ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
118-090 |
118-162 |
0-072 |
0.2% |
117-165 |
High |
118-090 |
118-162 |
0-072 |
0.2% |
118-162 |
Low |
118-090 |
118-162 |
0-072 |
0.2% |
117-165 |
Close |
118-090 |
118-162 |
0-072 |
0.2% |
118-162 |
Range |
|
|
|
|
|
ATR |
0-063 |
0-064 |
0-001 |
1.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-162 |
118-162 |
118-162 |
|
R3 |
118-162 |
118-162 |
118-162 |
|
R2 |
118-162 |
118-162 |
118-162 |
|
R1 |
118-162 |
118-162 |
118-162 |
118-162 |
PP |
118-162 |
118-162 |
118-162 |
118-162 |
S1 |
118-162 |
118-162 |
118-162 |
118-162 |
S2 |
118-162 |
118-162 |
118-162 |
|
S3 |
118-162 |
118-162 |
118-162 |
|
S4 |
118-162 |
118-162 |
118-162 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-049 |
120-263 |
119-017 |
|
R3 |
120-052 |
119-266 |
118-250 |
|
R2 |
119-054 |
119-054 |
118-221 |
|
R1 |
118-268 |
118-268 |
118-192 |
119-001 |
PP |
118-057 |
118-057 |
118-057 |
118-083 |
S1 |
117-271 |
117-271 |
118-133 |
118-004 |
S2 |
117-059 |
117-059 |
118-104 |
|
S3 |
116-062 |
116-273 |
118-075 |
|
S4 |
115-064 |
115-276 |
117-308 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-162 |
2.618 |
118-162 |
1.618 |
118-162 |
1.000 |
118-162 |
0.618 |
118-162 |
HIGH |
118-162 |
0.618 |
118-162 |
0.500 |
118-162 |
0.382 |
118-162 |
LOW |
118-162 |
0.618 |
118-162 |
1.000 |
118-162 |
1.618 |
118-162 |
2.618 |
118-162 |
4.250 |
118-162 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
118-162 |
118-138 |
PP |
118-162 |
118-114 |
S1 |
118-162 |
118-090 |
|