ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
120-220 |
-0-100 |
-0.3% |
121-165 |
| High |
121-052 |
120-235 |
-0-137 |
-0.4% |
121-187 |
| Low |
120-200 |
120-162 |
-0-038 |
-0.1% |
120-310 |
| Close |
120-207 |
120-187 |
-0-020 |
-0.1% |
121-077 |
| Range |
0-172 |
0-073 |
-0-099 |
-57.6% |
0-197 |
| ATR |
0-105 |
0-103 |
-0-002 |
-2.2% |
0-000 |
| Volume |
619,999 |
680,273 |
60,274 |
9.7% |
2,341,406 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-094 |
121-053 |
120-227 |
|
| R3 |
121-021 |
120-300 |
120-207 |
|
| R2 |
120-268 |
120-268 |
120-200 |
|
| R1 |
120-227 |
120-227 |
120-194 |
120-211 |
| PP |
120-195 |
120-195 |
120-195 |
120-186 |
| S1 |
120-154 |
120-154 |
120-180 |
120-138 |
| S2 |
120-122 |
120-122 |
120-174 |
|
| S3 |
120-049 |
120-081 |
120-167 |
|
| S4 |
119-296 |
120-008 |
120-147 |
|
|
| 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 |
120-162 |
0-280 |
0.7% |
0-099 |
0.3% |
9% |
False |
True |
523,868 |
| 10 |
121-187 |
120-162 |
1-025 |
0.9% |
0-089 |
0.2% |
7% |
False |
True |
495,320 |
| 20 |
121-192 |
120-032 |
1-160 |
1.2% |
0-096 |
0.2% |
32% |
False |
False |
518,368 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-109 |
0.3% |
55% |
False |
False |
571,044 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
40% |
False |
False |
440,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-225 |
|
2.618 |
121-106 |
|
1.618 |
121-033 |
|
1.000 |
120-308 |
|
0.618 |
120-280 |
|
HIGH |
120-235 |
|
0.618 |
120-207 |
|
0.500 |
120-198 |
|
0.382 |
120-190 |
|
LOW |
120-162 |
|
0.618 |
120-117 |
|
1.000 |
120-089 |
|
1.618 |
120-044 |
|
2.618 |
119-291 |
|
4.250 |
119-172 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-198 |
120-267 |
| PP |
120-195 |
120-240 |
| S1 |
120-191 |
120-214 |
|