ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-087 |
120-170 |
0-083 |
0.2% |
120-317 |
| High |
120-187 |
120-170 |
-0-017 |
0.0% |
121-092 |
| Low |
120-087 |
120-080 |
-0-007 |
0.0% |
120-075 |
| Close |
120-152 |
120-100 |
-0-052 |
-0.1% |
120-105 |
| Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
1-017 |
| ATR |
0-132 |
0-129 |
-0-003 |
-2.3% |
0-000 |
| Volume |
17,810 |
37,231 |
19,421 |
109.0% |
544,480 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-067 |
121-013 |
120-150 |
|
| R3 |
120-297 |
120-243 |
120-125 |
|
| R2 |
120-207 |
120-207 |
120-116 |
|
| R1 |
120-153 |
120-153 |
120-108 |
120-135 |
| PP |
120-117 |
120-117 |
120-117 |
120-108 |
| S1 |
120-063 |
120-063 |
120-092 |
120-045 |
| S2 |
120-027 |
120-027 |
120-084 |
|
| S3 |
119-257 |
119-293 |
120-075 |
|
| S4 |
119-167 |
119-203 |
120-050 |
|
|
| 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 |
120-210 |
120-035 |
0-175 |
0.5% |
0-093 |
0.2% |
37% |
False |
False |
40,944 |
| 10 |
121-175 |
120-035 |
1-140 |
1.2% |
0-099 |
0.3% |
14% |
False |
False |
280,433 |
| 20 |
122-157 |
120-035 |
2-122 |
2.0% |
0-126 |
0.3% |
9% |
False |
False |
643,882 |
| 40 |
122-157 |
119-042 |
3-115 |
2.8% |
0-133 |
0.3% |
35% |
False |
False |
701,091 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-126 |
0.3% |
51% |
False |
False |
635,837 |
| 80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-119 |
0.3% |
51% |
False |
False |
600,713 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-113 |
0.3% |
52% |
False |
False |
481,058 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-100 |
0.3% |
52% |
False |
False |
400,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-232 |
|
2.618 |
121-086 |
|
1.618 |
120-316 |
|
1.000 |
120-260 |
|
0.618 |
120-226 |
|
HIGH |
120-170 |
|
0.618 |
120-136 |
|
0.500 |
120-125 |
|
0.382 |
120-114 |
|
LOW |
120-080 |
|
0.618 |
120-024 |
|
1.000 |
119-310 |
|
1.618 |
119-254 |
|
2.618 |
119-164 |
|
4.250 |
119-018 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-125 |
120-111 |
| PP |
120-117 |
120-107 |
| S1 |
120-108 |
120-104 |
|