ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-117 |
-0-063 |
-0.2% |
120-317 |
| High |
120-205 |
120-117 |
-0-088 |
-0.2% |
121-092 |
| Low |
120-075 |
120-035 |
-0-040 |
-0.1% |
120-075 |
| Close |
120-105 |
120-050 |
-0-055 |
-0.1% |
120-105 |
| Range |
0-130 |
0-082 |
-0-048 |
-36.9% |
1-017 |
| ATR |
0-135 |
0-131 |
-0-004 |
-2.8% |
0-000 |
| Volume |
63,206 |
39,232 |
-23,974 |
-37.9% |
544,480 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-313 |
120-264 |
120-095 |
|
| R3 |
120-231 |
120-182 |
120-073 |
|
| R2 |
120-149 |
120-149 |
120-065 |
|
| R1 |
120-100 |
120-100 |
120-058 |
120-084 |
| PP |
120-067 |
120-067 |
120-067 |
120-059 |
| S1 |
120-018 |
120-018 |
120-042 |
120-002 |
| S2 |
119-305 |
119-305 |
120-035 |
|
| S3 |
119-223 |
119-256 |
120-027 |
|
| S4 |
119-141 |
119-174 |
120-005 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-248 |
123-034 |
120-290 |
|
| R3 |
122-231 |
122-017 |
120-198 |
|
| R2 |
121-214 |
121-214 |
120-167 |
|
| R1 |
121-000 |
121-000 |
120-136 |
120-258 |
| PP |
120-197 |
120-197 |
120-197 |
120-167 |
| S1 |
119-303 |
119-303 |
120-074 |
119-242 |
| S2 |
119-180 |
119-180 |
120-043 |
|
| S3 |
118-163 |
118-286 |
120-012 |
|
| S4 |
117-146 |
117-269 |
119-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-092 |
120-035 |
1-057 |
1.0% |
0-116 |
0.3% |
4% |
False |
True |
70,254 |
| 10 |
121-195 |
120-035 |
1-160 |
1.2% |
0-110 |
0.3% |
3% |
False |
True |
619,088 |
| 20 |
122-157 |
120-035 |
2-122 |
2.0% |
0-133 |
0.3% |
2% |
False |
True |
729,602 |
| 40 |
122-157 |
118-260 |
3-217 |
3.1% |
0-137 |
0.4% |
37% |
False |
False |
739,542 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-126 |
0.3% |
47% |
False |
False |
654,008 |
| 80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-118 |
0.3% |
47% |
False |
False |
600,250 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-113 |
0.3% |
49% |
False |
False |
480,523 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-099 |
0.3% |
49% |
False |
False |
400,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-146 |
|
2.618 |
121-012 |
|
1.618 |
120-250 |
|
1.000 |
120-199 |
|
0.618 |
120-168 |
|
HIGH |
120-117 |
|
0.618 |
120-086 |
|
0.500 |
120-076 |
|
0.382 |
120-066 |
|
LOW |
120-035 |
|
0.618 |
119-304 |
|
1.000 |
119-273 |
|
1.618 |
119-222 |
|
2.618 |
119-140 |
|
4.250 |
119-006 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-076 |
120-122 |
| PP |
120-067 |
120-098 |
| S1 |
120-059 |
120-074 |
|