ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-082 |
121-010 |
-0-072 |
-0.2% |
121-017 |
High |
121-130 |
121-110 |
-0-020 |
-0.1% |
122-157 |
Low |
120-277 |
120-297 |
0-020 |
0.1% |
120-297 |
Close |
121-000 |
121-075 |
0-075 |
0.2% |
121-100 |
Range |
0-173 |
0-133 |
-0-040 |
-23.1% |
1-180 |
ATR |
0-149 |
0-148 |
-0-001 |
-0.8% |
0-000 |
Volume |
782,925 |
656,869 |
-126,056 |
-16.1% |
4,563,808 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-133 |
122-077 |
121-148 |
|
R3 |
122-000 |
121-264 |
121-112 |
|
R2 |
121-187 |
121-187 |
121-099 |
|
R1 |
121-131 |
121-131 |
121-087 |
121-159 |
PP |
121-054 |
121-054 |
121-054 |
121-068 |
S1 |
120-318 |
120-318 |
121-063 |
121-026 |
S2 |
120-241 |
120-241 |
121-051 |
|
S3 |
120-108 |
120-185 |
121-038 |
|
S4 |
119-295 |
120-052 |
121-002 |
|
|
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% |
0-174 |
0.4% |
23% |
False |
False |
830,214 |
10 |
122-157 |
120-260 |
1-217 |
1.4% |
0-159 |
0.4% |
25% |
False |
False |
843,654 |
20 |
122-157 |
119-265 |
2-212 |
2.2% |
0-143 |
0.4% |
53% |
False |
False |
757,882 |
40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-131 |
0.3% |
72% |
False |
False |
661,761 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-125 |
0.3% |
72% |
False |
False |
664,714 |
80 |
122-157 |
117-302 |
4-175 |
3.7% |
0-118 |
0.3% |
72% |
False |
False |
502,106 |
100 |
122-157 |
117-302 |
4-175 |
3.7% |
0-105 |
0.3% |
72% |
False |
False |
401,898 |
120 |
122-157 |
117-302 |
4-175 |
3.7% |
0-088 |
0.2% |
72% |
False |
False |
334,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-035 |
2.618 |
122-138 |
1.618 |
122-005 |
1.000 |
121-243 |
0.618 |
121-192 |
HIGH |
121-110 |
0.618 |
121-059 |
0.500 |
121-044 |
0.382 |
121-028 |
LOW |
120-297 |
0.618 |
120-215 |
1.000 |
120-164 |
1.618 |
120-082 |
2.618 |
119-269 |
4.250 |
119-052 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-064 |
121-064 |
PP |
121-054 |
121-054 |
S1 |
121-044 |
121-044 |
|