ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
118-318 |
118-247 |
-0-070 |
-0.2% |
120-185 |
High |
119-018 |
118-280 |
-0-058 |
-0.2% |
121-110 |
Low |
118-107 |
118-150 |
0-043 |
0.1% |
119-000 |
Close |
118-222 |
118-178 |
-0-045 |
-0.1% |
119-015 |
Range |
0-230 |
0-130 |
-0-100 |
-43.5% |
2-110 |
ATR |
0-128 |
0-128 |
0-000 |
0.1% |
0-000 |
Volume |
43,961 |
74,959 |
30,998 |
70.5% |
87,782 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-272 |
119-195 |
118-249 |
|
R3 |
119-142 |
119-065 |
118-213 |
|
R2 |
119-012 |
119-012 |
118-201 |
|
R1 |
118-255 |
118-255 |
118-189 |
118-229 |
PP |
118-203 |
118-203 |
118-203 |
118-189 |
S1 |
118-125 |
118-125 |
118-166 |
118-099 |
S2 |
118-073 |
118-073 |
118-154 |
|
S3 |
117-263 |
117-315 |
118-142 |
|
S4 |
117-133 |
117-185 |
118-106 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-265 |
125-090 |
120-108 |
|
R3 |
124-155 |
122-300 |
119-221 |
|
R2 |
122-045 |
122-045 |
119-153 |
|
R1 |
120-190 |
120-190 |
119-084 |
120-063 |
PP |
119-255 |
119-255 |
119-255 |
119-191 |
S1 |
118-080 |
118-080 |
118-266 |
117-272 |
S2 |
117-145 |
117-145 |
118-198 |
|
S3 |
115-035 |
115-290 |
118-129 |
|
S4 |
112-245 |
113-180 |
117-242 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-192 |
2.618 |
119-300 |
1.618 |
119-170 |
1.000 |
119-090 |
0.618 |
119-040 |
HIGH |
118-280 |
0.618 |
118-230 |
0.500 |
118-215 |
0.382 |
118-200 |
LOW |
118-150 |
0.618 |
118-070 |
1.000 |
118-020 |
1.618 |
117-260 |
2.618 |
117-130 |
4.250 |
116-238 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
118-215 |
118-267 |
PP |
118-203 |
118-237 |
S1 |
118-190 |
118-207 |
|