ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-220 |
120-192 |
-0-028 |
-0.1% |
121-035 |
High |
120-242 |
120-210 |
-0-032 |
-0.1% |
121-195 |
Low |
120-147 |
120-147 |
0-000 |
0.0% |
120-265 |
Close |
120-167 |
120-195 |
0-028 |
0.1% |
121-002 |
Range |
0-095 |
0-063 |
-0-032 |
-33.7% |
0-250 |
ATR |
0-141 |
0-135 |
-0-006 |
-3.9% |
0-000 |
Volume |
79,333 |
47,242 |
-32,091 |
-40.5% |
6,543,036 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-053 |
121-027 |
120-230 |
|
R3 |
120-310 |
120-284 |
120-212 |
|
R2 |
120-247 |
120-247 |
120-207 |
|
R1 |
120-221 |
120-221 |
120-201 |
120-234 |
PP |
120-184 |
120-184 |
120-184 |
120-190 |
S1 |
120-158 |
120-158 |
120-189 |
120-171 |
S2 |
120-121 |
120-121 |
120-183 |
|
S3 |
120-058 |
120-095 |
120-178 |
|
S4 |
119-315 |
120-032 |
120-160 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-157 |
123-010 |
121-140 |
|
R3 |
122-227 |
122-080 |
121-071 |
|
R2 |
121-297 |
121-297 |
121-048 |
|
R1 |
121-150 |
121-150 |
121-025 |
121-098 |
PP |
121-047 |
121-047 |
121-047 |
121-022 |
S1 |
120-220 |
120-220 |
120-299 |
120-168 |
S2 |
120-117 |
120-117 |
120-276 |
|
S3 |
119-187 |
119-290 |
120-253 |
|
S4 |
118-257 |
119-040 |
120-184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-092 |
120-147 |
0-265 |
0.7% |
0-090 |
0.2% |
18% |
False |
True |
239,138 |
10 |
121-195 |
120-147 |
1-048 |
1.0% |
0-111 |
0.3% |
13% |
False |
True |
776,013 |
20 |
122-157 |
120-147 |
2-010 |
1.7% |
0-135 |
0.4% |
7% |
False |
True |
809,834 |
40 |
122-157 |
118-180 |
3-297 |
3.3% |
0-138 |
0.4% |
52% |
False |
False |
771,023 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-126 |
0.3% |
58% |
False |
False |
670,338 |
80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-120 |
0.3% |
59% |
False |
False |
598,969 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-111 |
0.3% |
59% |
False |
False |
479,499 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-097 |
0.3% |
59% |
False |
False |
399,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-158 |
2.618 |
121-055 |
1.618 |
120-312 |
1.000 |
120-273 |
0.618 |
120-249 |
HIGH |
120-210 |
0.618 |
120-186 |
0.500 |
120-178 |
0.382 |
120-171 |
LOW |
120-147 |
0.618 |
120-108 |
1.000 |
120-084 |
1.618 |
120-045 |
2.618 |
119-302 |
4.250 |
119-199 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-190 |
120-280 |
PP |
120-184 |
120-251 |
S1 |
120-178 |
120-223 |
|