ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-262 |
120-245 |
-0-018 |
0.0% |
121-098 |
| High |
120-262 |
120-280 |
0-018 |
0.0% |
121-135 |
| Low |
120-258 |
120-190 |
-0-067 |
-0.2% |
121-067 |
| Close |
120-262 |
120-207 |
-0-055 |
-0.1% |
121-067 |
| Range |
0-005 |
0-090 |
0-085 |
1,702.6% |
0-068 |
| ATR |
0-040 |
0-043 |
0-004 |
9.0% |
0-000 |
| Volume |
378 |
105 |
-273 |
-72.2% |
0 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-176 |
121-122 |
120-257 |
|
| R3 |
121-086 |
121-032 |
120-232 |
|
| R2 |
120-316 |
120-316 |
120-224 |
|
| R1 |
120-262 |
120-262 |
120-216 |
120-244 |
| PP |
120-226 |
120-226 |
120-226 |
120-217 |
| S1 |
120-172 |
120-172 |
120-199 |
120-154 |
| S2 |
120-136 |
120-136 |
120-191 |
|
| S3 |
120-046 |
120-082 |
120-183 |
|
| S4 |
119-276 |
119-312 |
120-158 |
|
|
| 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 |
122-022 |
|
2.618 |
121-196 |
|
1.618 |
121-106 |
|
1.000 |
121-050 |
|
0.618 |
121-016 |
|
HIGH |
120-280 |
|
0.618 |
120-246 |
|
0.500 |
120-235 |
|
0.382 |
120-224 |
|
LOW |
120-190 |
|
0.618 |
120-134 |
|
1.000 |
120-100 |
|
1.618 |
120-044 |
|
2.618 |
119-274 |
|
4.250 |
119-128 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-235 |
120-261 |
| PP |
120-226 |
120-243 |
| S1 |
120-217 |
120-225 |
|