ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
121-002 |
120-260 |
-0-062 |
-0.2% |
121-065 |
| High |
121-025 |
120-272 |
-0-073 |
-0.2% |
121-152 |
| Low |
120-260 |
120-077 |
-0-183 |
-0.5% |
121-015 |
| Close |
120-287 |
120-087 |
-0-200 |
-0.5% |
121-095 |
| Range |
0-085 |
0-195 |
0-110 |
129.4% |
0-137 |
| ATR |
0-097 |
0-105 |
0-008 |
8.4% |
0-000 |
| Volume |
724,172 |
1,195,991 |
471,819 |
65.2% |
2,884,196 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-090 |
121-284 |
120-194 |
|
| R3 |
121-215 |
121-089 |
120-141 |
|
| R2 |
121-020 |
121-020 |
120-123 |
|
| R1 |
120-214 |
120-214 |
120-105 |
120-180 |
| PP |
120-145 |
120-145 |
120-145 |
120-128 |
| S1 |
120-019 |
120-019 |
120-069 |
119-304 |
| S2 |
119-270 |
119-270 |
120-051 |
|
| S3 |
119-075 |
119-144 |
120-033 |
|
| S4 |
118-200 |
118-269 |
119-300 |
|
|
| 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 |
121-120 |
120-077 |
1-043 |
0.9% |
0-115 |
0.3% |
3% |
False |
True |
744,222 |
| 10 |
121-187 |
120-077 |
1-110 |
1.1% |
0-103 |
0.3% |
2% |
False |
True |
657,746 |
| 20 |
121-187 |
120-077 |
1-110 |
1.1% |
0-099 |
0.3% |
2% |
False |
True |
623,936 |
| 40 |
121-192 |
119-307 |
1-205 |
1.4% |
0-099 |
0.3% |
19% |
False |
False |
565,851 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
41% |
False |
False |
597,483 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
30% |
False |
False |
478,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-141 |
|
2.618 |
122-143 |
|
1.618 |
121-268 |
|
1.000 |
121-147 |
|
0.618 |
121-073 |
|
HIGH |
120-272 |
|
0.618 |
120-198 |
|
0.500 |
120-174 |
|
0.382 |
120-151 |
|
LOW |
120-077 |
|
0.618 |
119-276 |
|
1.000 |
119-202 |
|
1.618 |
119-081 |
|
2.618 |
118-206 |
|
4.250 |
117-208 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-174 |
120-257 |
| PP |
120-145 |
120-200 |
| S1 |
120-116 |
120-144 |
|