ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
120-318 |
121-162 |
0-165 |
0.4% |
120-130 |
High |
121-122 |
121-193 |
0-070 |
0.2% |
121-027 |
Low |
120-318 |
121-095 |
0-098 |
0.3% |
120-045 |
Close |
121-122 |
121-127 |
0-005 |
0.0% |
120-262 |
Range |
0-125 |
0-098 |
-0-027 |
-22.0% |
0-302 |
ATR |
0-094 |
0-095 |
0-000 |
0.2% |
0-000 |
Volume |
22,311 |
59,237 |
36,926 |
165.5% |
69,149 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-111 |
122-057 |
121-181 |
|
R3 |
122-013 |
121-279 |
121-154 |
|
R2 |
121-236 |
121-236 |
121-145 |
|
R1 |
121-182 |
121-182 |
121-136 |
121-160 |
PP |
121-138 |
121-138 |
121-138 |
121-128 |
S1 |
121-084 |
121-084 |
121-119 |
121-062 |
S2 |
121-041 |
121-041 |
121-110 |
|
S3 |
120-263 |
120-307 |
121-101 |
|
S4 |
120-166 |
120-209 |
121-074 |
|
|
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 |
122-287 |
2.618 |
122-128 |
1.618 |
122-030 |
1.000 |
121-290 |
0.618 |
121-253 |
HIGH |
121-193 |
0.618 |
121-155 |
0.500 |
121-144 |
0.382 |
121-132 |
LOW |
121-095 |
0.618 |
121-035 |
1.000 |
120-318 |
1.618 |
120-257 |
2.618 |
120-160 |
4.250 |
120-001 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-144 |
121-097 |
PP |
121-138 |
121-067 |
S1 |
121-133 |
121-038 |
|