ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-105 |
0-000 |
0.0% |
121-013 |
| High |
120-147 |
120-127 |
-0-020 |
-0.1% |
121-013 |
| Low |
120-105 |
120-078 |
-0-027 |
-0.1% |
120-138 |
| Close |
120-130 |
120-118 |
-0-013 |
0.0% |
120-173 |
| Range |
0-042 |
0-050 |
0-007 |
17.6% |
0-195 |
| ATR |
0-050 |
0-050 |
0-000 |
0.4% |
0-000 |
| Volume |
103 |
366 |
263 |
255.3% |
688 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-257 |
120-237 |
120-145 |
|
| R3 |
120-207 |
120-187 |
120-131 |
|
| R2 |
120-157 |
120-157 |
120-127 |
|
| R1 |
120-137 |
120-137 |
120-122 |
120-147 |
| PP |
120-107 |
120-107 |
120-107 |
120-112 |
| S1 |
120-088 |
120-088 |
120-113 |
120-098 |
| S2 |
120-058 |
120-058 |
120-108 |
|
| S3 |
120-008 |
120-038 |
120-104 |
|
| S4 |
119-278 |
119-308 |
120-090 |
|
|
| 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 |
121-020 |
|
2.618 |
120-258 |
|
1.618 |
120-208 |
|
1.000 |
120-177 |
|
0.618 |
120-158 |
|
HIGH |
120-127 |
|
0.618 |
120-108 |
|
0.500 |
120-102 |
|
0.382 |
120-097 |
|
LOW |
120-078 |
|
0.618 |
120-047 |
|
1.000 |
120-028 |
|
1.618 |
119-317 |
|
2.618 |
119-267 |
|
4.250 |
119-185 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-113 |
120-130 |
| PP |
120-107 |
120-126 |
| S1 |
120-102 |
120-122 |
|