ECBOT 5 Year T-Note Future June 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
119-205 |
119-180 |
-0-025 |
-0.1% |
120-057 |
High |
119-275 |
120-060 |
0-105 |
0.3% |
120-130 |
Low |
119-170 |
119-112 |
-0-058 |
-0.2% |
119-172 |
Close |
119-185 |
120-015 |
0-150 |
0.4% |
119-202 |
Range |
0-105 |
0-268 |
0-163 |
155.2% |
0-278 |
ATR |
0-124 |
0-134 |
0-010 |
8.3% |
0-000 |
Volume |
564,418 |
885,811 |
321,393 |
56.9% |
2,866,110 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-120 |
122-015 |
120-162 |
|
R3 |
121-172 |
121-067 |
120-089 |
|
R2 |
120-224 |
120-224 |
120-064 |
|
R1 |
120-119 |
120-119 |
120-040 |
120-172 |
PP |
119-276 |
119-276 |
119-276 |
119-302 |
S1 |
119-171 |
119-171 |
119-310 |
119-224 |
S2 |
119-008 |
119-008 |
119-286 |
|
S3 |
118-060 |
118-223 |
119-261 |
|
S4 |
117-112 |
117-275 |
119-188 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-149 |
121-293 |
120-035 |
|
R3 |
121-191 |
121-015 |
119-278 |
|
R2 |
120-233 |
120-233 |
119-253 |
|
R1 |
120-057 |
120-057 |
119-227 |
120-006 |
PP |
119-275 |
119-275 |
119-275 |
119-249 |
S1 |
119-099 |
119-099 |
119-177 |
119-048 |
S2 |
118-317 |
118-317 |
119-151 |
|
S3 |
118-039 |
118-141 |
119-126 |
|
S4 |
117-081 |
117-183 |
119-049 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-239 |
2.618 |
122-122 |
1.618 |
121-174 |
1.000 |
121-008 |
0.618 |
120-226 |
HIGH |
120-060 |
0.618 |
119-278 |
0.500 |
119-246 |
0.382 |
119-214 |
LOW |
119-112 |
0.618 |
118-266 |
1.000 |
118-164 |
1.618 |
117-318 |
2.618 |
117-050 |
4.250 |
115-253 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
119-305 |
119-305 |
PP |
119-276 |
119-276 |
S1 |
119-246 |
119-246 |
|