ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
120-058 |
0-073 |
0.2% |
119-218 |
| High |
120-022 |
120-130 |
0-108 |
0.3% |
120-130 |
| Low |
119-305 |
120-055 |
0-070 |
0.2% |
119-218 |
| Close |
120-022 |
120-130 |
0-108 |
0.3% |
120-130 |
| Range |
0-038 |
0-075 |
0-038 |
100.0% |
0-233 |
| ATR |
0-069 |
0-071 |
0-003 |
4.0% |
0-000 |
| Volume |
4,300 |
6,508 |
2,208 |
51.3% |
22,531 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-010 |
120-305 |
120-171 |
|
| R3 |
120-255 |
120-230 |
120-151 |
|
| R2 |
120-180 |
120-180 |
120-144 |
|
| R1 |
120-155 |
120-155 |
120-137 |
120-168 |
| PP |
120-105 |
120-105 |
120-105 |
120-111 |
| S1 |
120-080 |
120-080 |
120-123 |
120-093 |
| S2 |
120-030 |
120-030 |
120-116 |
|
| S3 |
119-275 |
120-005 |
120-109 |
|
| S4 |
119-200 |
119-250 |
120-089 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
122-033 |
120-258 |
|
| R3 |
121-198 |
121-120 |
120-194 |
|
| R2 |
120-285 |
120-285 |
120-173 |
|
| R1 |
120-208 |
120-208 |
120-151 |
120-246 |
| PP |
120-053 |
120-053 |
120-053 |
120-072 |
| S1 |
119-295 |
119-295 |
120-109 |
120-014 |
| S2 |
119-140 |
119-140 |
120-087 |
|
| S3 |
118-227 |
119-062 |
120-066 |
|
| S4 |
117-315 |
118-150 |
120-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-129 |
|
2.618 |
121-006 |
|
1.618 |
120-251 |
|
1.000 |
120-205 |
|
0.618 |
120-176 |
|
HIGH |
120-130 |
|
0.618 |
120-101 |
|
0.500 |
120-093 |
|
0.382 |
120-084 |
|
LOW |
120-055 |
|
0.618 |
120-009 |
|
1.000 |
119-300 |
|
1.618 |
119-254 |
|
2.618 |
119-179 |
|
4.250 |
119-056 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-118 |
120-093 |
| PP |
120-105 |
120-057 |
| S1 |
120-093 |
120-020 |
|