ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
120-093 |
120-207 |
0-115 |
0.3% |
120-002 |
High |
120-093 |
120-207 |
0-115 |
0.3% |
120-160 |
Low |
120-093 |
120-207 |
0-115 |
0.3% |
119-282 |
Close |
120-093 |
120-207 |
0-115 |
0.3% |
120-160 |
Range |
|
|
|
|
|
ATR |
0-052 |
0-057 |
0-004 |
8.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-207 |
120-207 |
120-207 |
|
R3 |
120-207 |
120-207 |
120-207 |
|
R2 |
120-207 |
120-207 |
120-207 |
|
R1 |
120-207 |
120-207 |
120-207 |
120-207 |
PP |
120-207 |
120-207 |
120-207 |
120-207 |
S1 |
120-207 |
120-207 |
120-207 |
120-207 |
S2 |
120-207 |
120-207 |
120-207 |
|
S3 |
120-207 |
120-207 |
120-207 |
|
S4 |
120-207 |
120-207 |
120-207 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-047 |
121-301 |
120-269 |
|
R3 |
121-169 |
121-103 |
120-214 |
|
R2 |
120-292 |
120-292 |
120-196 |
|
R1 |
120-226 |
120-226 |
120-178 |
120-259 |
PP |
120-094 |
120-094 |
120-094 |
120-111 |
S1 |
120-028 |
120-028 |
120-142 |
120-061 |
S2 |
119-217 |
119-217 |
120-124 |
|
S3 |
119-019 |
119-151 |
120-106 |
|
S4 |
118-142 |
118-273 |
120-051 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-207 |
2.618 |
120-207 |
1.618 |
120-207 |
1.000 |
120-207 |
0.618 |
120-207 |
HIGH |
120-207 |
0.618 |
120-207 |
0.500 |
120-207 |
0.382 |
120-207 |
LOW |
120-207 |
0.618 |
120-207 |
1.000 |
120-207 |
1.618 |
120-207 |
2.618 |
120-207 |
4.250 |
120-207 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
120-207 |
120-188 |
PP |
120-207 |
120-169 |
S1 |
120-207 |
120-150 |
|