ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
119-035 |
119-185 |
0-150 |
0.4% |
119-147 |
High |
119-035 |
119-185 |
0-150 |
0.4% |
119-260 |
Low |
119-035 |
119-185 |
0-150 |
0.4% |
119-053 |
Close |
119-035 |
119-185 |
0-150 |
0.4% |
119-053 |
Range |
|
|
|
|
|
ATR |
0-062 |
0-069 |
0-006 |
10.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-185 |
119-185 |
119-185 |
|
R3 |
119-185 |
119-185 |
119-185 |
|
R2 |
119-185 |
119-185 |
119-185 |
|
R1 |
119-185 |
119-185 |
119-185 |
119-185 |
PP |
119-185 |
119-185 |
119-185 |
119-185 |
S1 |
119-185 |
119-185 |
119-185 |
119-185 |
S2 |
119-185 |
119-185 |
119-185 |
|
S3 |
119-185 |
119-185 |
119-185 |
|
S4 |
119-185 |
119-185 |
119-185 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-104 |
120-286 |
119-167 |
|
R3 |
120-217 |
120-078 |
119-110 |
|
R2 |
120-009 |
120-009 |
119-091 |
|
R1 |
119-191 |
119-191 |
119-072 |
119-156 |
PP |
119-122 |
119-122 |
119-122 |
119-104 |
S1 |
118-303 |
118-303 |
119-033 |
118-269 |
S2 |
118-234 |
118-234 |
119-014 |
|
S3 |
118-027 |
118-096 |
118-315 |
|
S4 |
117-139 |
117-208 |
118-258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-185 |
119-035 |
0-150 |
0.4% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
119-305 |
119-035 |
0-270 |
0.7% |
0-000 |
0.0% |
56% |
False |
False |
|
20 |
120-295 |
119-035 |
1-260 |
1.5% |
0-000 |
0.0% |
26% |
False |
False |
|
40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-000 |
0.0% |
22% |
False |
False |
|
60 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-185 |
2.618 |
119-185 |
1.618 |
119-185 |
1.000 |
119-185 |
0.618 |
119-185 |
HIGH |
119-185 |
0.618 |
119-185 |
0.500 |
119-185 |
0.382 |
119-185 |
LOW |
119-185 |
0.618 |
119-185 |
1.000 |
119-185 |
1.618 |
119-185 |
2.618 |
119-185 |
4.250 |
119-185 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-185 |
119-160 |
PP |
119-185 |
119-135 |
S1 |
119-185 |
119-110 |
|