ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-042 |
-0-038 |
-0.1% |
120-015 |
| High |
120-137 |
120-070 |
-0-067 |
-0.2% |
120-152 |
| Low |
120-025 |
119-265 |
-0-080 |
-0.2% |
119-250 |
| Close |
120-062 |
119-317 |
-0-065 |
-0.2% |
119-317 |
| Range |
0-112 |
0-125 |
0-013 |
11.6% |
0-222 |
| ATR |
0-128 |
0-127 |
0-000 |
-0.1% |
0-000 |
| Volume |
853,541 |
580,068 |
-273,473 |
-32.0% |
3,009,482 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-059 |
120-313 |
120-066 |
|
| R3 |
120-254 |
120-188 |
120-031 |
|
| R2 |
120-129 |
120-129 |
120-020 |
|
| R1 |
120-063 |
120-063 |
120-008 |
120-034 |
| PP |
120-004 |
120-004 |
120-004 |
119-309 |
| S1 |
119-258 |
119-258 |
119-306 |
119-228 |
| S2 |
119-199 |
119-199 |
119-294 |
|
| S3 |
119-074 |
119-133 |
119-283 |
|
| S4 |
118-269 |
119-008 |
119-248 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-052 |
121-247 |
120-119 |
|
| R3 |
121-150 |
121-025 |
120-058 |
|
| R2 |
120-248 |
120-248 |
120-038 |
|
| R1 |
120-123 |
120-123 |
120-017 |
120-074 |
| PP |
120-026 |
120-026 |
120-026 |
120-002 |
| S1 |
119-221 |
119-221 |
119-297 |
119-172 |
| S2 |
119-124 |
119-124 |
119-276 |
|
| S3 |
118-222 |
118-319 |
119-256 |
|
| S4 |
118-000 |
118-097 |
119-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-152 |
119-212 |
0-260 |
0.7% |
0-150 |
0.4% |
40% |
False |
False |
811,530 |
| 10 |
120-152 |
118-260 |
1-212 |
1.4% |
0-152 |
0.4% |
71% |
False |
False |
799,507 |
| 20 |
120-152 |
118-017 |
2-135 |
2.0% |
0-122 |
0.3% |
80% |
False |
False |
603,138 |
| 40 |
120-152 |
118-017 |
2-135 |
2.0% |
0-118 |
0.3% |
80% |
False |
False |
622,599 |
| 60 |
120-152 |
117-302 |
2-170 |
2.1% |
0-112 |
0.3% |
81% |
False |
False |
440,661 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-097 |
0.3% |
73% |
False |
False |
330,822 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-079 |
0.2% |
73% |
False |
False |
264,658 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-066 |
0.2% |
73% |
False |
False |
220,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-281 |
|
2.618 |
121-077 |
|
1.618 |
120-272 |
|
1.000 |
120-195 |
|
0.618 |
120-147 |
|
HIGH |
120-070 |
|
0.618 |
120-022 |
|
0.500 |
120-008 |
|
0.382 |
119-313 |
|
LOW |
119-265 |
|
0.618 |
119-188 |
|
1.000 |
119-140 |
|
1.618 |
119-063 |
|
2.618 |
118-258 |
|
4.250 |
118-054 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-008 |
120-048 |
| PP |
120-004 |
120-031 |
| S1 |
120-000 |
120-014 |
|