ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-052 |
121-097 |
0-045 |
0.1% |
120-270 |
| High |
121-117 |
121-187 |
0-070 |
0.2% |
121-187 |
| Low |
121-002 |
121-045 |
0-043 |
0.1% |
120-217 |
| Close |
121-092 |
121-057 |
-0-035 |
-0.1% |
121-057 |
| Range |
0-115 |
0-142 |
0-027 |
23.5% |
0-290 |
| ATR |
0-102 |
0-105 |
0-003 |
2.8% |
0-000 |
| Volume |
545,547 |
787,147 |
241,600 |
44.3% |
3,016,850 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-202 |
122-112 |
121-135 |
|
| R3 |
122-060 |
121-290 |
121-096 |
|
| R2 |
121-238 |
121-238 |
121-083 |
|
| R1 |
121-148 |
121-148 |
121-070 |
121-122 |
| PP |
121-096 |
121-096 |
121-096 |
121-084 |
| S1 |
121-006 |
121-006 |
121-044 |
120-300 |
| S2 |
120-274 |
120-274 |
121-031 |
|
| S3 |
120-132 |
120-184 |
121-018 |
|
| S4 |
119-310 |
120-042 |
120-299 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-277 |
123-137 |
121-216 |
|
| R3 |
122-307 |
122-167 |
121-137 |
|
| R2 |
122-017 |
122-017 |
121-110 |
|
| R1 |
121-197 |
121-197 |
121-084 |
121-267 |
| PP |
121-047 |
121-047 |
121-047 |
121-082 |
| S1 |
120-227 |
120-227 |
121-030 |
120-297 |
| S2 |
120-077 |
120-077 |
121-004 |
|
| S3 |
119-107 |
119-257 |
120-297 |
|
| S4 |
118-137 |
118-287 |
120-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-187 |
120-217 |
0-290 |
0.7% |
0-116 |
0.3% |
55% |
True |
False |
603,370 |
| 10 |
121-187 |
120-090 |
1-097 |
1.1% |
0-106 |
0.3% |
69% |
True |
False |
609,356 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-098 |
0.3% |
69% |
True |
False |
556,549 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-105 |
0.3% |
81% |
False |
False |
541,997 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-115 |
0.3% |
59% |
False |
False |
546,681 |
| 80 |
122-145 |
119-030 |
3-115 |
2.8% |
0-107 |
0.3% |
62% |
False |
False |
412,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-150 |
|
2.618 |
122-239 |
|
1.618 |
122-097 |
|
1.000 |
122-009 |
|
0.618 |
121-275 |
|
HIGH |
121-187 |
|
0.618 |
121-133 |
|
0.500 |
121-116 |
|
0.382 |
121-099 |
|
LOW |
121-045 |
|
0.618 |
120-277 |
|
1.000 |
120-223 |
|
1.618 |
120-135 |
|
2.618 |
119-313 |
|
4.250 |
119-082 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-116 |
121-086 |
| PP |
121-096 |
121-076 |
| S1 |
121-077 |
121-067 |
|