ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-165 |
120-005 |
-0-160 |
-0.4% |
120-147 |
High |
120-165 |
120-005 |
-0-160 |
-0.4% |
120-295 |
Low |
120-165 |
120-005 |
-0-160 |
-0.4% |
120-133 |
Close |
120-165 |
120-005 |
-0-160 |
-0.4% |
120-133 |
Range |
|
|
|
|
|
ATR |
0-064 |
0-071 |
0-007 |
10.7% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-005 |
120-005 |
120-005 |
|
R3 |
120-005 |
120-005 |
120-005 |
|
R2 |
120-005 |
120-005 |
120-005 |
|
R1 |
120-005 |
120-005 |
120-005 |
120-005 |
PP |
120-005 |
120-005 |
120-005 |
120-005 |
S1 |
120-005 |
120-005 |
120-005 |
120-005 |
S2 |
120-005 |
120-005 |
120-005 |
|
S3 |
120-005 |
120-005 |
120-005 |
|
S4 |
120-005 |
120-005 |
120-005 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-034 |
121-246 |
120-222 |
|
R3 |
121-192 |
121-083 |
120-177 |
|
R2 |
121-029 |
121-029 |
120-162 |
|
R1 |
120-241 |
120-241 |
120-147 |
120-214 |
PP |
120-187 |
120-187 |
120-187 |
120-173 |
S1 |
120-078 |
120-078 |
120-118 |
120-051 |
S2 |
120-024 |
120-024 |
120-103 |
|
S3 |
119-182 |
119-236 |
120-088 |
|
S4 |
119-019 |
119-073 |
120-043 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-005 |
2.618 |
120-005 |
1.618 |
120-005 |
1.000 |
120-005 |
0.618 |
120-005 |
HIGH |
120-005 |
0.618 |
120-005 |
0.500 |
120-005 |
0.382 |
120-005 |
LOW |
120-005 |
0.618 |
120-005 |
1.000 |
120-005 |
1.618 |
120-005 |
2.618 |
120-005 |
4.250 |
120-005 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-005 |
120-085 |
PP |
120-005 |
120-058 |
S1 |
120-005 |
120-032 |
|