ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
121-007 |
120-162 |
-0-165 |
-0.4% |
121-005 |
High |
121-057 |
120-192 |
-0-185 |
-0.5% |
121-167 |
Low |
120-150 |
120-085 |
-0-065 |
-0.2% |
120-230 |
Close |
120-155 |
120-112 |
-0-043 |
-0.1% |
120-282 |
Range |
0-227 |
0-107 |
-0-120 |
-52.9% |
0-257 |
ATR |
0-134 |
0-132 |
-0-002 |
-1.4% |
0-000 |
Volume |
686,053 |
683,473 |
-2,580 |
-0.4% |
4,799,884 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-131 |
121-068 |
120-171 |
|
R3 |
121-024 |
120-281 |
120-141 |
|
R2 |
120-237 |
120-237 |
120-132 |
|
R1 |
120-174 |
120-174 |
120-122 |
120-152 |
PP |
120-130 |
120-130 |
120-130 |
120-118 |
S1 |
120-067 |
120-067 |
120-102 |
120-045 |
S2 |
120-023 |
120-023 |
120-092 |
|
S3 |
119-236 |
119-280 |
120-083 |
|
S4 |
119-129 |
119-173 |
120-053 |
|
|
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 |
122-007 |
2.618 |
121-152 |
1.618 |
121-045 |
1.000 |
120-299 |
0.618 |
120-258 |
HIGH |
120-192 |
0.618 |
120-151 |
0.500 |
120-138 |
0.382 |
120-126 |
LOW |
120-085 |
0.618 |
120-019 |
1.000 |
119-298 |
1.618 |
119-232 |
2.618 |
119-125 |
4.250 |
118-270 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-138 |
120-231 |
PP |
120-130 |
120-191 |
S1 |
120-121 |
120-152 |
|