ECBOT 5 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
119-250 |
119-293 |
0-042 |
0.1% |
119-233 |
High |
119-250 |
119-293 |
0-042 |
0.1% |
119-282 |
Low |
119-250 |
119-293 |
0-042 |
0.1% |
119-180 |
Close |
119-250 |
119-293 |
0-042 |
0.1% |
119-250 |
Range |
|
|
|
|
|
ATR |
0-067 |
0-065 |
-0-002 |
-2.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-293 |
119-293 |
119-293 |
|
R3 |
119-293 |
119-293 |
119-293 |
|
R2 |
119-293 |
119-293 |
119-293 |
|
R1 |
119-293 |
119-293 |
119-293 |
119-293 |
PP |
119-293 |
119-293 |
119-293 |
119-293 |
S1 |
119-293 |
119-293 |
119-293 |
119-293 |
S2 |
119-293 |
119-293 |
119-293 |
|
S3 |
119-293 |
119-293 |
119-293 |
|
S4 |
119-293 |
119-293 |
119-293 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-225 |
120-180 |
119-306 |
|
R3 |
120-122 |
120-078 |
119-278 |
|
R2 |
120-020 |
120-020 |
119-269 |
|
R1 |
119-295 |
119-295 |
119-259 |
119-318 |
PP |
119-238 |
119-238 |
119-238 |
119-249 |
S1 |
119-193 |
119-193 |
119-241 |
119-215 |
S2 |
119-135 |
119-135 |
119-231 |
|
S3 |
119-033 |
119-090 |
119-222 |
|
S4 |
118-250 |
118-308 |
119-194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-293 |
119-180 |
0-113 |
0.3% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
119-305 |
119-035 |
0-270 |
0.7% |
0-000 |
0.0% |
95% |
False |
False |
|
20 |
120-165 |
119-035 |
1-130 |
1.2% |
0-000 |
0.0% |
57% |
False |
False |
|
40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-000 |
0.0% |
37% |
False |
False |
|
60 |
121-082 |
117-070 |
4-012 |
3.4% |
0-000 |
0.0% |
67% |
False |
False |
|
80 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-293 |
2.618 |
119-293 |
1.618 |
119-293 |
1.000 |
119-293 |
0.618 |
119-293 |
HIGH |
119-293 |
0.618 |
119-293 |
0.500 |
119-293 |
0.382 |
119-293 |
LOW |
119-293 |
0.618 |
119-293 |
1.000 |
119-293 |
1.618 |
119-293 |
2.618 |
119-293 |
4.250 |
119-293 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-293 |
119-285 |
PP |
119-293 |
119-278 |
S1 |
119-293 |
119-271 |
|