ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
120-282 |
120-287 |
0-005 |
0.0% |
120-282 |
High |
120-282 |
120-287 |
0-005 |
0.0% |
120-315 |
Low |
120-282 |
120-287 |
0-005 |
0.0% |
120-195 |
Close |
120-282 |
120-287 |
0-005 |
0.0% |
120-278 |
Range |
|
|
|
|
|
ATR |
0-039 |
0-037 |
-0-002 |
-6.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-287 |
120-287 |
120-287 |
|
R3 |
120-287 |
120-287 |
120-287 |
|
R2 |
120-287 |
120-287 |
120-287 |
|
R1 |
120-287 |
120-287 |
120-287 |
120-287 |
PP |
120-287 |
120-287 |
120-287 |
120-287 |
S1 |
120-287 |
120-287 |
120-287 |
120-287 |
S2 |
120-287 |
120-287 |
120-287 |
|
S3 |
120-287 |
120-287 |
120-287 |
|
S4 |
120-287 |
120-287 |
120-287 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-303 |
121-250 |
121-024 |
|
R3 |
121-183 |
121-130 |
120-311 |
|
R2 |
121-063 |
121-063 |
120-300 |
|
R1 |
121-010 |
121-010 |
120-289 |
120-296 |
PP |
120-263 |
120-263 |
120-263 |
120-246 |
S1 |
120-210 |
120-210 |
120-267 |
120-176 |
S2 |
120-143 |
120-143 |
120-256 |
|
S3 |
120-023 |
120-090 |
120-245 |
|
S4 |
119-223 |
119-290 |
120-212 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-287 |
2.618 |
120-287 |
1.618 |
120-287 |
1.000 |
120-287 |
0.618 |
120-287 |
HIGH |
120-287 |
0.618 |
120-287 |
0.500 |
120-287 |
0.382 |
120-287 |
LOW |
120-287 |
0.618 |
120-287 |
1.000 |
120-287 |
1.618 |
120-287 |
2.618 |
120-287 |
4.250 |
120-287 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
120-287 |
120-286 |
PP |
120-287 |
120-284 |
S1 |
120-287 |
120-282 |
|