ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
120-015 |
0-105 |
0.3% |
119-135 |
| High |
120-115 |
120-040 |
-0-075 |
-0.2% |
120-115 |
| Low |
119-212 |
119-250 |
0-038 |
0.1% |
119-042 |
| Close |
120-012 |
119-312 |
-0-020 |
-0.1% |
120-012 |
| Range |
0-223 |
0-110 |
-0-113 |
-50.7% |
1-073 |
| ATR |
0-126 |
0-125 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,048,171 |
707,205 |
-340,966 |
-32.5% |
4,059,185 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-317 |
120-265 |
120-052 |
|
| R3 |
120-207 |
120-155 |
120-022 |
|
| R2 |
120-097 |
120-097 |
120-012 |
|
| R1 |
120-045 |
120-045 |
120-002 |
120-016 |
| PP |
119-307 |
119-307 |
119-307 |
119-293 |
| S1 |
119-255 |
119-255 |
119-302 |
119-226 |
| S2 |
119-197 |
119-197 |
119-292 |
|
| S3 |
119-087 |
119-145 |
119-282 |
|
| S4 |
118-297 |
119-035 |
119-252 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-169 |
123-003 |
120-228 |
|
| R3 |
122-096 |
121-250 |
120-120 |
|
| R2 |
121-023 |
121-023 |
120-084 |
|
| R1 |
120-177 |
120-177 |
120-048 |
120-260 |
| PP |
119-270 |
119-270 |
119-270 |
119-311 |
| S1 |
119-104 |
119-104 |
119-296 |
119-187 |
| S2 |
118-197 |
118-197 |
119-260 |
|
| S3 |
117-124 |
118-031 |
119-224 |
|
| S4 |
116-051 |
116-278 |
119-116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-115 |
119-042 |
1-073 |
1.0% |
0-155 |
0.4% |
69% |
False |
False |
819,942 |
| 10 |
120-115 |
118-122 |
1-313 |
1.6% |
0-145 |
0.4% |
81% |
False |
False |
756,468 |
| 20 |
120-115 |
118-017 |
2-098 |
1.9% |
0-114 |
0.3% |
83% |
False |
False |
542,896 |
| 40 |
120-115 |
118-017 |
2-098 |
1.9% |
0-114 |
0.3% |
83% |
False |
False |
600,744 |
| 60 |
120-115 |
117-302 |
2-133 |
2.0% |
0-108 |
0.3% |
84% |
False |
False |
402,560 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-093 |
0.2% |
72% |
False |
False |
302,044 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-075 |
0.2% |
72% |
False |
False |
241,635 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-062 |
0.2% |
72% |
False |
False |
201,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-188 |
|
2.618 |
121-008 |
|
1.618 |
120-218 |
|
1.000 |
120-150 |
|
0.618 |
120-108 |
|
HIGH |
120-040 |
|
0.618 |
119-318 |
|
0.500 |
119-305 |
|
0.382 |
119-292 |
|
LOW |
119-250 |
|
0.618 |
119-182 |
|
1.000 |
119-140 |
|
1.618 |
119-072 |
|
2.618 |
118-282 |
|
4.250 |
118-102 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-310 |
119-309 |
| PP |
119-307 |
119-306 |
| S1 |
119-305 |
119-304 |
|