ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
120-042 |
119-305 |
-0-057 |
-0.1% |
120-015 |
| High |
120-070 |
120-040 |
-0-030 |
-0.1% |
120-152 |
| Low |
119-265 |
119-280 |
0-015 |
0.0% |
119-250 |
| Close |
119-317 |
120-012 |
0-015 |
0.0% |
119-317 |
| Range |
0-125 |
0-080 |
-0-045 |
-36.0% |
0-222 |
| ATR |
0-127 |
0-124 |
-0-003 |
-2.7% |
0-000 |
| Volume |
580,068 |
447,177 |
-132,891 |
-22.9% |
3,009,482 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-244 |
120-208 |
120-056 |
|
| R3 |
120-164 |
120-128 |
120-034 |
|
| R2 |
120-084 |
120-084 |
120-027 |
|
| R1 |
120-048 |
120-048 |
120-019 |
120-066 |
| PP |
120-004 |
120-004 |
120-004 |
120-013 |
| S1 |
119-288 |
119-288 |
120-005 |
119-306 |
| S2 |
119-244 |
119-244 |
119-317 |
|
| S3 |
119-164 |
119-208 |
119-310 |
|
| S4 |
119-084 |
119-128 |
119-288 |
|
|
| 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 |
119-250 |
0-222 |
0.6% |
0-121 |
0.3% |
37% |
False |
False |
691,331 |
| 10 |
120-152 |
119-042 |
1-110 |
1.1% |
0-140 |
0.4% |
67% |
False |
False |
751,584 |
| 20 |
120-152 |
118-017 |
2-135 |
2.0% |
0-123 |
0.3% |
82% |
False |
False |
612,023 |
| 40 |
120-152 |
118-017 |
2-135 |
2.0% |
0-118 |
0.3% |
82% |
False |
False |
601,393 |
| 60 |
120-152 |
117-302 |
2-170 |
2.1% |
0-112 |
0.3% |
83% |
False |
False |
448,009 |
| 80 |
120-245 |
117-302 |
2-262 |
2.3% |
0-098 |
0.3% |
74% |
False |
False |
336,412 |
| 100 |
120-245 |
117-302 |
2-262 |
2.3% |
0-080 |
0.2% |
74% |
False |
False |
269,130 |
| 120 |
120-245 |
117-302 |
2-262 |
2.3% |
0-066 |
0.2% |
74% |
False |
False |
224,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-060 |
|
2.618 |
120-249 |
|
1.618 |
120-169 |
|
1.000 |
120-120 |
|
0.618 |
120-089 |
|
HIGH |
120-040 |
|
0.618 |
120-009 |
|
0.500 |
120-000 |
|
0.382 |
119-311 |
|
LOW |
119-280 |
|
0.618 |
119-231 |
|
1.000 |
119-200 |
|
1.618 |
119-151 |
|
2.618 |
119-071 |
|
4.250 |
118-260 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-008 |
120-041 |
| PP |
120-004 |
120-031 |
| S1 |
120-000 |
120-022 |
|