ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
120-130 |
120-205 |
0-075 |
0.2% |
120-293 |
High |
120-130 |
120-205 |
0-075 |
0.2% |
121-082 |
Low |
120-130 |
120-205 |
0-075 |
0.2% |
120-233 |
Close |
120-130 |
120-205 |
0-075 |
0.2% |
120-233 |
Range |
|
|
|
|
|
ATR |
0-065 |
0-066 |
0-001 |
1.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-205 |
120-205 |
120-205 |
|
R3 |
120-205 |
120-205 |
120-205 |
|
R2 |
120-205 |
120-205 |
120-205 |
|
R1 |
120-205 |
120-205 |
120-205 |
120-205 |
PP |
120-205 |
120-205 |
120-205 |
120-205 |
S1 |
120-205 |
120-205 |
120-205 |
120-205 |
S2 |
120-205 |
120-205 |
120-205 |
|
S3 |
120-205 |
120-205 |
120-205 |
|
S4 |
120-205 |
120-205 |
120-205 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-159 |
122-046 |
121-006 |
|
R3 |
121-309 |
121-196 |
120-279 |
|
R2 |
121-139 |
121-139 |
120-264 |
|
R1 |
121-026 |
121-026 |
120-248 |
120-318 |
PP |
120-289 |
120-289 |
120-289 |
120-275 |
S1 |
120-176 |
120-176 |
120-217 |
120-148 |
S2 |
120-119 |
120-119 |
120-201 |
|
S3 |
119-269 |
120-006 |
120-186 |
|
S4 |
119-099 |
119-156 |
120-139 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-205 |
2.618 |
120-205 |
1.618 |
120-205 |
1.000 |
120-205 |
0.618 |
120-205 |
HIGH |
120-205 |
0.618 |
120-205 |
0.500 |
120-205 |
0.382 |
120-205 |
LOW |
120-205 |
0.618 |
120-205 |
1.000 |
120-205 |
1.618 |
120-205 |
2.618 |
120-205 |
4.250 |
120-205 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
120-205 |
120-193 |
PP |
120-205 |
120-182 |
S1 |
120-205 |
120-170 |
|