ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-005 |
120-315 |
-0-010 |
0.0% |
121-042 |
| High |
121-005 |
121-055 |
0-050 |
0.1% |
121-102 |
| Low |
120-245 |
120-230 |
-0-015 |
0.0% |
120-238 |
| Close |
120-298 |
121-015 |
0-038 |
0.1% |
121-007 |
| Range |
0-080 |
0-145 |
0-065 |
81.2% |
0-185 |
| ATR |
0-121 |
0-123 |
0-002 |
1.4% |
0-000 |
| Volume |
518,180 |
1,158,609 |
640,429 |
123.6% |
434,174 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-108 |
122-047 |
121-095 |
|
| R3 |
121-283 |
121-222 |
121-055 |
|
| R2 |
121-138 |
121-138 |
121-042 |
|
| R1 |
121-077 |
121-077 |
121-028 |
121-108 |
| PP |
120-313 |
120-313 |
120-313 |
121-009 |
| S1 |
120-252 |
120-252 |
121-002 |
120-283 |
| S2 |
120-168 |
120-168 |
120-308 |
|
| S3 |
120-023 |
120-107 |
120-295 |
|
| S4 |
119-198 |
119-282 |
120-255 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-244 |
122-151 |
121-109 |
|
| R3 |
122-059 |
121-286 |
121-058 |
|
| R2 |
121-194 |
121-194 |
121-041 |
|
| R1 |
121-101 |
121-101 |
121-024 |
121-055 |
| PP |
121-009 |
121-009 |
121-009 |
120-306 |
| S1 |
120-236 |
120-236 |
120-311 |
120-190 |
| S2 |
120-144 |
120-144 |
120-294 |
|
| S3 |
119-279 |
120-051 |
120-277 |
|
| S4 |
119-094 |
119-186 |
120-226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-031 |
|
2.618 |
122-115 |
|
1.618 |
121-290 |
|
1.000 |
121-200 |
|
0.618 |
121-145 |
|
HIGH |
121-055 |
|
0.618 |
121-000 |
|
0.500 |
120-303 |
|
0.382 |
120-285 |
|
LOW |
120-230 |
|
0.618 |
120-140 |
|
1.000 |
120-085 |
|
1.618 |
119-315 |
|
2.618 |
119-170 |
|
4.250 |
118-254 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-004 |
121-012 |
| PP |
120-313 |
121-009 |
| S1 |
120-303 |
121-006 |
|