ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
120-202 |
120-078 |
-0-125 |
-0.3% |
121-038 |
High |
120-202 |
120-078 |
-0-125 |
-0.3% |
121-038 |
Low |
120-202 |
120-078 |
-0-125 |
-0.3% |
120-225 |
Close |
120-202 |
120-078 |
-0-125 |
-0.3% |
120-278 |
Range |
|
|
|
|
|
ATR |
0-049 |
0-055 |
0-005 |
11.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-078 |
120-078 |
120-078 |
|
R3 |
120-078 |
120-078 |
120-078 |
|
R2 |
120-078 |
120-078 |
120-078 |
|
R1 |
120-078 |
120-078 |
120-078 |
120-078 |
PP |
120-078 |
120-078 |
120-078 |
120-078 |
S1 |
120-078 |
120-078 |
120-078 |
120-078 |
S2 |
120-078 |
120-078 |
120-078 |
|
S3 |
120-078 |
120-078 |
120-078 |
|
S4 |
120-078 |
120-078 |
120-078 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-044 |
121-293 |
121-030 |
|
R3 |
121-232 |
121-161 |
120-314 |
|
R2 |
121-099 |
121-099 |
120-302 |
|
R1 |
121-028 |
121-028 |
120-290 |
120-318 |
PP |
120-287 |
120-287 |
120-287 |
120-271 |
S1 |
120-216 |
120-216 |
120-265 |
120-185 |
S2 |
120-154 |
120-154 |
120-253 |
|
S3 |
120-022 |
120-083 |
120-241 |
|
S4 |
119-209 |
119-271 |
120-205 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-078 |
2.618 |
120-078 |
1.618 |
120-078 |
1.000 |
120-078 |
0.618 |
120-078 |
HIGH |
120-078 |
0.618 |
120-078 |
0.500 |
120-078 |
0.382 |
120-078 |
LOW |
120-078 |
0.618 |
120-078 |
1.000 |
120-078 |
1.618 |
120-078 |
2.618 |
120-078 |
4.250 |
120-078 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
120-078 |
120-161 |
PP |
120-078 |
120-133 |
S1 |
120-078 |
120-105 |
|