ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
120-198 |
120-167 |
-0-030 |
-0.1% |
120-207 |
High |
120-255 |
120-222 |
-0-033 |
-0.1% |
120-265 |
Low |
120-187 |
120-162 |
-0-025 |
-0.1% |
120-147 |
Close |
120-200 |
120-200 |
0-000 |
0.0% |
120-235 |
Range |
0-068 |
0-060 |
-0-008 |
-11.1% |
0-118 |
ATR |
0-055 |
0-055 |
0-000 |
0.7% |
0-000 |
Volume |
1,477 |
4,384 |
2,907 |
196.8% |
9,008 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-055 |
121-027 |
120-233 |
|
R3 |
120-315 |
120-287 |
120-216 |
|
R2 |
120-255 |
120-255 |
120-211 |
|
R1 |
120-227 |
120-227 |
120-206 |
120-241 |
PP |
120-195 |
120-195 |
120-195 |
120-202 |
S1 |
120-167 |
120-167 |
120-194 |
120-181 |
S2 |
120-135 |
120-135 |
120-189 |
|
S3 |
120-075 |
120-107 |
120-184 |
|
S4 |
120-015 |
120-047 |
120-167 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-248 |
121-199 |
120-300 |
|
R3 |
121-131 |
121-082 |
120-267 |
|
R2 |
121-013 |
121-013 |
120-257 |
|
R1 |
120-284 |
120-284 |
120-246 |
120-309 |
PP |
120-216 |
120-216 |
120-216 |
120-228 |
S1 |
120-167 |
120-167 |
120-224 |
120-191 |
S2 |
120-098 |
120-098 |
120-213 |
|
S3 |
119-301 |
120-049 |
120-203 |
|
S4 |
119-183 |
119-252 |
120-170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-157 |
2.618 |
121-060 |
1.618 |
121-000 |
1.000 |
120-282 |
0.618 |
120-260 |
HIGH |
120-222 |
0.618 |
120-200 |
0.500 |
120-192 |
0.382 |
120-185 |
LOW |
120-162 |
0.618 |
120-125 |
1.000 |
120-102 |
1.618 |
120-065 |
2.618 |
120-005 |
4.250 |
119-227 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-197 |
120-209 |
PP |
120-195 |
120-206 |
S1 |
120-192 |
120-203 |
|