ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-110 |
121-045 |
-0-065 |
-0.2% |
121-165 |
| High |
121-122 |
121-047 |
-0-075 |
-0.2% |
121-187 |
| Low |
121-030 |
120-305 |
-0-045 |
-0.1% |
120-310 |
| Close |
121-047 |
121-007 |
-0-040 |
-0.1% |
121-077 |
| Range |
0-092 |
0-062 |
-0-030 |
-32.6% |
0-197 |
| ATR |
0-103 |
0-100 |
-0-003 |
-2.8% |
0-000 |
| Volume |
415,434 |
520,189 |
104,755 |
25.2% |
2,341,406 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-199 |
121-165 |
121-041 |
|
| R3 |
121-137 |
121-103 |
121-024 |
|
| R2 |
121-075 |
121-075 |
121-018 |
|
| R1 |
121-041 |
121-041 |
121-013 |
121-027 |
| PP |
121-013 |
121-013 |
121-013 |
121-006 |
| S1 |
120-299 |
120-299 |
121-001 |
120-285 |
| S2 |
120-271 |
120-271 |
120-316 |
|
| S3 |
120-209 |
120-237 |
120-310 |
|
| S4 |
120-147 |
120-175 |
120-293 |
|
|
| 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 |
121-122 |
120-305 |
0-137 |
0.4% |
0-081 |
0.2% |
16% |
False |
True |
479,438 |
| 10 |
121-192 |
120-305 |
0-207 |
0.5% |
0-085 |
0.2% |
11% |
False |
True |
456,659 |
| 20 |
121-192 |
119-307 |
1-205 |
1.4% |
0-096 |
0.2% |
65% |
False |
False |
500,854 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-111 |
0.3% |
74% |
False |
False |
597,722 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-112 |
0.3% |
54% |
False |
False |
419,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-310 |
|
2.618 |
121-209 |
|
1.618 |
121-147 |
|
1.000 |
121-109 |
|
0.618 |
121-085 |
|
HIGH |
121-047 |
|
0.618 |
121-023 |
|
0.500 |
121-016 |
|
0.382 |
121-009 |
|
LOW |
120-305 |
|
0.618 |
120-267 |
|
1.000 |
120-243 |
|
1.618 |
120-205 |
|
2.618 |
120-143 |
|
4.250 |
120-042 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-016 |
121-054 |
| PP |
121-013 |
121-038 |
| S1 |
121-010 |
121-022 |
|