ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
120-230 |
120-280 |
0-050 |
0.1% |
120-162 |
High |
120-297 |
120-305 |
0-008 |
0.0% |
120-305 |
Low |
120-192 |
120-215 |
0-023 |
0.1% |
120-090 |
Close |
120-262 |
120-292 |
0-030 |
0.1% |
120-292 |
Range |
0-105 |
0-090 |
-0-015 |
-14.3% |
0-215 |
ATR |
0-101 |
0-100 |
-0-001 |
-0.8% |
0-000 |
Volume |
690,938 |
692,901 |
1,963 |
0.3% |
3,076,714 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-221 |
121-186 |
121-022 |
|
R3 |
121-131 |
121-096 |
120-317 |
|
R2 |
121-041 |
121-041 |
120-308 |
|
R1 |
121-006 |
121-006 |
120-300 |
121-024 |
PP |
120-271 |
120-271 |
120-271 |
120-279 |
S1 |
120-236 |
120-236 |
120-284 |
120-254 |
S2 |
120-181 |
120-181 |
120-276 |
|
S3 |
120-091 |
120-146 |
120-267 |
|
S4 |
120-001 |
120-056 |
120-242 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-234 |
122-158 |
121-090 |
|
R3 |
122-019 |
121-263 |
121-031 |
|
R2 |
121-124 |
121-124 |
121-011 |
|
R1 |
121-048 |
121-048 |
120-312 |
121-086 |
PP |
120-229 |
120-229 |
120-229 |
120-248 |
S1 |
120-153 |
120-153 |
120-272 |
120-191 |
S2 |
120-014 |
120-014 |
120-253 |
|
S3 |
119-119 |
119-258 |
120-233 |
|
S4 |
118-224 |
119-043 |
120-174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-305 |
120-090 |
0-215 |
0.6% |
0-096 |
0.2% |
94% |
True |
False |
615,342 |
10 |
121-122 |
120-090 |
1-032 |
0.9% |
0-096 |
0.2% |
57% |
False |
False |
577,273 |
20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-090 |
0.2% |
48% |
False |
False |
514,811 |
40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
69% |
False |
False |
544,638 |
60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
50% |
False |
False |
498,711 |
80 |
122-145 |
118-120 |
4-025 |
3.4% |
0-101 |
0.3% |
62% |
False |
False |
375,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-048 |
2.618 |
121-221 |
1.618 |
121-131 |
1.000 |
121-075 |
0.618 |
121-041 |
HIGH |
120-305 |
0.618 |
120-271 |
0.500 |
120-260 |
0.382 |
120-249 |
LOW |
120-215 |
0.618 |
120-159 |
1.000 |
120-125 |
1.618 |
120-069 |
2.618 |
119-299 |
4.250 |
119-152 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-281 |
120-262 |
PP |
120-271 |
120-232 |
S1 |
120-260 |
120-202 |
|