ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-307 |
121-052 |
0-065 |
0.2% |
120-215 |
| High |
121-060 |
121-107 |
0-047 |
0.1% |
121-115 |
| Low |
120-285 |
120-260 |
-0-025 |
-0.1% |
120-127 |
| Close |
121-025 |
121-012 |
-0-013 |
0.0% |
121-012 |
| Range |
0-095 |
0-167 |
0-072 |
75.8% |
0-308 |
| ATR |
0-130 |
0-132 |
0-003 |
2.0% |
0-000 |
| Volume |
702,979 |
1,004,087 |
301,108 |
42.8% |
3,821,985 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-201 |
122-113 |
121-104 |
|
| R3 |
122-034 |
121-266 |
121-058 |
|
| R2 |
121-187 |
121-187 |
121-043 |
|
| R1 |
121-099 |
121-099 |
121-027 |
121-060 |
| PP |
121-020 |
121-020 |
121-020 |
121-000 |
| S1 |
120-252 |
120-252 |
120-317 |
120-212 |
| S2 |
120-173 |
120-173 |
120-301 |
|
| S3 |
120-006 |
120-085 |
120-286 |
|
| S4 |
119-159 |
119-238 |
120-240 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-262 |
123-125 |
121-181 |
|
| R3 |
122-274 |
122-137 |
121-097 |
|
| R2 |
121-286 |
121-286 |
121-068 |
|
| R1 |
121-149 |
121-149 |
121-040 |
121-218 |
| PP |
120-298 |
120-298 |
120-298 |
121-012 |
| S1 |
120-161 |
120-161 |
120-304 |
120-230 |
| S2 |
119-310 |
119-310 |
120-276 |
|
| S3 |
119-002 |
119-173 |
120-247 |
|
| S4 |
118-014 |
118-185 |
120-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-115 |
120-127 |
0-308 |
0.8% |
0-148 |
0.4% |
67% |
False |
False |
764,397 |
| 10 |
121-115 |
119-275 |
1-160 |
1.2% |
0-130 |
0.3% |
79% |
False |
False |
699,456 |
| 20 |
121-115 |
118-260 |
2-175 |
2.1% |
0-141 |
0.4% |
87% |
False |
False |
749,482 |
| 40 |
121-115 |
118-017 |
3-098 |
2.7% |
0-123 |
0.3% |
90% |
False |
False |
616,211 |
| 60 |
121-115 |
118-017 |
3-098 |
2.7% |
0-114 |
0.3% |
90% |
False |
False |
557,132 |
| 80 |
121-115 |
117-302 |
3-133 |
2.8% |
0-108 |
0.3% |
91% |
False |
False |
418,254 |
| 100 |
121-115 |
117-302 |
3-133 |
2.8% |
0-092 |
0.2% |
91% |
False |
False |
334,603 |
| 120 |
121-115 |
117-302 |
3-133 |
2.8% |
0-077 |
0.2% |
91% |
False |
False |
278,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-177 |
|
2.618 |
122-224 |
|
1.618 |
122-057 |
|
1.000 |
121-274 |
|
0.618 |
121-210 |
|
HIGH |
121-107 |
|
0.618 |
121-043 |
|
0.500 |
121-024 |
|
0.382 |
121-004 |
|
LOW |
120-260 |
|
0.618 |
120-157 |
|
1.000 |
120-093 |
|
1.618 |
119-310 |
|
2.618 |
119-143 |
|
4.250 |
118-190 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-024 |
121-022 |
| PP |
121-020 |
121-019 |
| S1 |
121-016 |
121-016 |
|