ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-072 |
121-082 |
0-010 |
0.0% |
121-017 |
High |
121-120 |
121-130 |
0-010 |
0.0% |
122-157 |
Low |
121-010 |
120-277 |
-0-053 |
-0.1% |
120-297 |
Close |
121-075 |
121-000 |
-0-075 |
-0.2% |
121-100 |
Range |
0-110 |
0-173 |
0-063 |
57.3% |
1-180 |
ATR |
0-147 |
0-149 |
0-002 |
1.3% |
0-000 |
Volume |
725,875 |
782,925 |
57,050 |
7.9% |
4,563,808 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-228 |
122-127 |
121-095 |
|
R3 |
122-055 |
121-274 |
121-048 |
|
R2 |
121-202 |
121-202 |
121-032 |
|
R1 |
121-101 |
121-101 |
121-016 |
121-065 |
PP |
121-029 |
121-029 |
121-029 |
121-011 |
S1 |
120-248 |
120-248 |
120-304 |
120-212 |
S2 |
120-176 |
120-176 |
120-288 |
|
S3 |
120-003 |
120-075 |
120-272 |
|
S4 |
119-150 |
119-222 |
120-225 |
|
|
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 |
120-277 |
1-200 |
1.3% |
0-176 |
0.5% |
8% |
False |
True |
860,633 |
10 |
122-157 |
120-250 |
1-227 |
1.4% |
0-164 |
0.4% |
13% |
False |
False |
872,145 |
20 |
122-157 |
119-265 |
2-212 |
2.2% |
0-146 |
0.4% |
44% |
False |
False |
768,472 |
40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-130 |
0.3% |
66% |
False |
False |
655,684 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-124 |
0.3% |
66% |
False |
False |
656,653 |
80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-117 |
0.3% |
67% |
False |
False |
494,038 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-104 |
0.3% |
67% |
False |
False |
395,330 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-087 |
0.2% |
67% |
False |
False |
329,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-225 |
2.618 |
122-263 |
1.618 |
122-090 |
1.000 |
121-303 |
0.618 |
121-237 |
HIGH |
121-130 |
0.618 |
121-064 |
0.500 |
121-044 |
0.382 |
121-023 |
LOW |
120-277 |
0.618 |
120-170 |
1.000 |
120-104 |
1.618 |
119-317 |
2.618 |
119-144 |
4.250 |
118-182 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-044 |
121-102 |
PP |
121-029 |
121-068 |
S1 |
121-014 |
121-034 |
|