ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-112 |
120-057 |
-0-055 |
-0.1% |
120-282 |
High |
120-147 |
120-062 |
-0-085 |
-0.2% |
121-057 |
Low |
120-005 |
119-280 |
-0-045 |
-0.1% |
120-005 |
Close |
120-037 |
119-297 |
-0-060 |
-0.2% |
120-037 |
Range |
0-142 |
0-102 |
-0-040 |
-28.2% |
1-052 |
ATR |
0-129 |
0-127 |
-0-002 |
-1.5% |
0-000 |
Volume |
777,828 |
494,707 |
-283,121 |
-36.4% |
3,456,580 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-306 |
120-243 |
120-033 |
|
R3 |
120-204 |
120-141 |
120-005 |
|
R2 |
120-102 |
120-102 |
119-316 |
|
R1 |
120-039 |
120-039 |
119-306 |
120-020 |
PP |
120-000 |
120-000 |
120-000 |
119-310 |
S1 |
119-257 |
119-257 |
119-288 |
119-238 |
S2 |
119-218 |
119-218 |
119-278 |
|
S3 |
119-116 |
119-155 |
119-269 |
|
S4 |
119-014 |
119-053 |
119-241 |
|
|
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 |
121-176 |
2.618 |
121-009 |
1.618 |
120-227 |
1.000 |
120-164 |
0.618 |
120-125 |
HIGH |
120-062 |
0.618 |
120-023 |
0.500 |
120-011 |
0.382 |
119-319 |
LOW |
119-280 |
0.618 |
119-217 |
1.000 |
119-178 |
1.618 |
119-115 |
2.618 |
119-013 |
4.250 |
118-166 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-011 |
120-058 |
PP |
120-000 |
120-031 |
S1 |
119-308 |
120-004 |
|