ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-155 |
121-170 |
0-015 |
0.0% |
120-215 |
High |
121-252 |
121-227 |
-0-025 |
-0.1% |
121-115 |
Low |
121-142 |
121-082 |
-0-060 |
-0.2% |
120-127 |
Close |
121-170 |
121-190 |
0-020 |
0.1% |
121-012 |
Range |
0-110 |
0-145 |
0-035 |
31.8% |
0-308 |
ATR |
0-136 |
0-136 |
0-001 |
0.5% |
0-000 |
Volume |
979,483 |
808,964 |
-170,519 |
-17.4% |
3,821,985 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-281 |
122-221 |
121-270 |
|
R3 |
122-136 |
122-076 |
121-230 |
|
R2 |
121-311 |
121-311 |
121-217 |
|
R1 |
121-251 |
121-251 |
121-203 |
121-281 |
PP |
121-166 |
121-166 |
121-166 |
121-182 |
S1 |
121-106 |
121-106 |
121-177 |
121-136 |
S2 |
121-021 |
121-021 |
121-163 |
|
S3 |
120-196 |
120-281 |
121-150 |
|
S4 |
120-051 |
120-136 |
121-110 |
|
|
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 |
121-252 |
120-260 |
0-312 |
0.8% |
0-144 |
0.4% |
80% |
False |
False |
857,094 |
10 |
121-252 |
120-022 |
1-230 |
1.4% |
0-144 |
0.4% |
89% |
False |
False |
794,652 |
20 |
121-252 |
119-100 |
2-152 |
2.0% |
0-139 |
0.4% |
92% |
False |
False |
763,879 |
40 |
121-252 |
118-017 |
3-235 |
3.1% |
0-124 |
0.3% |
95% |
False |
False |
630,571 |
60 |
121-252 |
118-017 |
3-235 |
3.1% |
0-118 |
0.3% |
95% |
False |
False |
599,376 |
80 |
121-252 |
117-302 |
3-270 |
3.2% |
0-110 |
0.3% |
95% |
False |
False |
450,463 |
100 |
121-252 |
117-302 |
3-270 |
3.2% |
0-096 |
0.2% |
95% |
False |
False |
360,388 |
120 |
121-252 |
117-302 |
3-270 |
3.2% |
0-080 |
0.2% |
95% |
False |
False |
300,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-203 |
2.618 |
122-287 |
1.618 |
122-142 |
1.000 |
122-052 |
0.618 |
121-317 |
HIGH |
121-227 |
0.618 |
121-172 |
0.500 |
121-154 |
0.382 |
121-137 |
LOW |
121-082 |
0.618 |
120-312 |
1.000 |
120-257 |
1.618 |
120-167 |
2.618 |
120-022 |
4.250 |
119-106 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-178 |
121-165 |
PP |
121-166 |
121-140 |
S1 |
121-154 |
121-114 |
|