ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-170 |
121-230 |
0-060 |
0.2% |
120-215 |
High |
121-227 |
122-157 |
0-250 |
0.6% |
121-115 |
Low |
121-082 |
121-205 |
0-123 |
0.3% |
120-127 |
Close |
121-190 |
121-257 |
0-067 |
0.2% |
121-012 |
Range |
0-145 |
0-272 |
0-127 |
87.6% |
0-308 |
ATR |
0-136 |
0-147 |
0-011 |
7.9% |
0-000 |
Volume |
808,964 |
1,173,561 |
364,597 |
45.1% |
3,821,985 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-169 |
124-005 |
122-087 |
|
R3 |
123-217 |
123-053 |
122-012 |
|
R2 |
122-265 |
122-265 |
121-307 |
|
R1 |
122-101 |
122-101 |
121-282 |
122-183 |
PP |
121-313 |
121-313 |
121-313 |
122-034 |
S1 |
121-149 |
121-149 |
121-232 |
121-231 |
S2 |
121-041 |
121-041 |
121-207 |
|
S3 |
120-089 |
120-197 |
121-182 |
|
S4 |
119-137 |
119-245 |
121-107 |
|
|
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 |
122-157 |
120-260 |
1-217 |
1.4% |
0-179 |
0.5% |
59% |
True |
False |
951,210 |
10 |
122-157 |
120-090 |
2-067 |
1.8% |
0-161 |
0.4% |
69% |
True |
False |
838,318 |
20 |
122-157 |
119-172 |
2-305 |
2.4% |
0-144 |
0.4% |
77% |
True |
False |
777,723 |
40 |
122-157 |
118-017 |
4-140 |
3.6% |
0-127 |
0.3% |
85% |
True |
False |
643,290 |
60 |
122-157 |
118-017 |
4-140 |
3.6% |
0-121 |
0.3% |
85% |
True |
False |
618,722 |
80 |
122-157 |
117-302 |
4-175 |
3.7% |
0-113 |
0.3% |
85% |
True |
False |
465,133 |
100 |
122-157 |
117-302 |
4-175 |
3.7% |
0-099 |
0.3% |
85% |
True |
False |
372,123 |
120 |
122-157 |
117-302 |
4-175 |
3.7% |
0-083 |
0.2% |
85% |
True |
False |
310,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-033 |
2.618 |
124-229 |
1.618 |
123-277 |
1.000 |
123-109 |
0.618 |
123-005 |
HIGH |
122-157 |
0.618 |
122-053 |
0.500 |
122-021 |
0.382 |
121-309 |
LOW |
121-205 |
0.618 |
121-037 |
1.000 |
120-253 |
1.618 |
120-085 |
2.618 |
119-133 |
4.250 |
118-009 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
122-021 |
121-280 |
PP |
121-313 |
121-272 |
S1 |
121-285 |
121-264 |
|