ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-032 |
119-272 |
-0-080 |
-0.2% |
120-117 |
High |
120-035 |
119-305 |
-0-050 |
-0.1% |
120-187 |
Low |
119-260 |
119-270 |
0-010 |
0.0% |
119-260 |
Close |
119-282 |
119-285 |
0-003 |
0.0% |
119-282 |
Range |
0-095 |
0-035 |
-0-060 |
-63.2% |
0-247 |
ATR |
0-129 |
0-122 |
-0-007 |
-5.2% |
0-000 |
Volume |
9,213 |
9,637 |
424 |
4.6% |
111,478 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-072 |
120-053 |
119-304 |
|
R3 |
120-037 |
120-018 |
119-295 |
|
R2 |
120-002 |
120-002 |
119-291 |
|
R1 |
119-303 |
119-303 |
119-288 |
119-312 |
PP |
119-287 |
119-287 |
119-287 |
119-291 |
S1 |
119-268 |
119-268 |
119-282 |
119-278 |
S2 |
119-252 |
119-252 |
119-279 |
|
S3 |
119-217 |
119-233 |
119-275 |
|
S4 |
119-182 |
119-198 |
119-266 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-131 |
121-293 |
120-098 |
|
R3 |
121-204 |
121-046 |
120-030 |
|
R2 |
120-277 |
120-277 |
120-007 |
|
R1 |
120-119 |
120-119 |
119-305 |
120-074 |
PP |
120-030 |
120-030 |
120-030 |
120-007 |
S1 |
119-192 |
119-192 |
119-259 |
119-148 |
S2 |
119-103 |
119-103 |
119-237 |
|
S3 |
118-176 |
118-265 |
119-214 |
|
S4 |
117-249 |
118-018 |
119-146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-187 |
119-260 |
0-247 |
0.6% |
0-097 |
0.3% |
10% |
False |
False |
16,376 |
10 |
121-092 |
119-260 |
1-152 |
1.2% |
0-106 |
0.3% |
5% |
False |
False |
43,315 |
20 |
121-195 |
119-260 |
1-255 |
1.5% |
0-111 |
0.3% |
4% |
False |
False |
505,506 |
40 |
122-157 |
119-212 |
2-265 |
2.4% |
0-130 |
0.3% |
8% |
False |
False |
643,153 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-123 |
0.3% |
41% |
False |
False |
602,240 |
80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-120 |
0.3% |
41% |
False |
False |
600,006 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-114 |
0.3% |
43% |
False |
False |
481,326 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-103 |
0.3% |
43% |
False |
False |
401,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-134 |
2.618 |
120-077 |
1.618 |
120-042 |
1.000 |
120-020 |
0.618 |
120-007 |
HIGH |
119-305 |
0.618 |
119-292 |
0.500 |
119-288 |
0.382 |
119-283 |
LOW |
119-270 |
0.618 |
119-248 |
1.000 |
119-235 |
1.618 |
119-213 |
2.618 |
119-178 |
4.250 |
119-121 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-288 |
120-048 |
PP |
119-287 |
120-020 |
S1 |
119-286 |
119-312 |
|