ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-080 |
120-225 |
0-145 |
0.4% |
119-218 |
| High |
120-227 |
121-027 |
0-120 |
0.3% |
120-130 |
| Low |
120-080 |
120-190 |
0-110 |
0.3% |
119-218 |
| Close |
120-218 |
120-230 |
0-013 |
0.0% |
120-130 |
| Range |
0-147 |
0-157 |
0-010 |
6.8% |
0-233 |
| ATR |
0-080 |
0-086 |
0-006 |
6.9% |
0-000 |
| Volume |
11,102 |
21,115 |
10,013 |
90.2% |
22,531 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-088 |
121-317 |
120-317 |
|
| R3 |
121-251 |
121-159 |
120-273 |
|
| R2 |
121-093 |
121-093 |
120-259 |
|
| R1 |
121-002 |
121-002 |
120-244 |
121-047 |
| PP |
120-256 |
120-256 |
120-256 |
120-279 |
| S1 |
120-164 |
120-164 |
120-216 |
120-210 |
| S2 |
120-098 |
120-098 |
120-201 |
|
| S3 |
119-261 |
120-007 |
120-187 |
|
| S4 |
119-103 |
119-169 |
120-143 |
|
|
| 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 |
123-057 |
|
2.618 |
122-120 |
|
1.618 |
121-282 |
|
1.000 |
121-185 |
|
0.618 |
121-125 |
|
HIGH |
121-027 |
|
0.618 |
120-287 |
|
0.500 |
120-269 |
|
0.382 |
120-250 |
|
LOW |
120-190 |
|
0.618 |
120-093 |
|
1.000 |
120-033 |
|
1.618 |
119-255 |
|
2.618 |
119-098 |
|
4.250 |
118-161 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-269 |
120-219 |
| PP |
120-256 |
120-207 |
| S1 |
120-243 |
120-196 |
|