ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
120-193 |
120-205 |
0-012 |
0.0% |
120-140 |
High |
120-202 |
121-110 |
0-228 |
0.6% |
120-295 |
Low |
120-085 |
119-155 |
-0-250 |
-0.6% |
120-082 |
Close |
120-113 |
119-190 |
-0-242 |
-0.6% |
120-267 |
Range |
0-118 |
1-275 |
1-158 |
406.4% |
0-213 |
ATR |
0-075 |
0-112 |
0-037 |
49.5% |
0-000 |
Volume |
24,013 |
28,316 |
4,303 |
17.9% |
62,497 |
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-230 |
124-165 |
120-197 |
|
R3 |
123-275 |
122-210 |
120-034 |
|
R2 |
122-000 |
122-000 |
119-299 |
|
R1 |
120-255 |
120-255 |
119-245 |
120-150 |
PP |
120-045 |
120-045 |
120-045 |
119-313 |
S1 |
118-300 |
118-300 |
119-135 |
118-195 |
S2 |
118-090 |
118-090 |
119-081 |
|
S3 |
116-135 |
117-025 |
119-026 |
|
S4 |
114-180 |
115-070 |
118-183 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-213 |
122-133 |
121-064 |
|
R3 |
122-000 |
121-240 |
121-006 |
|
R2 |
121-108 |
121-108 |
120-306 |
|
R1 |
121-027 |
121-027 |
120-287 |
121-068 |
PP |
120-215 |
120-215 |
120-215 |
120-235 |
S1 |
120-135 |
120-135 |
120-248 |
120-175 |
S2 |
120-002 |
120-002 |
120-229 |
|
S3 |
119-110 |
119-242 |
120-209 |
|
S4 |
118-217 |
119-030 |
120-151 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-079 |
2.618 |
126-068 |
1.618 |
124-113 |
1.000 |
123-065 |
0.618 |
122-158 |
HIGH |
121-110 |
0.618 |
120-203 |
0.500 |
120-133 |
0.382 |
120-062 |
LOW |
119-155 |
0.618 |
118-107 |
1.000 |
117-200 |
1.618 |
116-152 |
2.618 |
114-197 |
4.250 |
111-186 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
120-133 |
120-133 |
PP |
120-045 |
120-045 |
S1 |
119-278 |
119-278 |
|