ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
119-207 |
119-147 |
-0-060 |
-0.2% |
120-165 |
High |
119-207 |
119-147 |
-0-060 |
-0.2% |
120-165 |
Low |
119-207 |
119-147 |
-0-060 |
-0.2% |
119-207 |
Close |
119-207 |
119-147 |
-0-060 |
-0.2% |
119-207 |
Range |
|
|
|
|
|
ATR |
0-068 |
0-067 |
-0-001 |
-0.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-147 |
119-147 |
119-147 |
|
R3 |
119-147 |
119-147 |
119-147 |
|
R2 |
119-147 |
119-147 |
119-147 |
|
R1 |
119-147 |
119-147 |
119-147 |
119-147 |
PP |
119-147 |
119-147 |
119-147 |
119-147 |
S1 |
119-147 |
119-147 |
119-147 |
119-147 |
S2 |
119-147 |
119-147 |
119-147 |
|
S3 |
119-147 |
119-147 |
119-147 |
|
S4 |
119-147 |
119-147 |
119-147 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-173 |
121-307 |
120-040 |
|
R3 |
121-215 |
121-030 |
119-284 |
|
R2 |
120-257 |
120-257 |
119-258 |
|
R1 |
120-072 |
120-072 |
119-233 |
120-026 |
PP |
119-300 |
119-300 |
119-300 |
119-277 |
S1 |
119-115 |
119-115 |
119-182 |
119-069 |
S2 |
119-022 |
119-022 |
119-157 |
|
S3 |
118-065 |
118-157 |
119-131 |
|
S4 |
117-107 |
117-200 |
119-055 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-147 |
2.618 |
119-147 |
1.618 |
119-147 |
1.000 |
119-147 |
0.618 |
119-147 |
HIGH |
119-147 |
0.618 |
119-147 |
0.500 |
119-147 |
0.382 |
119-147 |
LOW |
119-147 |
0.618 |
119-147 |
1.000 |
119-147 |
1.618 |
119-147 |
2.618 |
119-147 |
4.250 |
119-147 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-147 |
119-226 |
PP |
119-147 |
119-200 |
S1 |
119-147 |
119-174 |
|