ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 07-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
120-155 |
120-160 |
0-005 |
0.0% |
121-013 |
High |
120-235 |
120-205 |
-0-030 |
-0.1% |
121-013 |
Low |
120-155 |
120-138 |
-0-018 |
0.0% |
120-138 |
Close |
120-155 |
120-173 |
0-018 |
0.0% |
120-173 |
Range |
0-080 |
0-067 |
-0-013 |
-15.6% |
0-195 |
ATR |
0-046 |
0-048 |
0-002 |
3.3% |
0-000 |
Volume |
98 |
107 |
9 |
9.2% |
688 |
|
Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-054 |
121-021 |
120-210 |
|
R3 |
120-307 |
120-273 |
120-191 |
|
R2 |
120-239 |
120-239 |
120-185 |
|
R1 |
120-206 |
120-206 |
120-179 |
120-222 |
PP |
120-172 |
120-172 |
120-172 |
120-180 |
S1 |
120-138 |
120-138 |
120-166 |
120-155 |
S2 |
120-104 |
120-104 |
120-160 |
|
S3 |
120-037 |
120-071 |
120-154 |
|
S4 |
119-289 |
120-003 |
120-135 |
|
|
Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-159 |
122-041 |
120-280 |
|
R3 |
121-284 |
121-166 |
120-226 |
|
R2 |
121-089 |
121-089 |
120-208 |
|
R1 |
120-291 |
120-291 |
120-190 |
120-253 |
PP |
120-214 |
120-214 |
120-214 |
120-195 |
S1 |
120-096 |
120-096 |
120-155 |
120-058 |
S2 |
120-019 |
120-019 |
120-137 |
|
S3 |
119-144 |
119-221 |
120-119 |
|
S4 |
118-269 |
119-026 |
120-065 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-172 |
2.618 |
121-062 |
1.618 |
120-314 |
1.000 |
120-272 |
0.618 |
120-247 |
HIGH |
120-205 |
0.618 |
120-179 |
0.500 |
120-171 |
0.382 |
120-163 |
LOW |
120-138 |
0.618 |
120-096 |
1.000 |
120-070 |
1.618 |
120-028 |
2.618 |
119-281 |
4.250 |
119-171 |
|
|
Fisher Pivots for day following 07-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-172 |
120-209 |
PP |
120-172 |
120-197 |
S1 |
120-171 |
120-185 |
|