ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-110 |
121-002 |
-0-108 |
-0.3% |
121-065 |
| High |
121-117 |
121-025 |
-0-092 |
-0.2% |
121-152 |
| Low |
121-002 |
120-260 |
-0-062 |
-0.2% |
121-015 |
| Close |
121-007 |
120-287 |
-0-040 |
-0.1% |
121-095 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-137 |
| ATR |
0-098 |
0-097 |
-0-001 |
-0.9% |
0-000 |
| Volume |
440,414 |
724,172 |
283,758 |
64.4% |
2,884,196 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-232 |
121-185 |
121-014 |
|
| R3 |
121-147 |
121-100 |
120-310 |
|
| R2 |
121-062 |
121-062 |
120-303 |
|
| R1 |
121-015 |
121-015 |
120-295 |
120-316 |
| PP |
120-297 |
120-297 |
120-297 |
120-288 |
| S1 |
120-250 |
120-250 |
120-279 |
120-231 |
| S2 |
120-212 |
120-212 |
120-271 |
|
| S3 |
120-127 |
120-165 |
120-264 |
|
| S4 |
120-042 |
120-080 |
120-240 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-178 |
122-114 |
121-170 |
|
| R3 |
122-041 |
121-297 |
121-133 |
|
| R2 |
121-224 |
121-224 |
121-120 |
|
| R1 |
121-160 |
121-160 |
121-108 |
121-192 |
| PP |
121-087 |
121-087 |
121-087 |
121-104 |
| S1 |
121-023 |
121-023 |
121-082 |
121-055 |
| S2 |
120-270 |
120-270 |
121-070 |
|
| S3 |
120-133 |
120-206 |
121-057 |
|
| S4 |
119-316 |
120-069 |
121-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-152 |
120-260 |
0-212 |
0.5% |
0-089 |
0.2% |
13% |
False |
True |
617,204 |
| 10 |
121-187 |
120-260 |
0-247 |
0.6% |
0-091 |
0.2% |
11% |
False |
True |
593,689 |
| 20 |
121-187 |
120-090 |
1-097 |
1.1% |
0-098 |
0.3% |
47% |
False |
False |
595,137 |
| 40 |
121-192 |
119-307 |
1-205 |
1.4% |
0-097 |
0.3% |
57% |
False |
False |
547,995 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
69% |
False |
False |
596,860 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-109 |
0.3% |
50% |
False |
False |
463,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-066 |
|
2.618 |
121-248 |
|
1.618 |
121-163 |
|
1.000 |
121-110 |
|
0.618 |
121-078 |
|
HIGH |
121-025 |
|
0.618 |
120-313 |
|
0.500 |
120-302 |
|
0.382 |
120-292 |
|
LOW |
120-260 |
|
0.618 |
120-207 |
|
1.000 |
120-175 |
|
1.618 |
120-122 |
|
2.618 |
120-037 |
|
4.250 |
119-219 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-302 |
121-028 |
| PP |
120-297 |
121-008 |
| S1 |
120-292 |
120-308 |
|