ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-130 |
120-080 |
-0-050 |
-0.1% |
119-218 |
| High |
120-130 |
120-227 |
0-097 |
0.3% |
120-130 |
| Low |
120-045 |
120-080 |
0-035 |
0.1% |
119-218 |
| Close |
120-045 |
120-218 |
0-173 |
0.4% |
120-130 |
| Range |
0-085 |
0-147 |
0-062 |
73.5% |
0-233 |
| ATR |
0-072 |
0-080 |
0-008 |
10.9% |
0-000 |
| Volume |
8,453 |
11,102 |
2,649 |
31.3% |
22,531 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-297 |
121-245 |
120-299 |
|
| R3 |
121-150 |
121-097 |
120-258 |
|
| R2 |
121-002 |
121-002 |
120-245 |
|
| R1 |
120-270 |
120-270 |
120-231 |
120-296 |
| PP |
120-175 |
120-175 |
120-175 |
120-188 |
| S1 |
120-123 |
120-123 |
120-204 |
120-149 |
| S2 |
120-028 |
120-028 |
120-190 |
|
| S3 |
119-200 |
119-295 |
120-177 |
|
| S4 |
119-053 |
119-148 |
120-136 |
|
|
| 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 |
122-214 |
|
2.618 |
121-294 |
|
1.618 |
121-146 |
|
1.000 |
121-055 |
|
0.618 |
120-319 |
|
HIGH |
120-227 |
|
0.618 |
120-171 |
|
0.500 |
120-154 |
|
0.382 |
120-136 |
|
LOW |
120-080 |
|
0.618 |
119-309 |
|
1.000 |
119-253 |
|
1.618 |
119-161 |
|
2.618 |
119-014 |
|
4.250 |
118-093 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-196 |
120-190 |
| PP |
120-175 |
120-163 |
| S1 |
120-154 |
120-136 |
|