ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
121-122 |
121-250 |
0-128 |
0.3% |
121-060 |
High |
121-195 |
121-250 |
0-055 |
0.1% |
121-195 |
Low |
121-110 |
121-202 |
0-092 |
0.2% |
121-010 |
Close |
121-182 |
121-237 |
0-055 |
0.1% |
121-182 |
Range |
0-085 |
0-048 |
-0-037 |
-43.5% |
0-185 |
ATR |
0-092 |
0-090 |
-0-002 |
-1.9% |
0-000 |
Volume |
10,700 |
2,925 |
-7,775 |
-72.7% |
69,035 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-054 |
122-033 |
121-263 |
|
R3 |
122-006 |
121-305 |
121-250 |
|
R2 |
121-278 |
121-278 |
121-246 |
|
R1 |
121-257 |
121-257 |
121-241 |
121-244 |
PP |
121-230 |
121-230 |
121-230 |
121-223 |
S1 |
121-209 |
121-209 |
121-233 |
121-196 |
S2 |
121-182 |
121-182 |
121-228 |
|
S3 |
121-134 |
121-161 |
121-224 |
|
S4 |
121-086 |
121-113 |
121-211 |
|
|
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 |
121-250 |
121-027 |
0-223 |
0.6% |
0-055 |
0.1% |
94% |
True |
False |
7,799 |
10 |
121-250 |
120-057 |
1-193 |
1.3% |
0-086 |
0.2% |
97% |
True |
False |
51,666 |
20 |
121-250 |
120-057 |
1-193 |
1.3% |
0-092 |
0.2% |
97% |
True |
False |
522,020 |
40 |
121-250 |
120-057 |
1-193 |
1.3% |
0-094 |
0.2% |
97% |
True |
False |
552,854 |
60 |
121-250 |
119-307 |
1-263 |
1.5% |
0-095 |
0.2% |
98% |
True |
False |
533,384 |
80 |
121-250 |
119-112 |
2-138 |
2.0% |
0-103 |
0.3% |
98% |
True |
False |
572,067 |
100 |
122-145 |
119-112 |
3-033 |
2.5% |
0-105 |
0.3% |
77% |
False |
False |
463,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-134 |
2.618 |
122-056 |
1.618 |
122-008 |
1.000 |
121-298 |
0.618 |
121-280 |
HIGH |
121-250 |
0.618 |
121-232 |
0.500 |
121-226 |
0.382 |
121-220 |
LOW |
121-202 |
0.618 |
121-172 |
1.000 |
121-154 |
1.618 |
121-124 |
2.618 |
121-076 |
4.250 |
120-318 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
121-233 |
121-212 |
PP |
121-230 |
121-187 |
S1 |
121-226 |
121-162 |
|