ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
120-207 |
120-162 |
-0-045 |
-0.1% |
121-110 |
| High |
120-227 |
120-202 |
-0-025 |
-0.1% |
121-122 |
| Low |
120-145 |
120-127 |
-0-018 |
0.0% |
120-145 |
| Close |
120-160 |
120-145 |
-0-015 |
0.0% |
120-160 |
| Range |
0-082 |
0-075 |
-0-007 |
-8.5% |
0-297 |
| ATR |
0-101 |
0-100 |
-0-002 |
-1.9% |
0-000 |
| Volume |
460,128 |
450,934 |
-9,194 |
-2.0% |
2,696,023 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-063 |
121-019 |
120-186 |
|
| R3 |
120-308 |
120-264 |
120-166 |
|
| R2 |
120-233 |
120-233 |
120-159 |
|
| R1 |
120-189 |
120-189 |
120-152 |
120-174 |
| PP |
120-158 |
120-158 |
120-158 |
120-150 |
| S1 |
120-114 |
120-114 |
120-138 |
120-098 |
| S2 |
120-083 |
120-083 |
120-131 |
|
| S3 |
120-008 |
120-039 |
120-124 |
|
| S4 |
119-253 |
119-284 |
120-104 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-180 |
122-307 |
121-003 |
|
| R3 |
122-203 |
122-010 |
120-242 |
|
| R2 |
121-226 |
121-226 |
120-214 |
|
| R1 |
121-033 |
121-033 |
120-187 |
120-301 |
| PP |
120-249 |
120-249 |
120-249 |
120-223 |
| S1 |
120-056 |
120-056 |
120-133 |
120-004 |
| S2 |
119-272 |
119-272 |
120-106 |
|
| S3 |
118-295 |
119-079 |
120-078 |
|
| S4 |
117-318 |
118-102 |
119-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-052 |
120-127 |
0-245 |
0.6% |
0-093 |
0.2% |
7% |
False |
True |
546,304 |
| 10 |
121-155 |
120-127 |
1-028 |
0.9% |
0-090 |
0.2% |
5% |
False |
True |
507,491 |
| 20 |
121-192 |
120-080 |
1-112 |
1.1% |
0-094 |
0.2% |
15% |
False |
False |
533,534 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-110 |
0.3% |
49% |
False |
False |
545,962 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-116 |
0.3% |
36% |
False |
False |
455,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-201 |
|
2.618 |
121-078 |
|
1.618 |
121-003 |
|
1.000 |
120-277 |
|
0.618 |
120-248 |
|
HIGH |
120-202 |
|
0.618 |
120-173 |
|
0.500 |
120-164 |
|
0.382 |
120-156 |
|
LOW |
120-127 |
|
0.618 |
120-081 |
|
1.000 |
120-052 |
|
1.618 |
120-006 |
|
2.618 |
119-251 |
|
4.250 |
119-128 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-164 |
120-181 |
| PP |
120-158 |
120-169 |
| S1 |
120-152 |
120-157 |
|