ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-010 |
121-107 |
0-097 |
0.3% |
121-072 |
High |
121-110 |
121-145 |
0-035 |
0.1% |
121-145 |
Low |
120-297 |
121-002 |
0-025 |
0.1% |
120-277 |
Close |
121-075 |
121-045 |
-0-030 |
-0.1% |
121-045 |
Range |
0-133 |
0-143 |
0-010 |
7.5% |
0-188 |
ATR |
0-148 |
0-148 |
0-000 |
-0.2% |
0-000 |
Volume |
656,869 |
735,829 |
78,960 |
12.0% |
2,901,498 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-173 |
122-092 |
121-124 |
|
R3 |
122-030 |
121-269 |
121-084 |
|
R2 |
121-207 |
121-207 |
121-071 |
|
R1 |
121-126 |
121-126 |
121-058 |
121-095 |
PP |
121-064 |
121-064 |
121-064 |
121-048 |
S1 |
120-303 |
120-303 |
121-032 |
120-272 |
S2 |
120-241 |
120-241 |
121-019 |
|
S3 |
120-098 |
120-160 |
121-006 |
|
S4 |
119-275 |
120-017 |
120-286 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-293 |
122-197 |
121-148 |
|
R3 |
122-105 |
122-009 |
121-097 |
|
R2 |
121-237 |
121-237 |
121-079 |
|
R1 |
121-141 |
121-141 |
121-062 |
121-095 |
PP |
121-049 |
121-049 |
121-049 |
121-026 |
S1 |
120-273 |
120-273 |
121-028 |
120-227 |
S2 |
120-181 |
120-181 |
121-011 |
|
S3 |
119-313 |
120-085 |
120-313 |
|
S4 |
119-125 |
119-217 |
120-262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-247 |
120-277 |
0-290 |
0.7% |
0-148 |
0.4% |
30% |
False |
False |
742,668 |
10 |
122-157 |
120-260 |
1-217 |
1.4% |
0-164 |
0.4% |
20% |
False |
False |
846,939 |
20 |
122-157 |
119-265 |
2-212 |
2.2% |
0-145 |
0.4% |
49% |
False |
False |
751,997 |
40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-132 |
0.3% |
70% |
False |
False |
671,172 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-127 |
0.3% |
70% |
False |
False |
672,768 |
80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-119 |
0.3% |
70% |
False |
False |
511,304 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-107 |
0.3% |
70% |
False |
False |
409,257 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-089 |
0.2% |
70% |
False |
False |
341,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-113 |
2.618 |
122-199 |
1.618 |
122-056 |
1.000 |
121-288 |
0.618 |
121-233 |
HIGH |
121-145 |
0.618 |
121-090 |
0.500 |
121-074 |
0.382 |
121-057 |
LOW |
121-002 |
0.618 |
120-234 |
1.000 |
120-179 |
1.618 |
120-091 |
2.618 |
119-268 |
4.250 |
119-034 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-074 |
121-051 |
PP |
121-064 |
121-049 |
S1 |
121-054 |
121-047 |
|