ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-075 |
121-122 |
0-047 |
0.1% |
121-060 |
| High |
121-120 |
121-195 |
0-075 |
0.2% |
121-195 |
| Low |
121-075 |
121-110 |
0-035 |
0.1% |
121-010 |
| Close |
121-102 |
121-182 |
0-080 |
0.2% |
121-182 |
| Range |
0-045 |
0-085 |
0-040 |
88.9% |
0-185 |
| ATR |
0-092 |
0-092 |
0-000 |
0.1% |
0-000 |
| Volume |
7,781 |
10,700 |
2,919 |
37.5% |
69,035 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-097 |
122-065 |
121-229 |
|
| R3 |
122-012 |
121-300 |
121-205 |
|
| R2 |
121-247 |
121-247 |
121-198 |
|
| R1 |
121-215 |
121-215 |
121-190 |
121-231 |
| PP |
121-162 |
121-162 |
121-162 |
121-170 |
| S1 |
121-130 |
121-130 |
121-174 |
121-146 |
| S2 |
121-077 |
121-077 |
121-166 |
|
| S3 |
120-312 |
121-045 |
121-159 |
|
| S4 |
120-227 |
120-280 |
121-135 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-044 |
122-298 |
121-284 |
|
| R3 |
122-179 |
122-113 |
121-233 |
|
| R2 |
121-314 |
121-314 |
121-216 |
|
| R1 |
121-248 |
121-248 |
121-199 |
121-281 |
| PP |
121-129 |
121-129 |
121-129 |
121-146 |
| S1 |
121-063 |
121-063 |
121-165 |
121-096 |
| S2 |
120-264 |
120-264 |
121-148 |
|
| S3 |
120-079 |
120-198 |
121-131 |
|
| S4 |
119-214 |
120-013 |
121-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-195 |
121-010 |
0-185 |
0.5% |
0-056 |
0.1% |
93% |
True |
False |
13,807 |
| 10 |
121-195 |
120-057 |
1-138 |
1.2% |
0-093 |
0.2% |
97% |
True |
False |
128,773 |
| 20 |
121-195 |
120-057 |
1-138 |
1.2% |
0-094 |
0.2% |
97% |
True |
False |
557,390 |
| 40 |
121-195 |
120-057 |
1-138 |
1.2% |
0-095 |
0.2% |
97% |
True |
False |
562,367 |
| 60 |
121-195 |
119-307 |
1-208 |
1.4% |
0-097 |
0.2% |
98% |
True |
False |
544,219 |
| 80 |
121-195 |
119-112 |
2-083 |
1.9% |
0-104 |
0.3% |
98% |
True |
False |
573,388 |
| 100 |
122-145 |
119-112 |
3-033 |
2.6% |
0-105 |
0.3% |
72% |
False |
False |
463,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-236 |
|
2.618 |
122-098 |
|
1.618 |
122-013 |
|
1.000 |
121-280 |
|
0.618 |
121-248 |
|
HIGH |
121-195 |
|
0.618 |
121-163 |
|
0.500 |
121-152 |
|
0.382 |
121-142 |
|
LOW |
121-110 |
|
0.618 |
121-057 |
|
1.000 |
121-025 |
|
1.618 |
120-292 |
|
2.618 |
120-207 |
|
4.250 |
120-069 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-172 |
121-164 |
| PP |
121-162 |
121-146 |
| S1 |
121-152 |
121-128 |
|