ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-033 |
120-293 |
-0-060 |
-0.2% |
120-318 |
High |
121-100 |
121-070 |
-0-030 |
-0.1% |
122-145 |
Low |
120-238 |
120-253 |
0-015 |
0.0% |
120-318 |
Close |
120-280 |
121-035 |
0-075 |
0.2% |
121-062 |
Range |
0-182 |
0-138 |
-0-045 |
-24.7% |
1-147 |
ATR |
0-122 |
0-123 |
0-001 |
0.9% |
0-000 |
Volume |
110,572 |
108,657 |
-1,915 |
-1.7% |
195,883 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-105 |
122-048 |
121-111 |
|
R3 |
121-288 |
121-230 |
121-073 |
|
R2 |
121-150 |
121-150 |
121-060 |
|
R1 |
121-093 |
121-093 |
121-048 |
121-121 |
PP |
121-013 |
121-013 |
121-013 |
121-027 |
S1 |
120-275 |
120-275 |
121-022 |
120-304 |
S2 |
120-195 |
120-195 |
121-010 |
|
S3 |
120-058 |
120-138 |
120-317 |
|
S4 |
119-240 |
120-000 |
120-279 |
|
|
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 |
123-014 |
2.618 |
122-110 |
1.618 |
121-292 |
1.000 |
121-208 |
0.618 |
121-155 |
HIGH |
121-070 |
0.618 |
121-017 |
0.500 |
121-001 |
0.382 |
120-305 |
LOW |
120-253 |
0.618 |
120-168 |
1.000 |
120-115 |
1.618 |
120-030 |
2.618 |
119-213 |
4.250 |
118-308 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
121-024 |
121-026 |
PP |
121-013 |
121-018 |
S1 |
121-001 |
121-009 |
|