ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
120-000 |
120-002 |
0-002 |
0.0% |
120-193 |
High |
120-000 |
120-002 |
0-002 |
0.0% |
120-193 |
Low |
120-000 |
120-002 |
0-002 |
0.0% |
119-260 |
Close |
120-000 |
120-002 |
0-002 |
0.0% |
120-002 |
Range |
|
|
|
|
|
ATR |
0-062 |
0-058 |
-0-004 |
-6.9% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-002 |
120-002 |
120-002 |
|
R3 |
120-002 |
120-002 |
120-002 |
|
R2 |
120-002 |
120-002 |
120-002 |
|
R1 |
120-002 |
120-002 |
120-002 |
120-002 |
PP |
120-002 |
120-002 |
120-002 |
120-002 |
S1 |
120-002 |
120-002 |
120-002 |
120-002 |
S2 |
120-002 |
120-002 |
120-002 |
|
S3 |
120-002 |
120-002 |
120-002 |
|
S4 |
120-002 |
120-002 |
120-002 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-163 |
122-015 |
120-141 |
|
R3 |
121-230 |
121-083 |
120-072 |
|
R2 |
120-298 |
120-298 |
120-049 |
|
R1 |
120-150 |
120-150 |
120-026 |
120-098 |
PP |
120-045 |
120-045 |
120-045 |
120-019 |
S1 |
119-217 |
119-217 |
119-299 |
119-165 |
S2 |
119-112 |
119-112 |
119-276 |
|
S3 |
118-180 |
118-285 |
119-253 |
|
S4 |
117-247 |
118-032 |
119-184 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-002 |
2.618 |
120-002 |
1.618 |
120-002 |
1.000 |
120-002 |
0.618 |
120-002 |
HIGH |
120-002 |
0.618 |
120-002 |
0.500 |
120-002 |
0.382 |
120-002 |
LOW |
120-002 |
0.618 |
120-002 |
1.000 |
120-002 |
1.618 |
120-002 |
2.618 |
120-002 |
4.250 |
120-002 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
120-002 |
119-312 |
PP |
120-002 |
119-302 |
S1 |
120-002 |
119-291 |
|