ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 17-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
122-057 |
121-285 |
-0-092 |
-0.2% |
121-250 |
High |
122-080 |
122-005 |
-0-075 |
-0.2% |
122-080 |
Low |
121-302 |
121-260 |
-0-042 |
-0.1% |
121-202 |
Close |
122-012 |
121-265 |
-0-067 |
-0.2% |
121-265 |
Range |
0-098 |
0-065 |
-0-033 |
-33.7% |
0-198 |
ATR |
0-093 |
0-092 |
-0-002 |
-1.6% |
0-000 |
Volume |
8,891 |
7,642 |
-1,249 |
-14.0% |
79,044 |
|
Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-158 |
122-117 |
121-301 |
|
R3 |
122-093 |
122-052 |
121-283 |
|
R2 |
122-028 |
122-028 |
121-277 |
|
R1 |
121-307 |
121-307 |
121-271 |
121-295 |
PP |
121-283 |
121-283 |
121-283 |
121-278 |
S1 |
121-242 |
121-242 |
121-259 |
121-230 |
S2 |
121-218 |
121-218 |
121-253 |
|
S3 |
121-153 |
121-177 |
121-247 |
|
S4 |
121-088 |
121-112 |
121-229 |
|
|
Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-243 |
123-132 |
122-054 |
|
R3 |
123-045 |
122-254 |
121-319 |
|
R2 |
122-167 |
122-167 |
121-301 |
|
R1 |
122-056 |
122-056 |
121-283 |
122-112 |
PP |
121-289 |
121-289 |
121-289 |
121-317 |
S1 |
121-178 |
121-178 |
121-247 |
121-234 |
S2 |
121-091 |
121-091 |
121-229 |
|
S3 |
120-213 |
120-300 |
121-211 |
|
S4 |
120-015 |
120-102 |
121-156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-080 |
121-202 |
0-198 |
0.5% |
0-085 |
0.2% |
32% |
False |
False |
15,808 |
10 |
122-080 |
121-010 |
1-070 |
1.0% |
0-071 |
0.2% |
65% |
False |
False |
14,807 |
20 |
122-080 |
120-057 |
2-023 |
1.7% |
0-086 |
0.2% |
80% |
False |
False |
356,651 |
40 |
122-080 |
120-057 |
2-023 |
1.7% |
0-093 |
0.2% |
80% |
False |
False |
498,860 |
60 |
122-080 |
120-032 |
2-048 |
1.8% |
0-094 |
0.2% |
80% |
False |
False |
505,363 |
80 |
122-080 |
119-112 |
2-288 |
2.4% |
0-101 |
0.3% |
85% |
False |
False |
534,952 |
100 |
122-145 |
119-112 |
3-033 |
2.5% |
0-106 |
0.3% |
80% |
False |
False |
463,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-281 |
2.618 |
122-175 |
1.618 |
122-110 |
1.000 |
122-070 |
0.618 |
122-045 |
HIGH |
122-005 |
0.618 |
121-300 |
0.500 |
121-292 |
0.382 |
121-285 |
LOW |
121-260 |
0.618 |
121-220 |
1.000 |
121-195 |
1.618 |
121-155 |
2.618 |
121-090 |
4.250 |
120-304 |
|
|
Fisher Pivots for day following 17-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
121-292 |
121-306 |
PP |
121-283 |
121-292 |
S1 |
121-274 |
121-279 |
|