ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
119-147 |
119-193 |
0-045 |
0.1% |
119-062 |
High |
119-147 |
119-193 |
0-045 |
0.1% |
119-158 |
Low |
119-147 |
119-193 |
0-045 |
0.1% |
119-062 |
Close |
119-147 |
119-193 |
0-045 |
0.1% |
119-070 |
Range |
|
|
|
|
|
ATR |
0-051 |
0-050 |
0-000 |
-0.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-193 |
119-193 |
119-193 |
|
R3 |
119-193 |
119-193 |
119-193 |
|
R2 |
119-193 |
119-193 |
119-193 |
|
R1 |
119-193 |
119-193 |
119-193 |
119-193 |
PP |
119-193 |
119-193 |
119-193 |
119-193 |
S1 |
119-193 |
119-193 |
119-193 |
119-193 |
S2 |
119-193 |
119-193 |
119-193 |
|
S3 |
119-193 |
119-193 |
119-193 |
|
S4 |
119-193 |
119-193 |
119-193 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-062 |
120-001 |
119-122 |
|
R3 |
119-287 |
119-226 |
119-096 |
|
R2 |
119-192 |
119-192 |
119-087 |
|
R1 |
119-131 |
119-131 |
119-079 |
119-161 |
PP |
119-097 |
119-097 |
119-097 |
119-112 |
S1 |
119-036 |
119-036 |
119-061 |
119-066 |
S2 |
119-002 |
119-002 |
119-053 |
|
S3 |
118-227 |
118-261 |
119-044 |
|
S4 |
118-132 |
118-166 |
119-018 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-193 |
2.618 |
119-193 |
1.618 |
119-193 |
1.000 |
119-193 |
0.618 |
119-193 |
HIGH |
119-193 |
0.618 |
119-193 |
0.500 |
119-193 |
0.382 |
119-193 |
LOW |
119-193 |
0.618 |
119-193 |
1.000 |
119-193 |
1.618 |
119-193 |
2.618 |
119-193 |
4.250 |
119-193 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
119-193 |
119-183 |
PP |
119-193 |
119-174 |
S1 |
119-193 |
119-165 |
|