ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-058 |
High |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-305 |
Low |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-035 |
Close |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-305 |
Range |
|
|
|
|
|
ATR |
0-068 |
0-068 |
0-000 |
0.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-233 |
119-233 |
119-233 |
|
R3 |
119-233 |
119-233 |
119-233 |
|
R2 |
119-233 |
119-233 |
119-233 |
|
R1 |
119-233 |
119-233 |
119-233 |
119-233 |
PP |
119-233 |
119-233 |
119-233 |
119-233 |
S1 |
119-233 |
119-233 |
119-233 |
119-233 |
S2 |
119-233 |
119-233 |
119-233 |
|
S3 |
119-233 |
119-233 |
119-233 |
|
S4 |
119-233 |
119-233 |
119-233 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-065 |
121-295 |
120-133 |
|
R3 |
121-115 |
121-025 |
120-059 |
|
R2 |
120-165 |
120-165 |
120-034 |
|
R1 |
120-075 |
120-075 |
120-010 |
120-120 |
PP |
119-215 |
119-215 |
119-215 |
119-237 |
S1 |
119-125 |
119-125 |
119-280 |
119-170 |
S2 |
118-265 |
118-265 |
119-255 |
|
S3 |
117-315 |
118-175 |
119-231 |
|
S4 |
117-045 |
117-225 |
119-157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-305 |
119-035 |
0-270 |
0.7% |
0-000 |
0.0% |
73% |
False |
False |
|
10 |
119-305 |
119-035 |
0-270 |
0.7% |
0-000 |
0.0% |
73% |
False |
False |
|
20 |
120-295 |
119-035 |
1-260 |
1.5% |
0-000 |
0.0% |
34% |
False |
False |
|
40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-000 |
0.0% |
29% |
False |
False |
|
60 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-233 |
2.618 |
119-233 |
1.618 |
119-233 |
1.000 |
119-233 |
0.618 |
119-233 |
HIGH |
119-233 |
0.618 |
119-233 |
0.500 |
119-233 |
0.382 |
119-233 |
LOW |
119-233 |
0.618 |
119-233 |
1.000 |
119-233 |
1.618 |
119-233 |
2.618 |
119-233 |
4.250 |
119-233 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-233 |
119-268 |
PP |
119-233 |
119-256 |
S1 |
119-233 |
119-244 |
|