ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-315 |
121-050 |
0-055 |
0.1% |
121-042 |
| High |
121-055 |
121-167 |
0-112 |
0.3% |
121-102 |
| Low |
120-230 |
121-007 |
0-097 |
0.3% |
120-238 |
| Close |
121-015 |
121-027 |
0-012 |
0.0% |
121-007 |
| Range |
0-145 |
0-160 |
0-015 |
10.4% |
0-185 |
| ATR |
0-123 |
0-126 |
0-003 |
2.2% |
0-000 |
| Volume |
1,158,609 |
1,208,779 |
50,170 |
4.3% |
434,174 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-227 |
122-127 |
121-115 |
|
| R3 |
122-067 |
121-287 |
121-071 |
|
| R2 |
121-227 |
121-227 |
121-056 |
|
| R1 |
121-127 |
121-127 |
121-042 |
121-097 |
| PP |
121-067 |
121-067 |
121-067 |
121-052 |
| S1 |
120-287 |
120-287 |
121-012 |
120-257 |
| S2 |
120-227 |
120-227 |
120-318 |
|
| S3 |
120-067 |
120-127 |
120-303 |
|
| S4 |
119-227 |
119-287 |
120-259 |
|
|
| 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 |
123-207 |
|
2.618 |
122-266 |
|
1.618 |
122-106 |
|
1.000 |
122-007 |
|
0.618 |
121-266 |
|
HIGH |
121-167 |
|
0.618 |
121-106 |
|
0.500 |
121-087 |
|
0.382 |
121-068 |
|
LOW |
121-007 |
|
0.618 |
120-228 |
|
1.000 |
120-167 |
|
1.618 |
120-068 |
|
2.618 |
119-228 |
|
4.250 |
118-287 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-087 |
121-039 |
| PP |
121-067 |
121-035 |
| S1 |
121-047 |
121-031 |
|