ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
120-152 |
120-147 |
-0-005 |
0.0% |
121-110 |
| High |
120-185 |
120-165 |
-0-020 |
-0.1% |
121-117 |
| Low |
120-115 |
120-072 |
-0-043 |
-0.1% |
120-070 |
| Close |
120-145 |
120-110 |
-0-035 |
-0.1% |
120-145 |
| Range |
0-070 |
0-093 |
0-023 |
32.9% |
1-047 |
| ATR |
0-099 |
0-098 |
0-000 |
-0.4% |
0-000 |
| Volume |
879,495 |
1,242,935 |
363,440 |
41.3% |
3,952,674 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-075 |
121-025 |
120-161 |
|
| R3 |
120-302 |
120-252 |
120-136 |
|
| R2 |
120-209 |
120-209 |
120-127 |
|
| R1 |
120-159 |
120-159 |
120-119 |
120-138 |
| PP |
120-116 |
120-116 |
120-116 |
120-105 |
| S1 |
120-066 |
120-066 |
120-101 |
120-044 |
| S2 |
120-023 |
120-023 |
120-093 |
|
| S3 |
119-250 |
119-293 |
120-084 |
|
| S4 |
119-157 |
119-200 |
120-059 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-038 |
123-139 |
121-027 |
|
| R3 |
122-311 |
122-092 |
120-246 |
|
| R2 |
121-264 |
121-264 |
120-212 |
|
| R1 |
121-045 |
121-045 |
120-179 |
120-291 |
| PP |
120-217 |
120-217 |
120-217 |
120-180 |
| S1 |
119-318 |
119-318 |
120-111 |
119-244 |
| S2 |
119-170 |
119-170 |
120-078 |
|
| S3 |
118-123 |
118-271 |
120-044 |
|
| S4 |
117-076 |
117-224 |
119-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-272 |
120-070 |
0-202 |
0.5% |
0-103 |
0.3% |
20% |
False |
False |
982,103 |
| 10 |
121-152 |
120-070 |
1-082 |
1.0% |
0-096 |
0.2% |
10% |
False |
False |
799,654 |
| 20 |
121-187 |
120-070 |
1-117 |
1.1% |
0-100 |
0.3% |
9% |
False |
False |
700,562 |
| 40 |
121-192 |
120-070 |
1-122 |
1.1% |
0-094 |
0.2% |
9% |
False |
False |
613,154 |
| 60 |
121-192 |
119-112 |
2-080 |
1.9% |
0-106 |
0.3% |
44% |
False |
False |
595,125 |
| 80 |
122-145 |
119-112 |
3-033 |
2.6% |
0-112 |
0.3% |
32% |
False |
False |
524,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-240 |
|
2.618 |
121-088 |
|
1.618 |
120-315 |
|
1.000 |
120-258 |
|
0.618 |
120-222 |
|
HIGH |
120-165 |
|
0.618 |
120-129 |
|
0.500 |
120-118 |
|
0.382 |
120-108 |
|
LOW |
120-072 |
|
0.618 |
120-015 |
|
1.000 |
119-299 |
|
1.618 |
119-242 |
|
2.618 |
119-149 |
|
4.250 |
118-317 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-118 |
120-128 |
| PP |
120-116 |
120-122 |
| S1 |
120-113 |
120-116 |
|