ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
120-140 |
120-110 |
-0-030 |
-0.1% |
120-198 |
High |
120-158 |
120-198 |
0-040 |
0.1% |
120-255 |
Low |
120-127 |
120-082 |
-0-045 |
-0.1% |
120-045 |
Close |
120-142 |
120-187 |
0-045 |
0.1% |
120-122 |
Range |
0-030 |
0-115 |
0-085 |
283.2% |
0-210 |
ATR |
0-059 |
0-063 |
0-004 |
6.7% |
0-000 |
Volume |
2,976 |
4,598 |
1,622 |
54.5% |
30,026 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-181 |
121-139 |
120-251 |
|
R3 |
121-066 |
121-024 |
120-219 |
|
R2 |
120-271 |
120-271 |
120-209 |
|
R1 |
120-229 |
120-229 |
120-198 |
120-250 |
PP |
120-156 |
120-156 |
120-156 |
120-166 |
S1 |
120-114 |
120-114 |
120-177 |
120-135 |
S2 |
120-041 |
120-041 |
120-166 |
|
S3 |
119-246 |
119-319 |
120-156 |
|
S4 |
119-131 |
119-204 |
120-124 |
|
|
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 |
122-046 |
2.618 |
121-179 |
1.618 |
121-064 |
1.000 |
120-313 |
0.618 |
120-269 |
HIGH |
120-198 |
0.618 |
120-154 |
0.500 |
120-140 |
0.382 |
120-126 |
LOW |
120-082 |
0.618 |
120-011 |
1.000 |
119-287 |
1.618 |
119-216 |
2.618 |
119-101 |
4.250 |
118-234 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
120-172 |
120-165 |
PP |
120-156 |
120-143 |
S1 |
120-140 |
120-121 |
|