ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-082 |
0-027 |
0.1% |
120-015 |
| High |
120-087 |
120-125 |
0-038 |
0.1% |
120-152 |
| Low |
119-275 |
120-022 |
0-067 |
0.2% |
119-250 |
| Close |
120-072 |
120-112 |
0-040 |
0.1% |
119-317 |
| Range |
0-132 |
0-103 |
-0-029 |
-22.0% |
0-222 |
| ATR |
0-124 |
0-122 |
-0-001 |
-1.2% |
0-000 |
| Volume |
669,193 |
736,905 |
67,712 |
10.1% |
3,009,482 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-075 |
121-037 |
120-169 |
|
| R3 |
120-292 |
120-254 |
120-140 |
|
| R2 |
120-189 |
120-189 |
120-131 |
|
| R1 |
120-151 |
120-151 |
120-121 |
120-170 |
| PP |
120-086 |
120-086 |
120-086 |
120-096 |
| S1 |
120-048 |
120-048 |
120-103 |
120-067 |
| S2 |
119-303 |
119-303 |
120-093 |
|
| S3 |
119-200 |
119-265 |
120-084 |
|
| S4 |
119-097 |
119-162 |
120-055 |
|
|
| 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 |
120-125 |
119-265 |
0-180 |
0.5% |
0-110 |
0.3% |
93% |
True |
False |
588,683 |
| 10 |
120-152 |
119-172 |
0-300 |
0.8% |
0-128 |
0.3% |
87% |
False |
False |
717,128 |
| 20 |
120-152 |
118-017 |
2-135 |
2.0% |
0-128 |
0.3% |
95% |
False |
False |
673,454 |
| 40 |
120-152 |
118-017 |
2-135 |
2.0% |
0-122 |
0.3% |
95% |
False |
False |
603,361 |
| 60 |
120-152 |
117-302 |
2-170 |
2.1% |
0-111 |
0.3% |
95% |
False |
False |
479,945 |
| 80 |
120-227 |
117-302 |
2-245 |
2.3% |
0-101 |
0.3% |
87% |
False |
False |
360,364 |
| 100 |
120-245 |
117-302 |
2-262 |
2.3% |
0-083 |
0.2% |
85% |
False |
False |
288,291 |
| 120 |
120-245 |
117-302 |
2-262 |
2.3% |
0-069 |
0.2% |
85% |
False |
False |
240,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-243 |
|
2.618 |
121-075 |
|
1.618 |
120-292 |
|
1.000 |
120-228 |
|
0.618 |
120-189 |
|
HIGH |
120-125 |
|
0.618 |
120-086 |
|
0.500 |
120-074 |
|
0.382 |
120-061 |
|
LOW |
120-022 |
|
0.618 |
119-278 |
|
1.000 |
119-239 |
|
1.618 |
119-175 |
|
2.618 |
119-072 |
|
4.250 |
118-224 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-099 |
120-088 |
| PP |
120-086 |
120-064 |
| S1 |
120-074 |
120-040 |
|