |
120-281 |
120-281 |
121-059 |
|
| S3 |
120-184 |
120-242 |
121-050 |
|
| S4 |
120-087 |
120-145 |
121-024 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-036 |
122-253 |
121-185 |
|
| R3 |
122-159 |
122-056 |
121-131 |
|
| R2 |
121-282 |
121-282 |
121-113 |
|
| R1 |
121-179 |
121-179 |
121-095 |
121-132 |
| PP |
121-085 |
121-085 |
121-085 |
121-061 |
| S1 |
120-302 |
120-302 |
121-059 |
120-255 |
| S2 |
120-208 |
120-208 |
121-041 |
|
| S3 |
120-011 |
120-105 |
121-023 |
|
| S4 |
119-134 |
119-228 |
120-289 |
|
|
| 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% |
0-084 |
0.2% |
44% |
False |
False |
468,281 |
| 10 |
121-192 |
120-310 |
0-202 |
0.5% |
0-084 |
0.2% |
43% |
False |
False |
452,348 |
| 20 |
121-192 |
119-307 |
1-205 |
1.4% |
0-098 |
0.3% |
78% |
False |
False |
494,442 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-112 |
0.3% |
84% |
False |
False |
591,279 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-112 |
0.3% |
61% |
False |
False |
403,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-189 |
|
2.618 |
122-031 |
|
1.618 |
121-254 |
|
1.000 |
121-194 |
|
0.618 |
121-157 |
|
HIGH |
121-097 |
|
0.618 |
121-060 |
|
0.500 |
121-048 |
|
0.382 |
121-037 |
|
LOW |
121-000 |
|
0.618 |
120-260 |
|
1.000 |
120-223 |
|
1.618 |
120-163 |
|
2.618 |
120-066 |
|
4.250 |
119-228 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-068 |
121-066 |
| PP |
121-058 |
121-055 |
| S1 |
121-048 |
121-044 |
|