ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
120-225 |
-0-045 |
-0.1% |
120-162 |
| High |
120-312 |
121-050 |
0-058 |
0.1% |
120-305 |
| Low |
120-217 |
120-220 |
0-003 |
0.0% |
120-090 |
| Close |
120-227 |
121-015 |
0-108 |
0.3% |
120-292 |
| Range |
0-095 |
0-150 |
0-055 |
57.9% |
0-215 |
| ATR |
0-100 |
0-103 |
0-004 |
3.6% |
0-000 |
| Volume |
428,367 |
700,372 |
272,005 |
63.5% |
3,076,714 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-118 |
122-057 |
121-098 |
|
| R3 |
121-288 |
121-227 |
121-056 |
|
| R2 |
121-138 |
121-138 |
121-042 |
|
| R1 |
121-077 |
121-077 |
121-029 |
121-108 |
| PP |
120-308 |
120-308 |
120-308 |
121-004 |
| S1 |
120-247 |
120-247 |
121-001 |
120-278 |
| S2 |
120-158 |
120-158 |
120-308 |
|
| S3 |
120-008 |
120-097 |
120-294 |
|
| S4 |
119-178 |
119-267 |
120-252 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-234 |
122-158 |
121-090 |
|
| R3 |
122-019 |
121-263 |
121-031 |
|
| R2 |
121-124 |
121-124 |
121-011 |
|
| R1 |
121-048 |
121-048 |
120-312 |
121-086 |
| PP |
120-229 |
120-229 |
120-229 |
120-248 |
| S1 |
120-153 |
120-153 |
120-272 |
120-191 |
| S2 |
120-014 |
120-014 |
120-253 |
|
| S3 |
119-119 |
119-258 |
120-233 |
|
| S4 |
118-224 |
119-043 |
120-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-050 |
120-100 |
0-270 |
0.7% |
0-114 |
0.3% |
87% |
True |
False |
632,768 |
| 10 |
121-052 |
120-090 |
0-282 |
0.7% |
0-105 |
0.3% |
87% |
False |
False |
596,585 |
| 20 |
121-192 |
120-090 |
1-102 |
1.1% |
0-095 |
0.2% |
58% |
False |
False |
526,622 |
| 40 |
121-192 |
119-112 |
2-080 |
1.9% |
0-107 |
0.3% |
75% |
False |
False |
541,043 |
| 60 |
122-145 |
119-112 |
3-033 |
2.6% |
0-116 |
0.3% |
55% |
False |
False |
517,049 |
| 80 |
122-145 |
118-307 |
3-158 |
2.9% |
0-103 |
0.3% |
60% |
False |
False |
389,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-048 |
|
2.618 |
122-123 |
|
1.618 |
121-293 |
|
1.000 |
121-200 |
|
0.618 |
121-143 |
|
HIGH |
121-050 |
|
0.618 |
120-313 |
|
0.500 |
120-295 |
|
0.382 |
120-277 |
|
LOW |
120-220 |
|
0.618 |
120-127 |
|
1.000 |
120-070 |
|
1.618 |
119-297 |
|
2.618 |
119-147 |
|
4.250 |
118-222 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-002 |
121-001 |
| PP |
120-308 |
120-307 |
| S1 |
120-295 |
120-292 |
|