ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
120-110 |
120-178 |
0-067 |
0.2% |
120-198 |
High |
120-198 |
120-270 |
0-073 |
0.2% |
120-255 |
Low |
120-082 |
120-175 |
0-093 |
0.2% |
120-045 |
Close |
120-187 |
120-227 |
0-040 |
0.1% |
120-122 |
Range |
0-115 |
0-095 |
-0-020 |
-17.4% |
0-210 |
ATR |
0-063 |
0-066 |
0-002 |
3.6% |
0-000 |
Volume |
4,598 |
9,455 |
4,857 |
105.6% |
30,026 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-189 |
121-143 |
120-280 |
|
R3 |
121-094 |
121-048 |
120-254 |
|
R2 |
120-319 |
120-319 |
120-245 |
|
R1 |
120-273 |
120-273 |
120-236 |
120-296 |
PP |
120-224 |
120-224 |
120-224 |
120-236 |
S1 |
120-178 |
120-178 |
120-219 |
120-201 |
S2 |
120-129 |
120-129 |
120-210 |
|
S3 |
120-034 |
120-083 |
120-201 |
|
S4 |
119-259 |
119-308 |
120-175 |
|
|
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 |
122-034 |
2.618 |
121-199 |
1.618 |
121-104 |
1.000 |
121-045 |
0.618 |
121-009 |
HIGH |
120-270 |
0.618 |
120-234 |
0.500 |
120-223 |
0.382 |
120-211 |
LOW |
120-175 |
0.618 |
120-116 |
1.000 |
120-080 |
1.618 |
120-021 |
2.618 |
119-246 |
4.250 |
119-091 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
120-226 |
120-210 |
PP |
120-224 |
120-193 |
S1 |
120-223 |
120-176 |
|