ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
120-150 |
120-093 |
-0-058 |
-0.1% |
120-198 |
High |
120-153 |
120-140 |
-0-013 |
0.0% |
120-255 |
Low |
120-060 |
120-045 |
-0-015 |
0.0% |
120-045 |
Close |
120-093 |
120-122 |
0-030 |
0.1% |
120-122 |
Range |
0-093 |
0-095 |
0-002 |
2.7% |
0-210 |
ATR |
0-059 |
0-061 |
0-003 |
4.4% |
0-000 |
Volume |
20,025 |
2,518 |
-17,507 |
-87.4% |
30,026 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-068 |
121-030 |
120-175 |
|
R3 |
120-293 |
120-255 |
120-149 |
|
R2 |
120-198 |
120-198 |
120-140 |
|
R1 |
120-160 |
120-160 |
120-131 |
120-179 |
PP |
120-102 |
120-102 |
120-102 |
120-112 |
S1 |
120-065 |
120-065 |
120-114 |
120-084 |
S2 |
120-007 |
120-007 |
120-105 |
|
S3 |
119-232 |
119-290 |
120-096 |
|
S4 |
119-137 |
119-195 |
120-070 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-131 |
122-017 |
120-238 |
|
R3 |
121-241 |
121-127 |
120-180 |
|
R2 |
121-031 |
121-031 |
120-161 |
|
R1 |
120-237 |
120-237 |
120-142 |
120-189 |
PP |
120-141 |
120-141 |
120-141 |
120-117 |
S1 |
120-027 |
120-027 |
120-103 |
119-299 |
S2 |
119-251 |
119-251 |
120-084 |
|
S3 |
119-041 |
119-137 |
120-065 |
|
S4 |
118-151 |
118-247 |
120-007 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-224 |
2.618 |
121-069 |
1.618 |
120-294 |
1.000 |
120-235 |
0.618 |
120-199 |
HIGH |
120-140 |
0.618 |
120-104 |
0.500 |
120-092 |
0.382 |
120-081 |
LOW |
120-045 |
0.618 |
119-306 |
1.000 |
119-270 |
1.618 |
119-211 |
2.618 |
119-116 |
4.250 |
118-281 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-112 |
120-129 |
PP |
120-102 |
120-127 |
S1 |
120-092 |
120-125 |
|