ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
120-087 |
120-147 |
0-060 |
0.2% |
120-152 |
High |
120-175 |
120-210 |
0-035 |
0.1% |
120-192 |
Low |
120-057 |
120-120 |
0-063 |
0.2% |
120-062 |
Close |
120-175 |
120-130 |
-0-045 |
-0.1% |
120-165 |
Range |
0-118 |
0-090 |
-0-028 |
-23.7% |
0-130 |
ATR |
0-098 |
0-098 |
-0-001 |
-0.6% |
0-000 |
Volume |
277,091 |
84,358 |
-192,733 |
-69.6% |
5,971,065 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-103 |
121-047 |
120-180 |
|
R3 |
121-013 |
120-277 |
120-155 |
|
R2 |
120-243 |
120-243 |
120-146 |
|
R1 |
120-187 |
120-187 |
120-138 |
120-170 |
PP |
120-153 |
120-153 |
120-153 |
120-145 |
S1 |
120-097 |
120-097 |
120-122 |
120-080 |
S2 |
120-063 |
120-063 |
120-114 |
|
S3 |
119-293 |
120-007 |
120-105 |
|
S4 |
119-203 |
119-237 |
120-080 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-210 |
121-157 |
120-236 |
|
R3 |
121-080 |
121-027 |
120-201 |
|
R2 |
120-270 |
120-270 |
120-189 |
|
R1 |
120-217 |
120-217 |
120-177 |
120-244 |
PP |
120-140 |
120-140 |
120-140 |
120-153 |
S1 |
120-087 |
120-087 |
120-153 |
120-114 |
S2 |
120-010 |
120-010 |
120-141 |
|
S3 |
119-200 |
119-277 |
120-129 |
|
S4 |
119-070 |
119-147 |
120-094 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-210 |
120-057 |
0-153 |
0.4% |
0-095 |
0.2% |
48% |
True |
False |
842,016 |
10 |
120-272 |
120-057 |
0-215 |
0.6% |
0-099 |
0.3% |
34% |
False |
False |
912,060 |
20 |
121-187 |
120-057 |
1-130 |
1.2% |
0-095 |
0.2% |
16% |
False |
False |
752,874 |
40 |
121-192 |
120-057 |
1-135 |
1.2% |
0-095 |
0.2% |
16% |
False |
False |
639,748 |
60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-103 |
0.3% |
47% |
False |
False |
611,654 |
80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-110 |
0.3% |
34% |
False |
False |
576,005 |
100 |
122-145 |
118-307 |
3-158 |
2.9% |
0-101 |
0.3% |
41% |
False |
False |
461,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-272 |
2.618 |
121-126 |
1.618 |
121-036 |
1.000 |
120-300 |
0.618 |
120-266 |
HIGH |
120-210 |
0.618 |
120-176 |
0.500 |
120-165 |
0.382 |
120-154 |
LOW |
120-120 |
0.618 |
120-064 |
1.000 |
120-030 |
1.618 |
119-294 |
2.618 |
119-204 |
4.250 |
119-058 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
120-165 |
120-134 |
PP |
120-153 |
120-132 |
S1 |
120-142 |
120-131 |
|