ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-130 |
120-112 |
-0-018 |
0.0% |
120-282 |
High |
120-155 |
120-147 |
-0-008 |
0.0% |
121-057 |
Low |
120-085 |
120-005 |
-0-080 |
-0.2% |
120-005 |
Close |
120-135 |
120-037 |
-0-098 |
-0.3% |
120-037 |
Range |
0-070 |
0-142 |
0-072 |
102.9% |
1-052 |
ATR |
0-127 |
0-129 |
0-001 |
0.8% |
0-000 |
Volume |
576,294 |
777,828 |
201,534 |
35.0% |
3,456,580 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-169 |
121-085 |
120-115 |
|
R3 |
121-027 |
120-263 |
120-076 |
|
R2 |
120-205 |
120-205 |
120-063 |
|
R1 |
120-121 |
120-121 |
120-050 |
120-092 |
PP |
120-063 |
120-063 |
120-063 |
120-048 |
S1 |
119-299 |
119-299 |
120-024 |
119-270 |
S2 |
119-241 |
119-241 |
120-011 |
|
S3 |
119-099 |
119-157 |
119-318 |
|
S4 |
118-277 |
119-015 |
119-279 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-296 |
123-058 |
120-242 |
|
R3 |
122-244 |
122-006 |
120-139 |
|
R2 |
121-192 |
121-192 |
120-105 |
|
R1 |
120-274 |
120-274 |
120-071 |
120-207 |
PP |
120-140 |
120-140 |
120-140 |
120-106 |
S1 |
119-222 |
119-222 |
120-003 |
119-155 |
S2 |
119-088 |
119-088 |
119-289 |
|
S3 |
118-036 |
118-170 |
119-255 |
|
S4 |
116-304 |
117-118 |
119-152 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-110 |
2.618 |
121-199 |
1.618 |
121-057 |
1.000 |
120-289 |
0.618 |
120-235 |
HIGH |
120-147 |
0.618 |
120-093 |
0.500 |
120-076 |
0.382 |
120-059 |
LOW |
120-005 |
0.618 |
119-237 |
1.000 |
119-183 |
1.618 |
119-095 |
2.618 |
118-273 |
4.250 |
118-042 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-076 |
120-098 |
PP |
120-063 |
120-078 |
S1 |
120-050 |
120-058 |
|