ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-110 |
120-230 |
0-120 |
0.3% |
121-110 |
| High |
120-232 |
120-297 |
0-065 |
0.2% |
121-122 |
| Low |
120-100 |
120-192 |
0-092 |
0.2% |
120-145 |
| Close |
120-202 |
120-262 |
0-060 |
0.2% |
120-160 |
| Range |
0-132 |
0-105 |
-0-027 |
-20.5% |
0-297 |
| ATR |
0-100 |
0-101 |
0-000 |
0.3% |
0-000 |
| Volume |
651,266 |
690,938 |
39,672 |
6.1% |
2,696,023 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-245 |
121-199 |
121-000 |
|
| R3 |
121-140 |
121-094 |
120-291 |
|
| R2 |
121-035 |
121-035 |
120-281 |
|
| R1 |
120-309 |
120-309 |
120-272 |
121-012 |
| PP |
120-250 |
120-250 |
120-250 |
120-262 |
| S1 |
120-204 |
120-204 |
120-252 |
120-227 |
| S2 |
120-145 |
120-145 |
120-243 |
|
| S3 |
120-040 |
120-099 |
120-233 |
|
| S4 |
119-255 |
119-314 |
120-204 |
|
|
| 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 |
120-297 |
120-090 |
0-207 |
0.5% |
0-094 |
0.2% |
83% |
True |
False |
568,788 |
| 10 |
121-122 |
120-090 |
1-032 |
0.9% |
0-097 |
0.3% |
49% |
False |
False |
546,328 |
| 20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-090 |
0.2% |
41% |
False |
False |
518,334 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
65% |
False |
False |
541,723 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-116 |
0.3% |
47% |
False |
False |
487,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-103 |
|
2.618 |
121-252 |
|
1.618 |
121-147 |
|
1.000 |
121-082 |
|
0.618 |
121-042 |
|
HIGH |
120-297 |
|
0.618 |
120-257 |
|
0.500 |
120-244 |
|
0.382 |
120-232 |
|
LOW |
120-192 |
|
0.618 |
120-127 |
|
1.000 |
120-087 |
|
1.618 |
120-022 |
|
2.618 |
119-237 |
|
4.250 |
119-066 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-256 |
120-239 |
| PP |
120-250 |
120-216 |
| S1 |
120-244 |
120-194 |
|