ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-080 |
121-055 |
-0-025 |
-0.1% |
121-072 |
| High |
121-195 |
121-175 |
-0-020 |
-0.1% |
121-145 |
| Low |
121-040 |
121-037 |
-0-003 |
0.0% |
120-277 |
| Close |
121-060 |
121-150 |
0-090 |
0.2% |
121-045 |
| Range |
0-155 |
0-138 |
-0-017 |
-11.0% |
0-188 |
| ATR |
0-144 |
0-143 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,662,601 |
1,451,163 |
-211,438 |
-12.7% |
2,901,498 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-215 |
122-160 |
121-226 |
|
| R3 |
122-077 |
122-022 |
121-188 |
|
| R2 |
121-259 |
121-259 |
121-175 |
|
| R1 |
121-204 |
121-204 |
121-163 |
121-232 |
| PP |
121-121 |
121-121 |
121-121 |
121-134 |
| S1 |
121-066 |
121-066 |
121-137 |
121-094 |
| S2 |
120-303 |
120-303 |
121-125 |
|
| S3 |
120-165 |
120-248 |
121-112 |
|
| S4 |
120-027 |
120-110 |
121-074 |
|
|
| 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 |
121-195 |
120-265 |
0-250 |
0.6% |
0-133 |
0.3% |
82% |
False |
False |
1,312,889 |
| 10 |
122-157 |
120-265 |
1-212 |
1.4% |
0-153 |
0.4% |
39% |
False |
False |
1,071,551 |
| 20 |
122-157 |
120-022 |
2-135 |
2.0% |
0-149 |
0.4% |
58% |
False |
False |
933,102 |
| 40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-140 |
0.4% |
77% |
False |
False |
794,492 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-130 |
0.3% |
77% |
False |
False |
710,855 |
| 80 |
122-157 |
117-302 |
4-175 |
3.7% |
0-120 |
0.3% |
78% |
False |
False |
584,023 |
| 100 |
122-157 |
117-302 |
4-175 |
3.7% |
0-110 |
0.3% |
78% |
False |
False |
467,543 |
| 120 |
122-157 |
117-302 |
4-175 |
3.7% |
0-093 |
0.2% |
78% |
False |
False |
389,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-122 |
|
2.618 |
122-216 |
|
1.618 |
122-078 |
|
1.000 |
121-313 |
|
0.618 |
121-260 |
|
HIGH |
121-175 |
|
0.618 |
121-122 |
|
0.500 |
121-106 |
|
0.382 |
121-090 |
|
LOW |
121-037 |
|
0.618 |
120-272 |
|
1.000 |
120-219 |
|
1.618 |
120-134 |
|
2.618 |
119-316 |
|
4.250 |
119-090 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-135 |
121-123 |
| PP |
121-121 |
121-097 |
| S1 |
121-106 |
121-070 |
|