ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
117-210 |
118-018 |
0-127 |
0.3% |
117-178 |
High |
117-210 |
118-018 |
0-127 |
0.3% |
117-178 |
Low |
117-210 |
118-018 |
0-127 |
0.3% |
117-067 |
Close |
117-210 |
118-018 |
0-127 |
0.3% |
117-115 |
Range |
|
|
|
|
|
ATR |
0-058 |
0-063 |
0-005 |
8.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-018 |
118-018 |
118-018 |
|
R3 |
118-018 |
118-018 |
118-018 |
|
R2 |
118-018 |
118-018 |
118-018 |
|
R1 |
118-018 |
118-018 |
118-018 |
118-018 |
PP |
118-018 |
118-018 |
118-018 |
118-018 |
S1 |
118-018 |
118-018 |
118-018 |
118-018 |
S2 |
118-018 |
118-018 |
118-018 |
|
S3 |
118-018 |
118-018 |
118-018 |
|
S4 |
118-018 |
118-018 |
118-018 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-130 |
118-073 |
117-176 |
|
R3 |
118-020 |
117-283 |
117-145 |
|
R2 |
117-230 |
117-230 |
117-135 |
|
R1 |
117-173 |
117-173 |
117-125 |
117-146 |
PP |
117-120 |
117-120 |
117-120 |
117-107 |
S1 |
117-062 |
117-062 |
117-105 |
117-036 |
S2 |
117-010 |
117-010 |
117-095 |
|
S3 |
116-220 |
116-272 |
117-085 |
|
S4 |
116-110 |
116-162 |
117-054 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-018 |
2.618 |
118-018 |
1.618 |
118-018 |
1.000 |
118-018 |
0.618 |
118-018 |
HIGH |
118-018 |
0.618 |
118-018 |
0.500 |
118-018 |
0.382 |
118-018 |
LOW |
118-018 |
0.618 |
118-018 |
1.000 |
118-018 |
1.618 |
118-018 |
2.618 |
118-018 |
4.250 |
118-018 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
118-018 |
117-309 |
PP |
118-018 |
117-280 |
S1 |
118-018 |
117-251 |
|