ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-058 |
120-130 |
0-073 |
0.2% |
119-218 |
| High |
120-130 |
120-130 |
0-000 |
0.0% |
120-130 |
| Low |
120-055 |
120-045 |
-0-010 |
0.0% |
119-218 |
| Close |
120-130 |
120-045 |
-0-085 |
-0.2% |
120-130 |
| Range |
0-075 |
0-085 |
0-010 |
13.4% |
0-233 |
| ATR |
0-071 |
0-072 |
0-001 |
1.4% |
0-000 |
| Volume |
6,508 |
8,453 |
1,945 |
29.9% |
22,531 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-008 |
120-272 |
120-092 |
|
| R3 |
120-243 |
120-187 |
120-068 |
|
| R2 |
120-158 |
120-158 |
120-061 |
|
| R1 |
120-102 |
120-102 |
120-053 |
120-088 |
| PP |
120-073 |
120-073 |
120-073 |
120-066 |
| S1 |
120-017 |
120-017 |
120-037 |
120-002 |
| S2 |
119-308 |
119-308 |
120-029 |
|
| S3 |
119-223 |
119-252 |
120-022 |
|
| S4 |
119-138 |
119-167 |
119-318 |
|
|
| 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 |
121-171 |
|
2.618 |
121-033 |
|
1.618 |
120-268 |
|
1.000 |
120-215 |
|
0.618 |
120-183 |
|
HIGH |
120-130 |
|
0.618 |
120-098 |
|
0.500 |
120-088 |
|
0.382 |
120-077 |
|
LOW |
120-045 |
|
0.618 |
119-312 |
|
1.000 |
119-280 |
|
1.618 |
119-227 |
|
2.618 |
119-142 |
|
4.250 |
119-004 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-088 |
120-058 |
| PP |
120-073 |
120-053 |
| S1 |
120-059 |
120-049 |
|