ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
119-273 |
119-273 |
0-000 |
0.0% |
119-230 |
High |
119-307 |
119-273 |
-0-035 |
-0.1% |
120-038 |
Low |
119-250 |
119-190 |
-0-060 |
-0.2% |
119-190 |
Close |
119-285 |
119-220 |
-0-065 |
-0.2% |
119-220 |
Range |
0-057 |
0-082 |
0-025 |
43.5% |
0-167 |
ATR |
|
|
|
|
|
Volume |
7,736 |
7,339 |
-397 |
-5.1% |
18,385 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-155 |
120-110 |
119-265 |
|
R3 |
120-073 |
120-027 |
119-243 |
|
R2 |
119-310 |
119-310 |
119-235 |
|
R1 |
119-265 |
119-265 |
119-228 |
119-246 |
PP |
119-228 |
119-228 |
119-228 |
119-218 |
S1 |
119-183 |
119-183 |
119-212 |
119-164 |
S2 |
119-145 |
119-145 |
119-205 |
|
S3 |
119-063 |
119-100 |
119-197 |
|
S4 |
118-300 |
119-018 |
119-175 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-118 |
121-017 |
119-312 |
|
R3 |
120-271 |
120-169 |
119-266 |
|
R2 |
120-103 |
120-103 |
119-251 |
|
R1 |
120-002 |
120-002 |
119-235 |
119-289 |
PP |
119-256 |
119-256 |
119-256 |
119-239 |
S1 |
119-154 |
119-154 |
119-205 |
119-121 |
S2 |
119-088 |
119-088 |
119-189 |
|
S3 |
118-241 |
118-307 |
119-174 |
|
S4 |
118-073 |
118-139 |
119-128 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-303 |
2.618 |
120-168 |
1.618 |
120-086 |
1.000 |
120-035 |
0.618 |
120-003 |
HIGH |
119-273 |
0.618 |
119-241 |
0.500 |
119-231 |
0.382 |
119-222 |
LOW |
119-190 |
0.618 |
119-139 |
1.000 |
119-108 |
1.618 |
119-057 |
2.618 |
118-294 |
4.250 |
118-159 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
119-231 |
119-274 |
PP |
119-228 |
119-256 |
S1 |
119-224 |
119-238 |
|