ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
119-260 |
119-202 |
-0-058 |
-0.1% |
120-165 |
High |
119-260 |
119-202 |
-0-058 |
-0.1% |
120-165 |
Low |
119-260 |
119-202 |
-0-058 |
-0.1% |
119-207 |
Close |
119-260 |
119-202 |
-0-058 |
-0.1% |
119-207 |
Range |
|
|
|
|
|
ATR |
0-070 |
0-069 |
-0-001 |
-1.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-202 |
119-202 |
119-202 |
|
R3 |
119-202 |
119-202 |
119-202 |
|
R2 |
119-202 |
119-202 |
119-202 |
|
R1 |
119-202 |
119-202 |
119-202 |
119-202 |
PP |
119-202 |
119-202 |
119-202 |
119-202 |
S1 |
119-202 |
119-202 |
119-202 |
119-202 |
S2 |
119-202 |
119-202 |
119-202 |
|
S3 |
119-202 |
119-202 |
119-202 |
|
S4 |
119-202 |
119-202 |
119-202 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-305 |
119-147 |
0-158 |
0.4% |
0-000 |
0.0% |
35% |
False |
False |
|
10 |
120-295 |
119-147 |
1-148 |
1.2% |
0-000 |
0.0% |
12% |
False |
False |
|
20 |
121-082 |
119-147 |
1-255 |
1.5% |
0-000 |
0.0% |
10% |
False |
False |
|
40 |
121-082 |
118-238 |
2-165 |
2.1% |
0-000 |
0.0% |
35% |
False |
False |
|
60 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-202 |
2.618 |
119-202 |
1.618 |
119-202 |
1.000 |
119-202 |
0.618 |
119-202 |
HIGH |
119-202 |
0.618 |
119-202 |
0.500 |
119-202 |
0.382 |
119-202 |
LOW |
119-202 |
0.618 |
119-202 |
1.000 |
119-202 |
1.618 |
119-202 |
2.618 |
119-202 |
4.250 |
119-202 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-202 |
119-204 |
PP |
119-202 |
119-203 |
S1 |
119-202 |
119-203 |
|