ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
120-298 |
121-000 |
0-022 |
0.1% |
119-215 |
High |
120-298 |
121-000 |
0-022 |
0.1% |
120-120 |
Low |
120-298 |
121-000 |
0-022 |
0.1% |
119-215 |
Close |
120-298 |
121-000 |
0-022 |
0.1% |
120-113 |
Range |
|
|
|
|
|
ATR |
0-061 |
0-058 |
-0-003 |
-4.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-000 |
121-000 |
121-000 |
|
R3 |
121-000 |
121-000 |
121-000 |
|
R2 |
121-000 |
121-000 |
121-000 |
|
R1 |
121-000 |
121-000 |
121-000 |
121-000 |
PP |
121-000 |
121-000 |
121-000 |
121-000 |
S1 |
121-000 |
121-000 |
121-000 |
121-000 |
S2 |
121-000 |
121-000 |
121-000 |
|
S3 |
121-000 |
121-000 |
121-000 |
|
S4 |
121-000 |
121-000 |
121-000 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-077 |
122-000 |
120-236 |
|
R3 |
121-172 |
121-095 |
120-174 |
|
R2 |
120-267 |
120-267 |
120-154 |
|
R1 |
120-190 |
120-190 |
120-133 |
120-229 |
PP |
120-043 |
120-043 |
120-043 |
120-062 |
S1 |
119-285 |
119-285 |
120-092 |
120-004 |
S2 |
119-138 |
119-138 |
120-071 |
|
S3 |
118-233 |
119-060 |
120-051 |
|
S4 |
118-008 |
118-155 |
119-309 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-000 |
2.618 |
121-000 |
1.618 |
121-000 |
1.000 |
121-000 |
0.618 |
121-000 |
HIGH |
121-000 |
0.618 |
121-000 |
0.500 |
121-000 |
0.382 |
121-000 |
LOW |
121-000 |
0.618 |
121-000 |
1.000 |
121-000 |
1.618 |
121-000 |
2.618 |
121-000 |
4.250 |
121-000 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-000 |
120-315 |
PP |
121-000 |
120-311 |
S1 |
121-000 |
120-306 |
|