ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
120-057 |
119-307 |
-0-070 |
-0.2% |
120-282 |
High |
120-062 |
120-130 |
0-068 |
0.2% |
121-057 |
Low |
119-280 |
119-295 |
0-015 |
0.0% |
120-005 |
Close |
119-297 |
120-090 |
0-113 |
0.3% |
120-037 |
Range |
0-102 |
0-155 |
0-053 |
52.0% |
1-052 |
ATR |
0-127 |
0-129 |
0-002 |
1.6% |
0-000 |
Volume |
494,707 |
596,442 |
101,735 |
20.6% |
3,456,580 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-210 |
121-145 |
120-175 |
|
R3 |
121-055 |
120-310 |
120-133 |
|
R2 |
120-220 |
120-220 |
120-118 |
|
R1 |
120-155 |
120-155 |
120-104 |
120-188 |
PP |
120-065 |
120-065 |
120-065 |
120-081 |
S1 |
120-000 |
120-000 |
120-076 |
120-032 |
S2 |
119-230 |
119-230 |
120-062 |
|
S3 |
119-075 |
119-165 |
120-047 |
|
S4 |
118-240 |
119-010 |
120-005 |
|
|
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 |
122-149 |
2.618 |
121-216 |
1.618 |
121-061 |
1.000 |
120-285 |
0.618 |
120-226 |
HIGH |
120-130 |
0.618 |
120-071 |
0.500 |
120-052 |
0.382 |
120-034 |
LOW |
119-295 |
0.618 |
119-199 |
1.000 |
119-140 |
1.618 |
119-044 |
2.618 |
118-209 |
4.250 |
117-276 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
120-078 |
120-078 |
PP |
120-065 |
120-066 |
S1 |
120-052 |
120-054 |
|