ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 30-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
121-135 |
121-067 |
-0-068 |
-0.2% |
121-098 |
High |
121-135 |
121-067 |
-0-068 |
-0.2% |
121-135 |
Low |
121-135 |
121-067 |
-0-068 |
-0.2% |
121-067 |
Close |
121-135 |
121-067 |
-0-068 |
-0.2% |
121-067 |
Range |
|
|
|
|
|
ATR |
0-033 |
0-036 |
0-002 |
7.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-067 |
121-067 |
121-067 |
|
R3 |
121-067 |
121-067 |
121-067 |
|
R2 |
121-067 |
121-067 |
121-067 |
|
R1 |
121-067 |
121-067 |
121-067 |
121-067 |
PP |
121-067 |
121-067 |
121-067 |
121-067 |
S1 |
121-067 |
121-067 |
121-067 |
121-067 |
S2 |
121-067 |
121-067 |
121-067 |
|
S3 |
121-067 |
121-067 |
121-067 |
|
S4 |
121-067 |
121-067 |
121-067 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-293 |
121-248 |
121-105 |
|
R3 |
121-225 |
121-180 |
121-086 |
|
R2 |
121-158 |
121-158 |
121-080 |
|
R1 |
121-113 |
121-113 |
121-074 |
121-101 |
PP |
121-090 |
121-090 |
121-090 |
121-084 |
S1 |
121-045 |
121-045 |
121-061 |
121-034 |
S2 |
121-022 |
121-022 |
121-055 |
|
S3 |
120-275 |
120-297 |
121-049 |
|
S4 |
120-207 |
120-230 |
121-030 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-067 |
2.618 |
121-067 |
1.618 |
121-067 |
1.000 |
121-067 |
0.618 |
121-067 |
HIGH |
121-067 |
0.618 |
121-067 |
0.500 |
121-067 |
0.382 |
121-067 |
LOW |
121-067 |
0.618 |
121-067 |
1.000 |
121-067 |
1.618 |
121-067 |
2.618 |
121-067 |
4.250 |
121-067 |
|
|
Fisher Pivots for day following 30-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
121-067 |
121-101 |
PP |
121-067 |
121-090 |
S1 |
121-067 |
121-079 |
|