ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-035 |
121-025 |
-0-010 |
0.0% |
121-072 |
High |
121-050 |
121-090 |
0-040 |
0.1% |
121-145 |
Low |
120-287 |
120-265 |
-0-022 |
-0.1% |
120-277 |
Close |
121-012 |
121-047 |
0-035 |
0.1% |
121-045 |
Range |
0-083 |
0-145 |
0-062 |
74.7% |
0-188 |
ATR |
0-143 |
0-143 |
0-000 |
0.1% |
0-000 |
Volume |
935,861 |
1,778,991 |
843,130 |
90.1% |
2,901,498 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-142 |
122-080 |
121-127 |
|
R3 |
121-317 |
121-255 |
121-087 |
|
R2 |
121-172 |
121-172 |
121-074 |
|
R1 |
121-110 |
121-110 |
121-060 |
121-141 |
PP |
121-027 |
121-027 |
121-027 |
121-043 |
S1 |
120-285 |
120-285 |
121-034 |
120-316 |
S2 |
120-202 |
120-202 |
121-020 |
|
S3 |
120-057 |
120-140 |
121-007 |
|
S4 |
119-232 |
119-315 |
120-287 |
|
|
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 |
120-265 |
0-200 |
0.5% |
0-135 |
0.3% |
51% |
False |
True |
978,095 |
10 |
122-157 |
120-265 |
1-212 |
1.4% |
0-149 |
0.4% |
19% |
False |
True |
939,020 |
20 |
122-157 |
119-275 |
2-202 |
2.2% |
0-146 |
0.4% |
49% |
False |
False |
836,377 |
40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-135 |
0.3% |
70% |
False |
False |
724,200 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-127 |
0.3% |
70% |
False |
False |
679,721 |
80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-120 |
0.3% |
70% |
False |
False |
545,101 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-108 |
0.3% |
70% |
False |
False |
436,405 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-091 |
0.2% |
70% |
False |
False |
363,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-066 |
2.618 |
122-150 |
1.618 |
122-005 |
1.000 |
121-235 |
0.618 |
121-180 |
HIGH |
121-090 |
0.618 |
121-035 |
0.500 |
121-018 |
0.382 |
121-000 |
LOW |
120-265 |
0.618 |
120-175 |
1.000 |
120-120 |
1.618 |
120-030 |
2.618 |
119-205 |
4.250 |
118-289 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-037 |
121-046 |
PP |
121-027 |
121-046 |
S1 |
121-018 |
121-045 |
|