ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
119-273 |
-0-032 |
-0.1% |
118-313 |
| High |
120-038 |
119-307 |
-0-050 |
-0.1% |
119-282 |
| Low |
119-305 |
119-250 |
-0-055 |
-0.1% |
118-313 |
| Close |
119-307 |
119-285 |
-0-022 |
-0.1% |
119-227 |
| Range |
0-053 |
0-057 |
0-005 |
9.4% |
0-290 |
| ATR |
|
|
|
|
|
| Volume |
1,038 |
7,736 |
6,698 |
645.3% |
2,924 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-133 |
120-107 |
119-317 |
|
| R3 |
120-076 |
120-049 |
119-301 |
|
| R2 |
120-018 |
120-018 |
119-296 |
|
| R1 |
119-312 |
119-312 |
119-290 |
120-005 |
| PP |
119-281 |
119-281 |
119-281 |
119-287 |
| S1 |
119-254 |
119-254 |
119-280 |
119-268 |
| S2 |
119-223 |
119-223 |
119-274 |
|
| S3 |
119-166 |
119-197 |
119-269 |
|
| S4 |
119-108 |
119-139 |
119-253 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-077 |
121-282 |
120-067 |
|
| R3 |
121-107 |
120-312 |
119-307 |
|
| R2 |
120-137 |
120-137 |
119-281 |
|
| R1 |
120-022 |
120-022 |
119-254 |
120-080 |
| PP |
119-167 |
119-167 |
119-167 |
119-196 |
| S1 |
119-053 |
119-053 |
119-201 |
119-110 |
| S2 |
118-198 |
118-198 |
119-174 |
|
| S3 |
117-228 |
118-083 |
119-148 |
|
| S4 |
116-258 |
117-113 |
119-068 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-232 |
|
2.618 |
120-138 |
|
1.618 |
120-080 |
|
1.000 |
120-045 |
|
0.618 |
120-023 |
|
HIGH |
119-307 |
|
0.618 |
119-286 |
|
0.500 |
119-279 |
|
0.382 |
119-272 |
|
LOW |
119-250 |
|
0.618 |
119-214 |
|
1.000 |
119-193 |
|
1.618 |
119-157 |
|
2.618 |
119-100 |
|
4.250 |
119-006 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-283 |
119-282 |
| PP |
119-281 |
119-279 |
| S1 |
119-279 |
119-276 |
|