ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
120-037 |
0-052 |
0.1% |
120-015 |
| High |
120-040 |
120-110 |
0-070 |
0.2% |
120-152 |
| Low |
119-280 |
120-002 |
0-042 |
0.1% |
119-250 |
| Close |
120-012 |
120-060 |
0-048 |
0.1% |
119-317 |
| Range |
0-080 |
0-108 |
0-028 |
35.0% |
0-222 |
| ATR |
0-124 |
0-123 |
-0-001 |
-0.9% |
0-000 |
| Volume |
447,177 |
510,076 |
62,899 |
14.1% |
3,009,482 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-061 |
121-009 |
120-119 |
|
| R3 |
120-273 |
120-221 |
120-090 |
|
| R2 |
120-165 |
120-165 |
120-080 |
|
| R1 |
120-113 |
120-113 |
120-070 |
120-139 |
| PP |
120-057 |
120-057 |
120-057 |
120-070 |
| S1 |
120-005 |
120-005 |
120-050 |
120-031 |
| S2 |
119-269 |
119-269 |
120-040 |
|
| S3 |
119-161 |
119-217 |
120-030 |
|
| S4 |
119-053 |
119-109 |
120-001 |
|
|
| 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 |
119-265 |
0-207 |
0.5% |
0-121 |
0.3% |
56% |
False |
False |
651,906 |
| 10 |
120-152 |
119-042 |
1-110 |
1.1% |
0-138 |
0.4% |
79% |
False |
False |
735,924 |
| 20 |
120-152 |
118-017 |
2-135 |
2.0% |
0-127 |
0.3% |
88% |
False |
False |
631,830 |
| 40 |
120-152 |
118-017 |
2-135 |
2.0% |
0-119 |
0.3% |
88% |
False |
False |
593,059 |
| 60 |
120-152 |
117-302 |
2-170 |
2.1% |
0-110 |
0.3% |
89% |
False |
False |
456,510 |
| 80 |
120-245 |
117-302 |
2-262 |
2.3% |
0-100 |
0.3% |
80% |
False |
False |
342,788 |
| 100 |
120-245 |
117-302 |
2-262 |
2.3% |
0-081 |
0.2% |
80% |
False |
False |
274,230 |
| 120 |
120-245 |
117-302 |
2-262 |
2.3% |
0-067 |
0.2% |
80% |
False |
False |
228,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-249 |
|
2.618 |
121-073 |
|
1.618 |
120-285 |
|
1.000 |
120-218 |
|
0.618 |
120-177 |
|
HIGH |
120-110 |
|
0.618 |
120-069 |
|
0.500 |
120-056 |
|
0.382 |
120-043 |
|
LOW |
120-002 |
|
0.618 |
119-255 |
|
1.000 |
119-214 |
|
1.618 |
119-147 |
|
2.618 |
119-039 |
|
4.250 |
118-183 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-059 |
120-049 |
| PP |
120-057 |
120-038 |
| S1 |
120-056 |
120-028 |
|