ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-015 |
121-110 |
0-095 |
0.2% |
121-165 |
| High |
121-097 |
121-122 |
0-025 |
0.1% |
121-187 |
| Low |
121-000 |
121-030 |
0-030 |
0.1% |
120-310 |
| Close |
121-077 |
121-047 |
-0-030 |
-0.1% |
121-077 |
| Range |
0-097 |
0-092 |
-0-005 |
-5.2% |
0-197 |
| ATR |
0-104 |
0-103 |
-0-001 |
-0.8% |
0-000 |
| Volume |
383,445 |
415,434 |
31,989 |
8.3% |
2,341,406 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-022 |
121-287 |
121-098 |
|
| R3 |
121-250 |
121-195 |
121-072 |
|
| R2 |
121-158 |
121-158 |
121-064 |
|
| R1 |
121-103 |
121-103 |
121-055 |
121-084 |
| PP |
121-066 |
121-066 |
121-066 |
121-057 |
| S1 |
121-011 |
121-011 |
121-039 |
120-312 |
| S2 |
120-294 |
120-294 |
121-030 |
|
| S3 |
120-202 |
120-239 |
121-022 |
|
| S4 |
120-110 |
120-147 |
120-316 |
|
|
| 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 |
121-155 |
120-310 |
0-165 |
0.4% |
0-088 |
0.2% |
35% |
False |
False |
468,678 |
| 10 |
121-192 |
120-310 |
0-202 |
0.5% |
0-087 |
0.2% |
28% |
False |
False |
453,778 |
| 20 |
121-192 |
119-307 |
1-205 |
1.4% |
0-098 |
0.3% |
72% |
False |
False |
491,846 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-111 |
0.3% |
80% |
False |
False |
597,672 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-113 |
0.3% |
58% |
False |
False |
410,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-193 |
|
2.618 |
122-043 |
|
1.618 |
121-271 |
|
1.000 |
121-214 |
|
0.618 |
121-179 |
|
HIGH |
121-122 |
|
0.618 |
121-087 |
|
0.500 |
121-076 |
|
0.382 |
121-065 |
|
LOW |
121-030 |
|
0.618 |
120-293 |
|
1.000 |
120-258 |
|
1.618 |
120-201 |
|
2.618 |
120-109 |
|
4.250 |
119-279 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-076 |
121-056 |
| PP |
121-066 |
121-053 |
| S1 |
121-057 |
121-050 |
|