ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
120-093 |
120-140 |
0-047 |
0.1% |
120-198 |
High |
120-140 |
120-158 |
0-018 |
0.0% |
120-255 |
Low |
120-045 |
120-127 |
0-082 |
0.2% |
120-045 |
Close |
120-122 |
120-142 |
0-020 |
0.1% |
120-122 |
Range |
0-095 |
0-030 |
-0-065 |
-68.4% |
0-210 |
ATR |
0-061 |
0-059 |
-0-002 |
-3.1% |
0-000 |
Volume |
2,518 |
2,976 |
458 |
18.2% |
30,026 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-233 |
120-218 |
120-159 |
|
R3 |
120-203 |
120-188 |
120-151 |
|
R2 |
120-173 |
120-173 |
120-148 |
|
R1 |
120-158 |
120-158 |
120-145 |
120-165 |
PP |
120-142 |
120-142 |
120-142 |
120-146 |
S1 |
120-127 |
120-127 |
120-140 |
120-135 |
S2 |
120-112 |
120-112 |
120-137 |
|
S3 |
120-082 |
120-097 |
120-134 |
|
S4 |
120-052 |
120-067 |
120-126 |
|
|
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 |
120-285 |
2.618 |
120-236 |
1.618 |
120-206 |
1.000 |
120-188 |
0.618 |
120-176 |
HIGH |
120-158 |
0.618 |
120-146 |
0.500 |
120-142 |
0.382 |
120-139 |
LOW |
120-127 |
0.618 |
120-109 |
1.000 |
120-097 |
1.618 |
120-079 |
2.618 |
120-049 |
4.250 |
120-000 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
120-142 |
120-129 |
PP |
120-142 |
120-115 |
S1 |
120-142 |
120-101 |
|