ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
120-178 |
120-265 |
0-087 |
0.2% |
120-198 |
High |
120-270 |
120-295 |
0-025 |
0.1% |
120-255 |
Low |
120-175 |
120-198 |
0-022 |
0.1% |
120-045 |
Close |
120-227 |
120-230 |
0-003 |
0.0% |
120-122 |
Range |
0-095 |
0-098 |
0-002 |
2.6% |
0-210 |
ATR |
0-066 |
0-068 |
0-002 |
3.5% |
0-000 |
Volume |
9,455 |
28,581 |
19,126 |
202.3% |
30,026 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-213 |
121-159 |
120-284 |
|
R3 |
121-116 |
121-062 |
120-257 |
|
R2 |
121-018 |
121-018 |
120-248 |
|
R1 |
120-284 |
120-284 |
120-239 |
120-263 |
PP |
120-241 |
120-241 |
120-241 |
120-230 |
S1 |
120-187 |
120-187 |
120-221 |
120-165 |
S2 |
120-143 |
120-143 |
120-212 |
|
S3 |
120-046 |
120-089 |
120-203 |
|
S4 |
119-268 |
119-312 |
120-176 |
|
|
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 |
122-069 |
2.618 |
121-230 |
1.618 |
121-133 |
1.000 |
121-073 |
0.618 |
121-035 |
HIGH |
120-295 |
0.618 |
120-258 |
0.500 |
120-246 |
0.382 |
120-235 |
LOW |
120-198 |
0.618 |
120-137 |
1.000 |
120-100 |
1.618 |
120-040 |
2.618 |
119-262 |
4.250 |
119-103 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
120-246 |
120-216 |
PP |
120-241 |
120-203 |
S1 |
120-235 |
120-189 |
|