ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-042 |
121-033 |
-0-010 |
0.0% |
120-318 |
| High |
121-080 |
121-100 |
0-020 |
0.1% |
122-145 |
| Low |
120-305 |
120-238 |
-0-067 |
-0.2% |
120-318 |
| Close |
121-040 |
120-280 |
-0-080 |
-0.2% |
121-062 |
| Range |
0-095 |
0-182 |
0-087 |
92.1% |
1-147 |
| ATR |
0-117 |
0-122 |
0-005 |
4.0% |
0-000 |
| Volume |
55,198 |
110,572 |
55,374 |
100.3% |
195,883 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-220 |
122-112 |
121-060 |
|
| R3 |
122-037 |
121-250 |
121-010 |
|
| R2 |
121-175 |
121-175 |
120-313 |
|
| R1 |
121-067 |
121-067 |
120-297 |
121-030 |
| PP |
120-313 |
120-313 |
120-313 |
120-294 |
| S1 |
120-205 |
120-205 |
120-263 |
120-168 |
| S2 |
120-130 |
120-130 |
120-247 |
|
| S3 |
119-268 |
120-023 |
120-230 |
|
| S4 |
119-085 |
119-160 |
120-180 |
|
|
| 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 |
123-236 |
|
2.618 |
122-258 |
|
1.618 |
122-075 |
|
1.000 |
121-282 |
|
0.618 |
121-213 |
|
HIGH |
121-100 |
|
0.618 |
121-030 |
|
0.500 |
121-009 |
|
0.382 |
120-307 |
|
LOW |
120-238 |
|
0.618 |
120-125 |
|
1.000 |
120-055 |
|
1.618 |
119-262 |
|
2.618 |
119-080 |
|
4.250 |
118-102 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-009 |
121-069 |
| PP |
120-313 |
121-033 |
| S1 |
120-296 |
120-316 |
|