ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 04-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
121-013 |
120-262 |
-0-070 |
-0.2% |
121-098 |
High |
121-013 |
120-262 |
-0-070 |
-0.2% |
121-135 |
Low |
121-013 |
120-258 |
-0-075 |
-0.2% |
121-067 |
Close |
121-013 |
120-262 |
-0-070 |
-0.2% |
121-067 |
Range |
0-000 |
0-005 |
0-005 |
|
0-068 |
ATR |
0-037 |
0-040 |
0-003 |
7.3% |
0-000 |
Volume |
0 |
378 |
378 |
|
0 |
|
Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-276 |
120-274 |
120-265 |
|
R3 |
120-271 |
120-269 |
120-264 |
|
R2 |
120-266 |
120-266 |
120-263 |
|
R1 |
120-264 |
120-264 |
120-263 |
120-265 |
PP |
120-261 |
120-261 |
120-261 |
120-261 |
S1 |
120-259 |
120-259 |
120-262 |
120-260 |
S2 |
120-256 |
120-256 |
120-262 |
|
S3 |
120-251 |
120-254 |
120-261 |
|
S4 |
120-246 |
120-249 |
120-260 |
|
|
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 |
120-284 |
2.618 |
120-276 |
1.618 |
120-271 |
1.000 |
120-267 |
0.618 |
120-266 |
HIGH |
120-262 |
0.618 |
120-261 |
0.500 |
120-260 |
0.382 |
120-259 |
LOW |
120-258 |
0.618 |
120-254 |
1.000 |
120-253 |
1.618 |
120-249 |
2.618 |
120-244 |
4.250 |
120-236 |
|
|
Fisher Pivots for day following 04-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-262 |
121-002 |
PP |
120-261 |
120-302 |
S1 |
120-260 |
120-282 |
|