ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-160 |
121-210 |
0-050 |
0.1% |
120-130 |
| High |
121-175 |
122-145 |
0-290 |
0.7% |
121-027 |
| Low |
121-042 |
121-187 |
0-145 |
0.4% |
120-045 |
| Close |
121-150 |
121-233 |
0-082 |
0.2% |
120-262 |
| Range |
0-133 |
0-278 |
0-145 |
109.4% |
0-302 |
| ATR |
0-097 |
0-113 |
0-016 |
16.0% |
0-000 |
| Volume |
28,646 |
50,719 |
22,073 |
77.1% |
69,149 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-168 |
123-318 |
122-065 |
|
| R3 |
123-210 |
123-040 |
121-309 |
|
| R2 |
122-253 |
122-253 |
121-283 |
|
| R1 |
122-083 |
122-083 |
121-258 |
122-168 |
| PP |
121-295 |
121-295 |
121-295 |
122-017 |
| S1 |
121-125 |
121-125 |
121-207 |
121-210 |
| S2 |
121-017 |
121-017 |
121-182 |
|
| S3 |
120-060 |
120-167 |
121-156 |
|
| S4 |
119-102 |
119-210 |
121-080 |
|
|
| 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 |
126-044 |
|
2.618 |
124-231 |
|
1.618 |
123-274 |
|
1.000 |
123-102 |
|
0.618 |
122-316 |
|
HIGH |
122-145 |
|
0.618 |
122-039 |
|
0.500 |
122-006 |
|
0.382 |
121-293 |
|
LOW |
121-187 |
|
0.618 |
121-016 |
|
1.000 |
120-230 |
|
1.618 |
120-058 |
|
2.618 |
119-101 |
|
4.250 |
117-288 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-006 |
121-254 |
| PP |
121-295 |
121-247 |
| S1 |
121-264 |
121-240 |
|