ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
120-080 |
120-120 |
0-040 |
0.1% |
119-087 |
High |
120-080 |
120-120 |
0-040 |
0.1% |
119-300 |
Low |
120-080 |
120-120 |
0-040 |
0.1% |
119-087 |
Close |
120-080 |
120-120 |
0-040 |
0.1% |
119-300 |
Range |
|
|
|
|
|
ATR |
0-061 |
0-060 |
-0-002 |
-2.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-120 |
120-120 |
120-120 |
|
R3 |
120-120 |
120-120 |
120-120 |
|
R2 |
120-120 |
120-120 |
120-120 |
|
R1 |
120-120 |
120-120 |
120-120 |
120-120 |
PP |
120-120 |
120-120 |
120-120 |
120-120 |
S1 |
120-120 |
120-120 |
120-120 |
120-120 |
S2 |
120-120 |
120-120 |
120-120 |
|
S3 |
120-120 |
120-120 |
120-120 |
|
S4 |
120-120 |
120-120 |
120-120 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-227 |
121-156 |
120-097 |
|
R3 |
121-014 |
120-263 |
120-038 |
|
R2 |
120-122 |
120-122 |
120-019 |
|
R1 |
120-051 |
120-051 |
119-319 |
120-086 |
PP |
119-229 |
119-229 |
119-229 |
119-247 |
S1 |
119-158 |
119-158 |
119-281 |
119-194 |
S2 |
119-017 |
119-017 |
119-261 |
|
S3 |
118-124 |
118-266 |
119-242 |
|
S4 |
117-232 |
118-053 |
119-183 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-120 |
2.618 |
120-120 |
1.618 |
120-120 |
1.000 |
120-120 |
0.618 |
120-120 |
HIGH |
120-120 |
0.618 |
120-120 |
0.500 |
120-120 |
0.382 |
120-120 |
LOW |
120-120 |
0.618 |
120-120 |
1.000 |
120-120 |
1.618 |
120-120 |
2.618 |
120-120 |
4.250 |
120-120 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
120-120 |
120-111 |
PP |
120-120 |
120-102 |
S1 |
120-120 |
120-094 |
|