ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
120-282 |
120-195 |
-0-087 |
-0.2% |
121-093 |
High |
120-282 |
120-195 |
-0-087 |
-0.2% |
121-093 |
Low |
120-282 |
120-195 |
-0-087 |
-0.2% |
120-240 |
Close |
120-282 |
120-195 |
-0-087 |
-0.2% |
120-240 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-195 |
120-195 |
120-195 |
|
R3 |
120-195 |
120-195 |
120-195 |
|
R2 |
120-195 |
120-195 |
120-195 |
|
R1 |
120-195 |
120-195 |
120-195 |
120-195 |
PP |
120-195 |
120-195 |
120-195 |
120-195 |
S1 |
120-195 |
120-195 |
120-195 |
120-195 |
S2 |
120-195 |
120-195 |
120-195 |
|
S3 |
120-195 |
120-195 |
120-195 |
|
S4 |
120-195 |
120-195 |
120-195 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-175 |
122-060 |
121-015 |
|
R3 |
122-003 |
121-208 |
120-287 |
|
R2 |
121-150 |
121-150 |
120-272 |
|
R1 |
121-035 |
121-035 |
120-256 |
121-006 |
PP |
120-298 |
120-298 |
120-298 |
120-283 |
S1 |
120-182 |
120-182 |
120-224 |
120-154 |
S2 |
120-125 |
120-125 |
120-208 |
|
S3 |
119-272 |
120-010 |
120-193 |
|
S4 |
119-100 |
119-157 |
120-145 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-195 |
2.618 |
120-195 |
1.618 |
120-195 |
1.000 |
120-195 |
0.618 |
120-195 |
HIGH |
120-195 |
0.618 |
120-195 |
0.500 |
120-195 |
0.382 |
120-195 |
LOW |
120-195 |
0.618 |
120-195 |
1.000 |
120-195 |
1.618 |
120-195 |
2.618 |
120-195 |
4.250 |
120-195 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
120-195 |
120-239 |
PP |
120-195 |
120-224 |
S1 |
120-195 |
120-210 |
|