ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
120-245 |
120-155 |
-0-090 |
-0.2% |
121-098 |
High |
120-280 |
120-235 |
-0-045 |
-0.1% |
121-135 |
Low |
120-190 |
120-155 |
-0-035 |
-0.1% |
121-067 |
Close |
120-207 |
120-155 |
-0-052 |
-0.1% |
121-067 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-068 |
ATR |
0-043 |
0-046 |
0-003 |
6.0% |
0-000 |
Volume |
105 |
98 |
-7 |
-6.7% |
0 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-102 |
121-048 |
120-199 |
|
R3 |
121-022 |
120-288 |
120-177 |
|
R2 |
120-262 |
120-262 |
120-170 |
|
R1 |
120-208 |
120-208 |
120-162 |
120-195 |
PP |
120-182 |
120-182 |
120-182 |
120-175 |
S1 |
120-128 |
120-128 |
120-148 |
120-115 |
S2 |
120-102 |
120-102 |
120-140 |
|
S3 |
120-022 |
120-048 |
120-133 |
|
S4 |
119-262 |
119-288 |
120-111 |
|
|
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 |
121-255 |
2.618 |
121-124 |
1.618 |
121-044 |
1.000 |
120-315 |
0.618 |
120-284 |
HIGH |
120-235 |
0.618 |
120-204 |
0.500 |
120-195 |
0.382 |
120-186 |
LOW |
120-155 |
0.618 |
120-106 |
1.000 |
120-075 |
1.618 |
120-026 |
2.618 |
119-266 |
4.250 |
119-135 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-195 |
120-218 |
PP |
120-182 |
120-197 |
S1 |
120-168 |
120-176 |
|