ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-102 |
121-107 |
0-005 |
0.0% |
120-270 |
| High |
121-152 |
121-120 |
-0-032 |
-0.1% |
121-187 |
| Low |
121-085 |
121-027 |
-0-058 |
-0.1% |
120-217 |
| Close |
121-112 |
121-042 |
-0-070 |
-0.2% |
121-057 |
| Range |
0-067 |
0-093 |
0-026 |
38.8% |
0-290 |
| ATR |
0-097 |
0-097 |
0-000 |
-0.3% |
0-000 |
| Volume |
560,903 |
650,199 |
89,296 |
15.9% |
3,016,850 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-022 |
121-285 |
121-093 |
|
| R3 |
121-249 |
121-192 |
121-068 |
|
| R2 |
121-156 |
121-156 |
121-059 |
|
| R1 |
121-099 |
121-099 |
121-051 |
121-081 |
| PP |
121-063 |
121-063 |
121-063 |
121-054 |
| S1 |
121-006 |
121-006 |
121-033 |
120-308 |
| S2 |
120-290 |
120-290 |
121-025 |
|
| S3 |
120-197 |
120-233 |
121-016 |
|
| S4 |
120-104 |
120-140 |
120-311 |
|
|
| 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 |
121-027 |
0-160 |
0.4% |
0-087 |
0.2% |
9% |
False |
True |
592,201 |
| 10 |
121-187 |
120-215 |
0-292 |
0.8% |
0-096 |
0.2% |
50% |
False |
False |
588,361 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-096 |
0.2% |
65% |
False |
False |
567,344 |
| 40 |
121-192 |
119-307 |
1-205 |
1.4% |
0-098 |
0.3% |
71% |
False |
False |
537,634 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-108 |
0.3% |
79% |
False |
False |
578,721 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-108 |
0.3% |
57% |
False |
False |
439,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-195 |
|
2.618 |
122-043 |
|
1.618 |
121-270 |
|
1.000 |
121-213 |
|
0.618 |
121-177 |
|
HIGH |
121-120 |
|
0.618 |
121-084 |
|
0.500 |
121-074 |
|
0.382 |
121-063 |
|
LOW |
121-027 |
|
0.618 |
120-290 |
|
1.000 |
120-254 |
|
1.618 |
120-197 |
|
2.618 |
120-104 |
|
4.250 |
119-272 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-074 |
121-090 |
| PP |
121-063 |
121-074 |
| S1 |
121-052 |
121-058 |
|