ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-180 |
120-187 |
0-007 |
0.0% |
119-272 |
High |
120-240 |
120-245 |
0-005 |
0.0% |
120-245 |
Low |
120-120 |
120-170 |
0-050 |
0.1% |
119-210 |
Close |
120-145 |
120-212 |
0-067 |
0.2% |
120-212 |
Range |
0-120 |
0-075 |
-0-045 |
-37.5% |
1-035 |
ATR |
0-129 |
0-127 |
-0-002 |
-1.6% |
0-000 |
Volume |
6,567 |
9,756 |
3,189 |
48.6% |
81,748 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-114 |
121-078 |
120-253 |
|
R3 |
121-039 |
121-003 |
120-233 |
|
R2 |
120-284 |
120-284 |
120-226 |
|
R1 |
120-248 |
120-248 |
120-219 |
120-266 |
PP |
120-209 |
120-209 |
120-209 |
120-218 |
S1 |
120-173 |
120-173 |
120-205 |
120-191 |
S2 |
120-134 |
120-134 |
120-198 |
|
S3 |
120-059 |
120-098 |
120-191 |
|
S4 |
119-304 |
120-023 |
120-171 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-221 |
123-091 |
121-087 |
|
R3 |
122-186 |
122-056 |
120-310 |
|
R2 |
121-151 |
121-151 |
120-277 |
|
R1 |
121-021 |
121-021 |
120-245 |
121-086 |
PP |
120-116 |
120-116 |
120-116 |
120-148 |
S1 |
119-306 |
119-306 |
120-179 |
120-051 |
S2 |
119-081 |
119-081 |
120-147 |
|
S3 |
118-046 |
118-271 |
120-114 |
|
S4 |
117-011 |
117-236 |
120-017 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-245 |
119-210 |
1-035 |
0.9% |
0-111 |
0.3% |
91% |
True |
False |
16,349 |
10 |
120-245 |
119-210 |
1-035 |
0.9% |
0-109 |
0.3% |
91% |
True |
False |
19,322 |
20 |
121-195 |
119-210 |
1-305 |
1.6% |
0-109 |
0.3% |
52% |
False |
False |
364,037 |
40 |
122-157 |
119-210 |
2-267 |
2.3% |
0-127 |
0.3% |
36% |
False |
False |
558,017 |
60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-125 |
0.3% |
59% |
False |
False |
568,794 |
80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-123 |
0.3% |
59% |
False |
False |
595,586 |
100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-117 |
0.3% |
60% |
False |
False |
481,851 |
120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-107 |
0.3% |
60% |
False |
False |
401,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-244 |
2.618 |
121-121 |
1.618 |
121-046 |
1.000 |
121-000 |
0.618 |
120-291 |
HIGH |
120-245 |
0.618 |
120-216 |
0.500 |
120-208 |
0.382 |
120-199 |
LOW |
120-170 |
0.618 |
120-124 |
1.000 |
120-095 |
1.618 |
120-049 |
2.618 |
119-294 |
4.250 |
119-171 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-210 |
120-164 |
PP |
120-209 |
120-116 |
S1 |
120-208 |
120-068 |
|