ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 10-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
120-160 |
120-105 |
-0-055 |
-0.1% |
121-013 |
High |
120-205 |
120-182 |
-0-022 |
-0.1% |
121-013 |
Low |
120-138 |
120-098 |
-0-040 |
-0.1% |
120-138 |
Close |
120-173 |
120-113 |
-0-060 |
-0.2% |
120-173 |
Range |
0-067 |
0-085 |
0-018 |
25.9% |
0-195 |
ATR |
0-048 |
0-050 |
0-003 |
5.6% |
0-000 |
Volume |
107 |
1 |
-106 |
-99.1% |
688 |
|
Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-066 |
121-014 |
120-159 |
|
R3 |
120-301 |
120-249 |
120-136 |
|
R2 |
120-216 |
120-216 |
120-128 |
|
R1 |
120-164 |
120-164 |
120-120 |
120-190 |
PP |
120-131 |
120-131 |
120-131 |
120-144 |
S1 |
120-079 |
120-079 |
120-105 |
120-105 |
S2 |
120-046 |
120-046 |
120-097 |
|
S3 |
119-281 |
119-314 |
120-089 |
|
S4 |
119-196 |
119-229 |
120-066 |
|
|
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 |
121-224 |
2.618 |
121-085 |
1.618 |
121-000 |
1.000 |
120-267 |
0.618 |
120-235 |
HIGH |
120-182 |
0.618 |
120-150 |
0.500 |
120-140 |
0.382 |
120-130 |
LOW |
120-098 |
0.618 |
120-045 |
1.000 |
120-013 |
1.618 |
119-280 |
2.618 |
119-195 |
4.250 |
119-056 |
|
|
Fisher Pivots for day following 10-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-140 |
120-166 |
PP |
120-131 |
120-148 |
S1 |
120-122 |
120-130 |
|