ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
121-098 |
121-127 |
0-030 |
0.1% |
120-282 |
High |
121-098 |
121-127 |
0-030 |
0.1% |
121-050 |
Low |
121-098 |
121-127 |
0-030 |
0.1% |
120-282 |
Close |
121-098 |
121-127 |
0-030 |
0.1% |
121-050 |
Range |
|
|
|
|
|
ATR |
0-036 |
0-036 |
0-000 |
-1.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-127 |
121-127 |
121-127 |
|
R3 |
121-127 |
121-127 |
121-127 |
|
R2 |
121-127 |
121-127 |
121-127 |
|
R1 |
121-127 |
121-127 |
121-127 |
121-127 |
PP |
121-127 |
121-127 |
121-127 |
121-127 |
S1 |
121-127 |
121-127 |
121-127 |
121-127 |
S2 |
121-127 |
121-127 |
121-127 |
|
S3 |
121-127 |
121-127 |
121-127 |
|
S4 |
121-127 |
121-127 |
121-127 |
|
|
Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-283 |
121-254 |
121-098 |
|
R3 |
121-196 |
121-167 |
121-074 |
|
R2 |
121-108 |
121-108 |
121-066 |
|
R1 |
121-079 |
121-079 |
121-058 |
121-094 |
PP |
121-021 |
121-021 |
121-021 |
121-028 |
S1 |
120-312 |
120-312 |
121-042 |
121-006 |
S2 |
120-253 |
120-253 |
121-034 |
|
S3 |
120-166 |
120-224 |
121-026 |
|
S4 |
120-078 |
120-137 |
121-002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-127 |
2.618 |
121-127 |
1.618 |
121-127 |
1.000 |
121-127 |
0.618 |
121-127 |
HIGH |
121-127 |
0.618 |
121-127 |
0.500 |
121-127 |
0.382 |
121-127 |
LOW |
121-127 |
0.618 |
121-127 |
1.000 |
121-127 |
1.618 |
121-127 |
2.618 |
121-127 |
4.250 |
121-127 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
121-127 |
121-115 |
PP |
121-127 |
121-102 |
S1 |
121-127 |
121-089 |
|