ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
121-080 |
120-282 |
-0-118 |
-0.3% |
121-005 |
High |
120-282 |
121-017 |
0-055 |
0.1% |
121-167 |
Low |
120-282 |
120-250 |
-0-032 |
-0.1% |
120-230 |
Close |
120-282 |
120-315 |
0-033 |
0.1% |
120-282 |
Range |
0-000 |
0-087 |
0-087 |
|
0-257 |
ATR |
0-130 |
0-127 |
-0-003 |
-2.4% |
0-000 |
Volume |
737,707 |
732,932 |
-4,775 |
-0.6% |
4,799,884 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-242 |
121-205 |
121-043 |
|
R3 |
121-155 |
121-118 |
121-019 |
|
R2 |
121-068 |
121-068 |
121-011 |
|
R1 |
121-031 |
121-031 |
121-003 |
121-050 |
PP |
120-301 |
120-301 |
120-301 |
120-310 |
S1 |
120-264 |
120-264 |
120-307 |
120-282 |
S2 |
120-214 |
120-214 |
120-299 |
|
S3 |
120-127 |
120-177 |
120-291 |
|
S4 |
120-040 |
120-090 |
120-267 |
|
|
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 |
122-067 |
2.618 |
121-245 |
1.618 |
121-158 |
1.000 |
121-104 |
0.618 |
121-071 |
HIGH |
121-017 |
0.618 |
120-304 |
0.500 |
120-294 |
0.382 |
120-283 |
LOW |
120-250 |
0.618 |
120-196 |
1.000 |
120-163 |
1.618 |
120-109 |
2.618 |
120-022 |
4.250 |
119-200 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
120-308 |
121-040 |
PP |
120-301 |
121-025 |
S1 |
120-294 |
121-010 |
|