ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
121-250 |
121-267 |
0-017 |
0.0% |
121-060 |
| High |
121-250 |
121-315 |
0-065 |
0.2% |
121-195 |
| Low |
121-202 |
121-225 |
0-023 |
0.1% |
121-010 |
| Close |
121-237 |
121-245 |
0-008 |
0.0% |
121-182 |
| Range |
0-048 |
0-090 |
0-042 |
87.5% |
0-185 |
| ATR |
0-090 |
0-090 |
0-000 |
0.0% |
0-000 |
| Volume |
2,925 |
4,218 |
1,293 |
44.2% |
69,035 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-212 |
122-158 |
121-294 |
|
| R3 |
122-122 |
122-068 |
121-270 |
|
| R2 |
122-032 |
122-032 |
121-262 |
|
| R1 |
121-298 |
121-298 |
121-253 |
121-280 |
| PP |
121-262 |
121-262 |
121-262 |
121-252 |
| S1 |
121-208 |
121-208 |
121-237 |
121-190 |
| S2 |
121-172 |
121-172 |
121-228 |
|
| S3 |
121-082 |
121-118 |
121-220 |
|
| S4 |
120-312 |
121-028 |
121-196 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-044 |
122-298 |
121-284 |
|
| R3 |
122-179 |
122-113 |
121-233 |
|
| R2 |
121-314 |
121-314 |
121-216 |
|
| R1 |
121-248 |
121-248 |
121-199 |
121-281 |
| PP |
121-129 |
121-129 |
121-129 |
121-146 |
| S1 |
121-063 |
121-063 |
121-165 |
121-096 |
| S2 |
120-264 |
120-264 |
121-148 |
|
| S3 |
120-079 |
120-198 |
121-131 |
|
| S4 |
119-214 |
120-013 |
121-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-315 |
121-062 |
0-253 |
0.6% |
0-060 |
0.2% |
72% |
True |
False |
6,310 |
| 10 |
121-315 |
120-120 |
1-195 |
1.3% |
0-083 |
0.2% |
86% |
True |
False |
24,379 |
| 20 |
121-315 |
120-057 |
1-258 |
1.5% |
0-091 |
0.2% |
88% |
True |
False |
500,210 |
| 40 |
121-315 |
120-057 |
1-258 |
1.5% |
0-094 |
0.2% |
88% |
True |
False |
542,574 |
| 60 |
121-315 |
119-307 |
2-008 |
1.7% |
0-095 |
0.2% |
89% |
True |
False |
525,664 |
| 80 |
121-315 |
119-112 |
2-203 |
2.2% |
0-103 |
0.3% |
92% |
True |
False |
570,123 |
| 100 |
122-145 |
119-112 |
3-033 |
2.5% |
0-105 |
0.3% |
78% |
False |
False |
463,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-058 |
|
2.618 |
122-231 |
|
1.618 |
122-141 |
|
1.000 |
122-085 |
|
0.618 |
122-051 |
|
HIGH |
121-315 |
|
0.618 |
121-281 |
|
0.500 |
121-270 |
|
0.382 |
121-259 |
|
LOW |
121-225 |
|
0.618 |
121-169 |
|
1.000 |
121-135 |
|
1.618 |
121-079 |
|
2.618 |
120-309 |
|
4.250 |
120-162 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-270 |
121-234 |
| PP |
121-262 |
121-223 |
| S1 |
121-253 |
121-212 |
|