ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-285 |
121-212 |
-0-073 |
-0.2% |
121-250 |
| High |
122-005 |
121-222 |
-0-103 |
-0.3% |
122-080 |
| Low |
121-260 |
121-180 |
-0-080 |
-0.2% |
121-202 |
| Close |
121-265 |
121-210 |
-0-055 |
-0.1% |
121-265 |
| Range |
0-065 |
0-042 |
-0-023 |
-35.4% |
0-198 |
| ATR |
0-092 |
0-091 |
0-000 |
-0.5% |
0-000 |
| Volume |
7,642 |
4,094 |
-3,548 |
-46.4% |
79,044 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-010 |
121-312 |
121-233 |
|
| R3 |
121-288 |
121-270 |
121-222 |
|
| R2 |
121-246 |
121-246 |
121-218 |
|
| R1 |
121-228 |
121-228 |
121-214 |
121-216 |
| PP |
121-204 |
121-204 |
121-204 |
121-198 |
| S1 |
121-186 |
121-186 |
121-206 |
121-174 |
| S2 |
121-162 |
121-162 |
121-202 |
|
| S3 |
121-120 |
121-144 |
121-198 |
|
| S4 |
121-078 |
121-102 |
121-187 |
|
|
| 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 |
121-180 |
0-220 |
0.6% |
0-084 |
0.2% |
14% |
False |
True |
16,042 |
| 10 |
122-080 |
121-027 |
1-053 |
1.0% |
0-069 |
0.2% |
49% |
False |
False |
11,920 |
| 20 |
122-080 |
120-057 |
2-023 |
1.7% |
0-085 |
0.2% |
71% |
False |
False |
328,397 |
| 40 |
122-080 |
120-057 |
2-023 |
1.7% |
0-092 |
0.2% |
71% |
False |
False |
487,459 |
| 60 |
122-080 |
120-032 |
2-048 |
1.8% |
0-093 |
0.2% |
72% |
False |
False |
499,600 |
| 80 |
122-080 |
119-112 |
2-288 |
2.4% |
0-100 |
0.3% |
80% |
False |
False |
520,295 |
| 100 |
122-145 |
119-112 |
3-033 |
2.6% |
0-106 |
0.3% |
74% |
False |
False |
463,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-080 |
|
2.618 |
122-012 |
|
1.618 |
121-290 |
|
1.000 |
121-264 |
|
0.618 |
121-248 |
|
HIGH |
121-222 |
|
0.618 |
121-206 |
|
0.500 |
121-201 |
|
0.382 |
121-196 |
|
LOW |
121-180 |
|
0.618 |
121-154 |
|
1.000 |
121-138 |
|
1.618 |
121-112 |
|
2.618 |
121-070 |
|
4.250 |
121-002 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-207 |
121-290 |
| PP |
121-204 |
121-263 |
| S1 |
121-201 |
121-237 |
|