ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
121-075 |
-0-005 |
0.0% |
120-087 |
| High |
121-092 |
121-120 |
0-028 |
0.1% |
121-092 |
| Low |
121-062 |
121-075 |
0-013 |
0.0% |
120-057 |
| Close |
121-072 |
121-102 |
0-030 |
0.1% |
121-062 |
| Range |
0-030 |
0-045 |
0-015 |
50.0% |
1-035 |
| ATR |
0-095 |
0-092 |
-0-003 |
-3.5% |
0-000 |
| Volume |
5,928 |
7,781 |
1,853 |
31.3% |
444,706 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-234 |
121-213 |
121-127 |
|
| R3 |
121-189 |
121-168 |
121-114 |
|
| R2 |
121-144 |
121-144 |
121-110 |
|
| R1 |
121-123 |
121-123 |
121-106 |
121-134 |
| PP |
121-099 |
121-099 |
121-099 |
121-104 |
| S1 |
121-078 |
121-078 |
121-098 |
121-088 |
| S2 |
121-054 |
121-054 |
121-094 |
|
| S3 |
121-009 |
121-033 |
121-090 |
|
| S4 |
120-284 |
120-308 |
121-077 |
|
|
| 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 |
121-120 |
120-165 |
0-275 |
0.7% |
0-089 |
0.2% |
93% |
True |
False |
21,869 |
| 10 |
121-120 |
120-057 |
1-063 |
1.0% |
0-094 |
0.2% |
95% |
True |
False |
281,356 |
| 20 |
121-120 |
120-057 |
1-063 |
1.0% |
0-094 |
0.2% |
95% |
True |
False |
589,365 |
| 40 |
121-187 |
120-057 |
1-130 |
1.2% |
0-095 |
0.2% |
81% |
False |
False |
574,542 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-100 |
0.3% |
88% |
False |
False |
558,805 |
| 80 |
121-192 |
119-112 |
2-080 |
1.9% |
0-106 |
0.3% |
88% |
False |
False |
574,637 |
| 100 |
122-145 |
119-112 |
3-033 |
2.6% |
0-104 |
0.3% |
63% |
False |
False |
463,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-311 |
|
2.618 |
121-238 |
|
1.618 |
121-193 |
|
1.000 |
121-165 |
|
0.618 |
121-148 |
|
HIGH |
121-120 |
|
0.618 |
121-103 |
|
0.500 |
121-098 |
|
0.382 |
121-092 |
|
LOW |
121-075 |
|
0.618 |
121-047 |
|
1.000 |
121-030 |
|
1.618 |
121-002 |
|
2.618 |
120-277 |
|
4.250 |
120-204 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-100 |
121-092 |
| PP |
121-099 |
121-083 |
| S1 |
121-098 |
121-074 |
|