ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
119-280 |
119-275 |
-0-005 |
0.0% |
119-230 |
High |
119-287 |
119-298 |
0-010 |
0.0% |
120-038 |
Low |
119-235 |
119-230 |
-0-005 |
0.0% |
119-190 |
Close |
119-287 |
119-298 |
0-010 |
0.0% |
119-220 |
Range |
0-052 |
0-067 |
0-015 |
28.6% |
0-167 |
ATR |
0-071 |
0-071 |
0-000 |
-0.3% |
0-000 |
Volume |
2,955 |
3,024 |
69 |
2.3% |
18,385 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-157 |
120-135 |
120-015 |
|
R3 |
120-090 |
120-067 |
119-316 |
|
R2 |
120-022 |
120-022 |
119-310 |
|
R1 |
120-000 |
120-000 |
119-304 |
120-011 |
PP |
119-275 |
119-275 |
119-275 |
119-281 |
S1 |
119-253 |
119-253 |
119-291 |
119-264 |
S2 |
119-208 |
119-208 |
119-285 |
|
S3 |
119-140 |
119-185 |
119-279 |
|
S4 |
119-073 |
119-118 |
119-260 |
|
|
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 |
120-264 |
2.618 |
120-154 |
1.618 |
120-087 |
1.000 |
120-045 |
0.618 |
120-019 |
HIGH |
119-298 |
0.618 |
119-272 |
0.500 |
119-264 |
0.382 |
119-256 |
LOW |
119-230 |
0.618 |
119-188 |
1.000 |
119-163 |
1.618 |
119-121 |
2.618 |
119-053 |
4.250 |
118-263 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
119-286 |
119-284 |
PP |
119-275 |
119-271 |
S1 |
119-264 |
119-258 |
|