ECBOT 5 Year T-Note Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-155 |
High |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-162 |
Low |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-113 |
Close |
122-010 |
121-238 |
-0-093 |
-0.2% |
122-127 |
Range |
|
|
|
|
|
ATR |
0-062 |
0-064 |
0-002 |
3.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-238 |
121-238 |
121-238 |
|
R3 |
121-238 |
121-238 |
121-238 |
|
R2 |
121-238 |
121-238 |
121-238 |
|
R1 |
121-238 |
121-238 |
121-238 |
121-238 |
PP |
121-238 |
121-238 |
121-238 |
121-238 |
S1 |
121-238 |
121-238 |
121-238 |
121-238 |
S2 |
121-238 |
121-238 |
121-238 |
|
S3 |
121-238 |
121-238 |
121-238 |
|
S4 |
121-238 |
121-238 |
121-238 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-284 |
122-256 |
122-155 |
|
R3 |
122-234 |
122-206 |
122-141 |
|
R2 |
122-184 |
122-184 |
122-137 |
|
R1 |
122-156 |
122-156 |
122-132 |
122-145 |
PP |
122-134 |
122-134 |
122-134 |
122-129 |
S1 |
122-106 |
122-106 |
122-123 |
122-095 |
S2 |
122-084 |
122-084 |
122-118 |
|
S3 |
122-034 |
122-056 |
122-114 |
|
S4 |
121-304 |
122-006 |
122-100 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-238 |
2.618 |
121-238 |
1.618 |
121-238 |
1.000 |
121-238 |
0.618 |
121-238 |
HIGH |
121-238 |
0.618 |
121-238 |
0.500 |
121-238 |
0.382 |
121-238 |
LOW |
121-238 |
0.618 |
121-238 |
1.000 |
121-238 |
1.618 |
121-238 |
2.618 |
121-238 |
4.250 |
121-238 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
121-238 |
122-040 |
PP |
121-238 |
121-319 |
S1 |
121-238 |
121-278 |
|