ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-230 |
121-220 |
-0-010 |
0.0% |
121-017 |
| High |
122-157 |
121-247 |
-0-230 |
-0.6% |
122-157 |
| Low |
121-205 |
121-067 |
-0-138 |
-0.4% |
120-297 |
| Close |
121-257 |
121-100 |
-0-157 |
-0.4% |
121-100 |
| Range |
0-272 |
0-180 |
-0-092 |
-33.8% |
1-180 |
| ATR |
0-147 |
0-150 |
0-003 |
2.1% |
0-000 |
| Volume |
1,173,561 |
811,843 |
-361,718 |
-30.8% |
4,563,808 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-038 |
122-249 |
121-199 |
|
| R3 |
122-178 |
122-069 |
121-150 |
|
| R2 |
121-318 |
121-318 |
121-133 |
|
| R1 |
121-209 |
121-209 |
121-116 |
121-174 |
| PP |
121-138 |
121-138 |
121-138 |
121-120 |
| S1 |
121-029 |
121-029 |
121-084 |
120-314 |
| S2 |
120-278 |
120-278 |
121-067 |
|
| S3 |
120-098 |
120-169 |
121-050 |
|
| S4 |
119-238 |
119-309 |
121-001 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-085 |
125-112 |
122-055 |
|
| R3 |
124-225 |
123-252 |
121-238 |
|
| R2 |
123-045 |
123-045 |
121-192 |
|
| R1 |
122-072 |
122-072 |
121-146 |
122-218 |
| PP |
121-185 |
121-185 |
121-185 |
121-258 |
| S1 |
120-212 |
120-212 |
121-054 |
121-038 |
| S2 |
120-005 |
120-005 |
121-008 |
|
| S3 |
118-145 |
119-032 |
120-282 |
|
| S4 |
116-285 |
117-172 |
120-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-157 |
120-297 |
1-180 |
1.3% |
0-182 |
0.5% |
25% |
False |
False |
912,761 |
| 10 |
122-157 |
120-127 |
2-030 |
1.7% |
0-165 |
0.4% |
44% |
False |
False |
838,579 |
| 20 |
122-157 |
119-212 |
2-265 |
2.3% |
0-148 |
0.4% |
58% |
False |
False |
780,801 |
| 40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-129 |
0.3% |
73% |
False |
False |
650,607 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-123 |
0.3% |
73% |
False |
False |
631,507 |
| 80 |
122-157 |
117-302 |
4-175 |
3.7% |
0-115 |
0.3% |
74% |
False |
False |
475,281 |
| 100 |
122-157 |
117-302 |
4-175 |
3.7% |
0-101 |
0.3% |
74% |
False |
False |
380,242 |
| 120 |
122-157 |
117-302 |
4-175 |
3.7% |
0-084 |
0.2% |
74% |
False |
False |
316,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-052 |
|
2.618 |
123-078 |
|
1.618 |
122-218 |
|
1.000 |
122-107 |
|
0.618 |
122-038 |
|
HIGH |
121-247 |
|
0.618 |
121-178 |
|
0.500 |
121-157 |
|
0.382 |
121-136 |
|
LOW |
121-067 |
|
0.618 |
120-276 |
|
1.000 |
120-207 |
|
1.618 |
120-096 |
|
2.618 |
119-236 |
|
4.250 |
118-262 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-157 |
121-272 |
| PP |
121-138 |
121-215 |
| S1 |
121-119 |
121-157 |
|