ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-025 |
121-080 |
0-055 |
0.1% |
121-005 |
High |
121-150 |
120-282 |
-0-188 |
-0.5% |
121-167 |
Low |
121-002 |
120-282 |
-0-040 |
-0.1% |
120-230 |
Close |
121-125 |
120-282 |
-0-163 |
-0.4% |
120-282 |
Range |
0-148 |
0-000 |
-0-148 |
-100.0% |
0-257 |
ATR |
0-127 |
0-130 |
0-003 |
2.0% |
0-000 |
Volume |
1,176,609 |
737,707 |
-438,902 |
-37.3% |
4,799,884 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-282 |
120-282 |
120-282 |
|
R3 |
120-282 |
120-282 |
120-282 |
|
R2 |
120-282 |
120-282 |
120-282 |
|
R1 |
120-282 |
120-282 |
120-282 |
120-282 |
PP |
120-282 |
120-282 |
120-282 |
120-282 |
S1 |
120-282 |
120-282 |
120-282 |
120-282 |
S2 |
120-282 |
120-282 |
120-282 |
|
S3 |
120-282 |
120-282 |
120-282 |
|
S4 |
120-282 |
120-282 |
120-282 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-144 |
122-310 |
121-103 |
|
R3 |
122-207 |
122-053 |
121-033 |
|
R2 |
121-270 |
121-270 |
121-009 |
|
R1 |
121-116 |
121-116 |
120-306 |
121-064 |
PP |
121-013 |
121-013 |
121-013 |
120-307 |
S1 |
120-179 |
120-179 |
120-258 |
120-128 |
S2 |
120-076 |
120-076 |
120-235 |
|
S3 |
119-139 |
119-242 |
120-211 |
|
S4 |
118-202 |
118-305 |
120-141 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-282 |
2.618 |
120-282 |
1.618 |
120-282 |
1.000 |
120-282 |
0.618 |
120-282 |
HIGH |
120-282 |
0.618 |
120-282 |
0.500 |
120-282 |
0.382 |
120-282 |
LOW |
120-282 |
0.618 |
120-282 |
1.000 |
120-282 |
1.618 |
120-282 |
2.618 |
120-282 |
4.250 |
120-282 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
120-282 |
121-064 |
PP |
120-282 |
121-030 |
S1 |
120-282 |
120-316 |
|