ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-210 |
121-187 |
-0-023 |
-0.1% |
120-318 |
High |
122-145 |
121-220 |
-0-245 |
-0.6% |
122-145 |
Low |
121-187 |
121-035 |
-0-152 |
-0.4% |
120-318 |
Close |
121-233 |
121-062 |
-0-170 |
-0.4% |
121-062 |
Range |
0-278 |
0-185 |
-0-093 |
-33.3% |
1-147 |
ATR |
0-113 |
0-119 |
0-006 |
5.4% |
0-000 |
Volume |
50,719 |
34,970 |
-15,749 |
-31.1% |
195,883 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-021 |
122-227 |
121-164 |
|
R3 |
122-156 |
122-042 |
121-113 |
|
R2 |
121-291 |
121-291 |
121-096 |
|
R1 |
121-177 |
121-177 |
121-079 |
121-141 |
PP |
121-106 |
121-106 |
121-106 |
121-088 |
S1 |
120-312 |
120-312 |
121-046 |
120-276 |
S2 |
120-241 |
120-241 |
121-029 |
|
S3 |
120-056 |
120-127 |
121-012 |
|
S4 |
119-191 |
119-262 |
120-281 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-297 |
125-007 |
122-000 |
|
R3 |
124-150 |
123-180 |
121-191 |
|
R2 |
123-002 |
123-002 |
121-148 |
|
R1 |
122-032 |
122-032 |
121-105 |
122-177 |
PP |
121-175 |
121-175 |
121-175 |
121-247 |
S1 |
120-205 |
120-205 |
121-020 |
121-030 |
S2 |
120-028 |
120-028 |
120-297 |
|
S3 |
118-200 |
119-058 |
120-254 |
|
S4 |
117-053 |
117-230 |
120-125 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-046 |
2.618 |
123-064 |
1.618 |
122-199 |
1.000 |
122-085 |
0.618 |
122-014 |
HIGH |
121-220 |
0.618 |
121-149 |
0.500 |
121-128 |
0.382 |
121-106 |
LOW |
121-035 |
0.618 |
120-241 |
1.000 |
120-170 |
1.618 |
120-056 |
2.618 |
119-191 |
4.250 |
118-209 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-128 |
121-250 |
PP |
121-106 |
121-187 |
S1 |
121-084 |
121-125 |
|