ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-240 |
120-300 |
0-060 |
0.2% |
120-130 |
| High |
120-290 |
121-005 |
0-035 |
0.1% |
121-027 |
| Low |
120-215 |
120-202 |
-0-013 |
0.0% |
120-045 |
| Close |
120-270 |
120-262 |
-0-008 |
0.0% |
120-262 |
| Range |
0-075 |
0-122 |
0-047 |
63.3% |
0-302 |
| ATR |
0-085 |
0-088 |
0-003 |
3.1% |
0-000 |
| Volume |
4,882 |
23,597 |
18,715 |
383.3% |
69,149 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-311 |
121-249 |
121-010 |
|
| R3 |
121-188 |
121-127 |
120-296 |
|
| R2 |
121-066 |
121-066 |
120-285 |
|
| R1 |
121-004 |
121-004 |
120-274 |
120-294 |
| PP |
120-263 |
120-263 |
120-263 |
120-248 |
| S1 |
120-202 |
120-202 |
120-251 |
120-171 |
| S2 |
120-141 |
120-141 |
120-240 |
|
| S3 |
120-018 |
120-079 |
120-229 |
|
| S4 |
119-216 |
119-277 |
120-195 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-166 |
123-037 |
121-109 |
|
| R3 |
122-183 |
122-054 |
121-026 |
|
| R2 |
121-201 |
121-201 |
120-318 |
|
| R1 |
121-072 |
121-072 |
120-290 |
121-136 |
| PP |
120-218 |
120-218 |
120-218 |
120-251 |
| S1 |
120-089 |
120-089 |
120-235 |
120-154 |
| S2 |
119-236 |
119-236 |
120-207 |
|
| S3 |
118-253 |
119-107 |
120-179 |
|
| S4 |
117-271 |
118-124 |
120-096 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-206 |
|
2.618 |
122-006 |
|
1.618 |
121-203 |
|
1.000 |
121-127 |
|
0.618 |
121-081 |
|
HIGH |
121-005 |
|
0.618 |
120-278 |
|
0.500 |
120-264 |
|
0.382 |
120-249 |
|
LOW |
120-202 |
|
0.618 |
120-127 |
|
1.000 |
120-080 |
|
1.618 |
120-004 |
|
2.618 |
119-202 |
|
4.250 |
119-002 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-264 |
120-269 |
| PP |
120-263 |
120-267 |
| S1 |
120-263 |
120-265 |
|