ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-225 |
121-022 |
0-117 |
0.3% |
120-162 |
| High |
121-050 |
121-062 |
0-012 |
0.0% |
120-305 |
| Low |
120-220 |
120-305 |
0-085 |
0.2% |
120-090 |
| Close |
121-015 |
121-042 |
0-027 |
0.1% |
120-292 |
| Range |
0-150 |
0-077 |
-0-073 |
-48.7% |
0-215 |
| ATR |
0-103 |
0-101 |
-0-002 |
-1.8% |
0-000 |
| Volume |
700,372 |
555,417 |
-144,955 |
-20.7% |
3,076,714 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-261 |
121-228 |
121-084 |
|
| R3 |
121-184 |
121-151 |
121-063 |
|
| R2 |
121-107 |
121-107 |
121-056 |
|
| R1 |
121-074 |
121-074 |
121-049 |
121-090 |
| PP |
121-030 |
121-030 |
121-030 |
121-038 |
| S1 |
120-317 |
120-317 |
121-035 |
121-014 |
| S2 |
120-273 |
120-273 |
121-028 |
|
| S3 |
120-196 |
120-240 |
121-021 |
|
| S4 |
120-119 |
120-163 |
121-000 |
|
|
| 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 |
121-062 |
120-192 |
0-190 |
0.5% |
0-103 |
0.3% |
89% |
True |
False |
613,599 |
| 10 |
121-062 |
120-090 |
0-292 |
0.8% |
0-096 |
0.2% |
93% |
True |
False |
590,127 |
| 20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-095 |
0.2% |
64% |
False |
False |
533,025 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-105 |
0.3% |
79% |
False |
False |
540,018 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
57% |
False |
False |
525,934 |
| 80 |
122-145 |
118-313 |
3-152 |
2.9% |
0-104 |
0.3% |
62% |
False |
False |
396,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-069 |
|
2.618 |
121-264 |
|
1.618 |
121-187 |
|
1.000 |
121-139 |
|
0.618 |
121-110 |
|
HIGH |
121-062 |
|
0.618 |
121-033 |
|
0.500 |
121-024 |
|
0.382 |
121-014 |
|
LOW |
120-305 |
|
0.618 |
120-257 |
|
1.000 |
120-228 |
|
1.618 |
120-180 |
|
2.618 |
120-103 |
|
4.250 |
119-298 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-036 |
121-021 |
| PP |
121-030 |
121-000 |
| S1 |
121-024 |
120-300 |
|