ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-220 |
120-207 |
-0-013 |
0.0% |
121-110 |
| High |
120-235 |
120-227 |
-0-008 |
0.0% |
121-122 |
| Low |
120-162 |
120-145 |
-0-017 |
0.0% |
120-145 |
| Close |
120-187 |
120-160 |
-0-027 |
-0.1% |
120-160 |
| Range |
0-073 |
0-082 |
0-009 |
12.3% |
0-297 |
| ATR |
0-103 |
0-101 |
-0-001 |
-1.5% |
0-000 |
| Volume |
680,273 |
460,128 |
-220,145 |
-32.4% |
2,696,023 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-103 |
121-054 |
120-205 |
|
| R3 |
121-021 |
120-292 |
120-183 |
|
| R2 |
120-259 |
120-259 |
120-175 |
|
| R1 |
120-210 |
120-210 |
120-168 |
120-194 |
| PP |
120-177 |
120-177 |
120-177 |
120-169 |
| S1 |
120-128 |
120-128 |
120-152 |
120-112 |
| S2 |
120-095 |
120-095 |
120-145 |
|
| S3 |
120-013 |
120-046 |
120-137 |
|
| S4 |
119-251 |
119-284 |
120-115 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-180 |
122-307 |
121-003 |
|
| R3 |
122-203 |
122-010 |
120-242 |
|
| R2 |
121-226 |
121-226 |
120-214 |
|
| R1 |
121-033 |
121-033 |
120-187 |
120-301 |
| PP |
120-249 |
120-249 |
120-249 |
120-223 |
| S1 |
120-056 |
120-056 |
120-133 |
120-004 |
| S2 |
119-272 |
119-272 |
120-106 |
|
| S3 |
118-295 |
119-079 |
120-078 |
|
| S4 |
117-318 |
118-102 |
119-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-122 |
120-145 |
0-297 |
0.8% |
0-096 |
0.2% |
5% |
False |
True |
539,204 |
| 10 |
121-187 |
120-145 |
1-042 |
0.9% |
0-090 |
0.2% |
4% |
False |
True |
503,742 |
| 20 |
121-192 |
120-032 |
1-160 |
1.2% |
0-095 |
0.2% |
27% |
False |
False |
523,881 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-108 |
0.3% |
51% |
False |
False |
553,132 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
37% |
False |
False |
448,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-256 |
|
2.618 |
121-122 |
|
1.618 |
121-040 |
|
1.000 |
120-309 |
|
0.618 |
120-278 |
|
HIGH |
120-227 |
|
0.618 |
120-196 |
|
0.500 |
120-186 |
|
0.382 |
120-176 |
|
LOW |
120-145 |
|
0.618 |
120-094 |
|
1.000 |
120-063 |
|
1.618 |
120-012 |
|
2.618 |
119-250 |
|
4.250 |
119-116 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-186 |
120-258 |
| PP |
120-177 |
120-226 |
| S1 |
120-169 |
120-193 |
|