ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
117-205 |
117-127 |
-0-078 |
-0.2% |
117-202 |
High |
117-205 |
117-127 |
-0-078 |
-0.2% |
118-087 |
Low |
117-205 |
117-127 |
-0-078 |
-0.2% |
117-202 |
Close |
117-205 |
117-127 |
-0-078 |
-0.2% |
118-087 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-127 |
117-127 |
117-127 |
|
R3 |
117-127 |
117-127 |
117-127 |
|
R2 |
117-127 |
117-127 |
117-127 |
|
R1 |
117-127 |
117-127 |
117-127 |
117-127 |
PP |
117-127 |
117-127 |
117-127 |
117-127 |
S1 |
117-127 |
117-127 |
117-127 |
117-127 |
S2 |
117-127 |
117-127 |
117-127 |
|
S3 |
117-127 |
117-127 |
117-127 |
|
S4 |
117-127 |
117-127 |
117-127 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-314 |
119-246 |
118-200 |
|
R3 |
119-109 |
119-041 |
118-144 |
|
R2 |
118-224 |
118-224 |
118-125 |
|
R1 |
118-156 |
118-156 |
118-106 |
118-190 |
PP |
118-019 |
118-019 |
118-019 |
118-036 |
S1 |
117-271 |
117-271 |
118-069 |
117-305 |
S2 |
117-134 |
117-134 |
118-050 |
|
S3 |
116-249 |
117-066 |
118-031 |
|
S4 |
116-044 |
116-181 |
117-295 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-127 |
2.618 |
117-127 |
1.618 |
117-127 |
1.000 |
117-127 |
0.618 |
117-127 |
HIGH |
117-127 |
0.618 |
117-127 |
0.500 |
117-127 |
0.382 |
117-127 |
LOW |
117-127 |
0.618 |
117-127 |
1.000 |
117-127 |
1.618 |
117-127 |
2.618 |
117-127 |
4.250 |
117-127 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
117-127 |
117-200 |
PP |
117-127 |
117-176 |
S1 |
117-127 |
117-152 |
|