ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-107 |
121-035 |
-0-072 |
-0.2% |
121-072 |
High |
121-145 |
121-050 |
-0-095 |
-0.2% |
121-145 |
Low |
121-002 |
120-287 |
-0-035 |
-0.1% |
120-277 |
Close |
121-045 |
121-012 |
-0-033 |
-0.1% |
121-045 |
Range |
0-143 |
0-083 |
-0-060 |
-42.0% |
0-188 |
ATR |
0-148 |
0-143 |
-0-005 |
-3.1% |
0-000 |
Volume |
735,829 |
935,861 |
200,032 |
27.2% |
2,901,498 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-259 |
121-218 |
121-058 |
|
R3 |
121-176 |
121-135 |
121-035 |
|
R2 |
121-093 |
121-093 |
121-027 |
|
R1 |
121-052 |
121-052 |
121-020 |
121-031 |
PP |
121-010 |
121-010 |
121-010 |
120-319 |
S1 |
120-289 |
120-289 |
121-004 |
120-268 |
S2 |
120-247 |
120-247 |
120-317 |
|
S3 |
120-164 |
120-206 |
120-309 |
|
S4 |
120-081 |
120-123 |
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 |
121-145 |
120-277 |
0-188 |
0.5% |
0-128 |
0.3% |
29% |
False |
False |
767,471 |
10 |
122-157 |
120-277 |
1-200 |
1.3% |
0-155 |
0.4% |
11% |
False |
False |
840,116 |
20 |
122-157 |
119-275 |
2-202 |
2.2% |
0-143 |
0.4% |
45% |
False |
False |
769,786 |
40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-132 |
0.3% |
67% |
False |
False |
686,462 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-126 |
0.3% |
67% |
False |
False |
671,661 |
80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-119 |
0.3% |
68% |
False |
False |
522,942 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-107 |
0.3% |
68% |
False |
False |
418,615 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-090 |
0.2% |
68% |
False |
False |
348,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-083 |
2.618 |
121-267 |
1.618 |
121-184 |
1.000 |
121-133 |
0.618 |
121-101 |
HIGH |
121-050 |
0.618 |
121-018 |
0.500 |
121-008 |
0.382 |
120-319 |
LOW |
120-287 |
0.618 |
120-236 |
1.000 |
120-204 |
1.618 |
120-153 |
2.618 |
120-070 |
4.250 |
119-254 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-011 |
121-056 |
PP |
121-010 |
121-041 |
S1 |
121-008 |
121-027 |
|