ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-097 |
121-065 |
-0-032 |
-0.1% |
120-270 |
| High |
121-187 |
121-132 |
-0-055 |
-0.1% |
121-187 |
| Low |
121-045 |
121-050 |
0-005 |
0.0% |
120-217 |
| Close |
121-057 |
121-112 |
0-055 |
0.1% |
121-057 |
| Range |
0-142 |
0-082 |
-0-060 |
-42.3% |
0-290 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.6% |
0-000 |
| Volume |
787,147 |
456,610 |
-330,537 |
-42.0% |
3,016,850 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-024 |
121-310 |
121-157 |
|
| R3 |
121-262 |
121-228 |
121-135 |
|
| R2 |
121-180 |
121-180 |
121-127 |
|
| R1 |
121-146 |
121-146 |
121-120 |
121-163 |
| PP |
121-098 |
121-098 |
121-098 |
121-106 |
| S1 |
121-064 |
121-064 |
121-104 |
121-081 |
| S2 |
121-016 |
121-016 |
121-097 |
|
| S3 |
120-254 |
120-302 |
121-089 |
|
| S4 |
120-172 |
120-220 |
121-067 |
|
|
| 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 |
120-220 |
0-287 |
0.7% |
0-113 |
0.3% |
74% |
False |
False |
609,018 |
| 10 |
121-187 |
120-090 |
1-097 |
1.1% |
0-106 |
0.3% |
82% |
False |
False |
609,924 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-098 |
0.3% |
82% |
False |
False |
558,707 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-104 |
0.3% |
89% |
False |
False |
540,376 |
| 60 |
121-220 |
119-112 |
2-108 |
1.9% |
0-112 |
0.3% |
86% |
False |
False |
553,446 |
| 80 |
122-145 |
119-107 |
3-038 |
2.6% |
0-106 |
0.3% |
65% |
False |
False |
418,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-160 |
|
2.618 |
122-027 |
|
1.618 |
121-265 |
|
1.000 |
121-214 |
|
0.618 |
121-183 |
|
HIGH |
121-132 |
|
0.618 |
121-101 |
|
0.500 |
121-091 |
|
0.382 |
121-081 |
|
LOW |
121-050 |
|
0.618 |
120-319 |
|
1.000 |
120-288 |
|
1.618 |
120-237 |
|
2.618 |
120-155 |
|
4.250 |
120-022 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-105 |
121-106 |
| PP |
121-098 |
121-100 |
| S1 |
121-091 |
121-094 |
|