ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
118-278 |
119-078 |
0-120 |
0.3% |
118-175 |
High |
118-278 |
119-078 |
0-120 |
0.3% |
119-078 |
Low |
118-278 |
119-078 |
0-120 |
0.3% |
118-175 |
Close |
118-278 |
119-078 |
0-120 |
0.3% |
119-078 |
Range |
|
|
|
|
|
ATR |
0-055 |
0-060 |
0-005 |
8.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-078 |
119-078 |
119-078 |
|
R3 |
119-078 |
119-078 |
119-078 |
|
R2 |
119-078 |
119-078 |
119-078 |
|
R1 |
119-078 |
119-078 |
119-078 |
119-078 |
PP |
119-078 |
119-078 |
119-078 |
119-078 |
S1 |
119-078 |
119-078 |
119-078 |
119-078 |
S2 |
119-078 |
119-078 |
119-078 |
|
S3 |
119-078 |
119-078 |
119-078 |
|
S4 |
119-078 |
119-078 |
119-078 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-031 |
120-277 |
119-200 |
|
R3 |
120-128 |
120-054 |
119-139 |
|
R2 |
119-226 |
119-226 |
119-118 |
|
R1 |
119-152 |
119-152 |
119-098 |
119-189 |
PP |
119-003 |
119-003 |
119-003 |
119-022 |
S1 |
118-249 |
118-249 |
119-057 |
118-286 |
S2 |
118-101 |
118-101 |
119-037 |
|
S3 |
117-198 |
118-027 |
119-016 |
|
S4 |
116-296 |
117-124 |
118-275 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-078 |
2.618 |
119-078 |
1.618 |
119-078 |
1.000 |
119-078 |
0.618 |
119-078 |
HIGH |
119-078 |
0.618 |
119-078 |
0.500 |
119-078 |
0.382 |
119-078 |
LOW |
119-078 |
0.618 |
119-078 |
1.000 |
119-078 |
1.618 |
119-078 |
2.618 |
119-078 |
4.250 |
119-078 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
119-078 |
119-058 |
PP |
119-078 |
119-038 |
S1 |
119-078 |
119-018 |
|