ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-147 |
120-095 |
-0-052 |
-0.1% |
121-110 |
| High |
120-165 |
120-112 |
-0-053 |
-0.1% |
121-117 |
| Low |
120-072 |
120-062 |
-0-010 |
0.0% |
120-070 |
| Close |
120-110 |
120-100 |
-0-010 |
0.0% |
120-145 |
| Range |
0-093 |
0-050 |
-0-043 |
-46.2% |
1-047 |
| ATR |
0-098 |
0-095 |
-0-003 |
-3.5% |
0-000 |
| Volume |
1,242,935 |
1,538,114 |
295,179 |
23.7% |
3,952,674 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-241 |
120-221 |
120-128 |
|
| R3 |
120-191 |
120-171 |
120-114 |
|
| R2 |
120-141 |
120-141 |
120-109 |
|
| R1 |
120-121 |
120-121 |
120-105 |
120-131 |
| PP |
120-091 |
120-091 |
120-091 |
120-096 |
| S1 |
120-071 |
120-071 |
120-095 |
120-081 |
| S2 |
120-041 |
120-041 |
120-091 |
|
| S3 |
119-311 |
120-021 |
120-086 |
|
| S4 |
119-261 |
119-291 |
120-072 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-038 |
123-139 |
121-027 |
|
| R3 |
122-311 |
122-092 |
120-246 |
|
| R2 |
121-264 |
121-264 |
120-212 |
|
| R1 |
121-045 |
121-045 |
120-179 |
120-291 |
| PP |
120-217 |
120-217 |
120-217 |
120-180 |
| S1 |
119-318 |
119-318 |
120-111 |
119-244 |
| S2 |
119-170 |
119-170 |
120-078 |
|
| S3 |
118-123 |
118-271 |
120-044 |
|
| S4 |
117-076 |
117-224 |
119-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-185 |
120-062 |
0-123 |
0.3% |
0-074 |
0.2% |
31% |
False |
True |
1,050,528 |
| 10 |
121-120 |
120-062 |
1-058 |
1.0% |
0-094 |
0.2% |
10% |
False |
True |
897,375 |
| 20 |
121-187 |
120-062 |
1-125 |
1.2% |
0-096 |
0.2% |
9% |
False |
True |
744,905 |
| 40 |
121-192 |
120-062 |
1-130 |
1.2% |
0-093 |
0.2% |
8% |
False |
True |
633,424 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-103 |
0.3% |
43% |
False |
False |
609,326 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
31% |
False |
False |
543,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-004 |
|
2.618 |
120-243 |
|
1.618 |
120-193 |
|
1.000 |
120-162 |
|
0.618 |
120-143 |
|
HIGH |
120-112 |
|
0.618 |
120-093 |
|
0.500 |
120-087 |
|
0.382 |
120-081 |
|
LOW |
120-062 |
|
0.618 |
120-031 |
|
1.000 |
120-012 |
|
1.618 |
119-301 |
|
2.618 |
119-251 |
|
4.250 |
119-170 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-096 |
120-124 |
| PP |
120-091 |
120-116 |
| S1 |
120-087 |
120-108 |
|