ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
121-065 |
121-127 |
0-062 |
0.2% |
120-270 |
High |
121-132 |
121-132 |
0-000 |
0.0% |
121-187 |
Low |
121-050 |
121-080 |
0-030 |
0.1% |
120-217 |
Close |
121-112 |
121-110 |
-0-002 |
0.0% |
121-057 |
Range |
0-082 |
0-052 |
-0-030 |
-36.6% |
0-290 |
ATR |
0-103 |
0-100 |
-0-004 |
-3.6% |
0-000 |
Volume |
456,610 |
506,150 |
49,540 |
10.8% |
3,016,850 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-263 |
121-239 |
121-139 |
|
R3 |
121-211 |
121-187 |
121-124 |
|
R2 |
121-159 |
121-159 |
121-120 |
|
R1 |
121-135 |
121-135 |
121-115 |
121-121 |
PP |
121-107 |
121-107 |
121-107 |
121-100 |
S1 |
121-083 |
121-083 |
121-105 |
121-069 |
S2 |
121-055 |
121-055 |
121-100 |
|
S3 |
121-003 |
121-031 |
121-096 |
|
S4 |
120-271 |
120-299 |
121-081 |
|
|
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 |
120-305 |
0-202 |
0.5% |
0-094 |
0.2% |
62% |
False |
False |
570,174 |
10 |
121-187 |
120-100 |
1-087 |
1.0% |
0-104 |
0.3% |
81% |
False |
False |
601,471 |
20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-096 |
0.2% |
82% |
False |
False |
560,695 |
40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-103 |
0.3% |
89% |
False |
False |
543,612 |
60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-110 |
0.3% |
89% |
False |
False |
561,299 |
80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-107 |
0.3% |
64% |
False |
False |
424,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-033 |
2.618 |
121-268 |
1.618 |
121-216 |
1.000 |
121-184 |
0.618 |
121-164 |
HIGH |
121-132 |
0.618 |
121-112 |
0.500 |
121-106 |
0.382 |
121-100 |
LOW |
121-080 |
0.618 |
121-048 |
1.000 |
121-028 |
1.618 |
120-316 |
2.618 |
120-264 |
4.250 |
120-179 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
121-109 |
121-116 |
PP |
121-107 |
121-114 |
S1 |
121-106 |
121-112 |
|