ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
121-060 |
0-200 |
0.5% |
120-087 |
| High |
121-092 |
121-067 |
-0-025 |
-0.1% |
121-092 |
| Low |
120-165 |
121-010 |
0-165 |
0.4% |
120-057 |
| Close |
121-062 |
121-055 |
-0-007 |
0.0% |
121-062 |
| Range |
0-247 |
0-057 |
-0-190 |
-76.9% |
1-035 |
| ATR |
0-107 |
0-103 |
-0-004 |
-3.3% |
0-000 |
| Volume |
51,014 |
32,964 |
-18,050 |
-35.4% |
444,706 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-215 |
121-192 |
121-086 |
|
| R3 |
121-158 |
121-135 |
121-071 |
|
| R2 |
121-101 |
121-101 |
121-065 |
|
| R1 |
121-078 |
121-078 |
121-060 |
121-061 |
| PP |
121-044 |
121-044 |
121-044 |
121-036 |
| S1 |
121-021 |
121-021 |
121-050 |
121-004 |
| S2 |
120-307 |
120-307 |
121-045 |
|
| S3 |
120-250 |
120-284 |
121-039 |
|
| S4 |
120-193 |
120-227 |
121-024 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-069 |
123-260 |
121-257 |
|
| R3 |
123-034 |
122-225 |
121-160 |
|
| R2 |
121-319 |
121-319 |
121-127 |
|
| R1 |
121-190 |
121-190 |
121-095 |
121-254 |
| PP |
120-284 |
120-284 |
120-284 |
120-316 |
| S1 |
120-155 |
120-155 |
121-029 |
120-220 |
| S2 |
119-249 |
119-249 |
120-317 |
|
| S3 |
118-214 |
119-120 |
120-284 |
|
| S4 |
117-179 |
118-085 |
120-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-092 |
120-057 |
1-035 |
0.9% |
0-117 |
0.3% |
90% |
False |
False |
95,534 |
| 10 |
121-092 |
120-057 |
1-035 |
0.9% |
0-101 |
0.3% |
90% |
False |
False |
644,873 |
| 20 |
121-152 |
120-057 |
1-095 |
1.1% |
0-097 |
0.3% |
77% |
False |
False |
664,280 |
| 40 |
121-187 |
120-057 |
1-130 |
1.2% |
0-098 |
0.3% |
71% |
False |
False |
610,414 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-102 |
0.3% |
81% |
False |
False |
582,758 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-111 |
0.3% |
59% |
False |
False |
576,081 |
| 100 |
122-145 |
119-030 |
3-115 |
2.8% |
0-105 |
0.3% |
62% |
False |
False |
463,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-309 |
|
2.618 |
121-216 |
|
1.618 |
121-159 |
|
1.000 |
121-124 |
|
0.618 |
121-102 |
|
HIGH |
121-067 |
|
0.618 |
121-045 |
|
0.500 |
121-038 |
|
0.382 |
121-032 |
|
LOW |
121-010 |
|
0.618 |
120-295 |
|
1.000 |
120-273 |
|
1.618 |
120-238 |
|
2.618 |
120-181 |
|
4.250 |
120-088 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-050 |
121-020 |
| PP |
121-044 |
120-304 |
| S1 |
121-038 |
120-268 |
|