ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-060 |
120-135 |
0-075 |
0.2% |
119-190 |
| High |
120-150 |
120-150 |
0-000 |
0.0% |
120-157 |
| Low |
120-057 |
120-057 |
0-000 |
0.0% |
119-112 |
| Close |
120-135 |
120-062 |
-0-073 |
-0.2% |
120-135 |
| Range |
0-093 |
0-093 |
0-000 |
0.0% |
1-045 |
| ATR |
0-132 |
0-129 |
-0-003 |
-2.1% |
0-000 |
| Volume |
467,370 |
340,019 |
-127,351 |
-27.2% |
2,947,386 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-049 |
120-308 |
120-113 |
|
| R3 |
120-276 |
120-215 |
120-088 |
|
| R2 |
120-183 |
120-183 |
120-079 |
|
| R1 |
120-122 |
120-122 |
120-071 |
120-106 |
| PP |
120-090 |
120-090 |
120-090 |
120-082 |
| S1 |
120-029 |
120-029 |
120-053 |
120-013 |
| S2 |
119-317 |
119-317 |
120-045 |
|
| S3 |
119-224 |
119-256 |
120-036 |
|
| S4 |
119-131 |
119-163 |
120-011 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-163 |
123-034 |
121-016 |
|
| R3 |
122-118 |
121-309 |
120-235 |
|
| R2 |
121-073 |
121-073 |
120-202 |
|
| R1 |
120-264 |
120-264 |
120-168 |
121-008 |
| PP |
120-028 |
120-028 |
120-028 |
120-060 |
| S1 |
119-219 |
119-219 |
120-102 |
119-284 |
| S2 |
118-303 |
118-303 |
120-068 |
|
| S3 |
117-258 |
118-174 |
120-035 |
|
| S4 |
116-213 |
117-129 |
119-254 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-225 |
|
2.618 |
121-073 |
|
1.618 |
120-300 |
|
1.000 |
120-243 |
|
0.618 |
120-207 |
|
HIGH |
120-150 |
|
0.618 |
120-114 |
|
0.500 |
120-104 |
|
0.382 |
120-093 |
|
LOW |
120-057 |
|
0.618 |
120-000 |
|
1.000 |
119-284 |
|
1.618 |
119-227 |
|
2.618 |
119-134 |
|
4.250 |
118-302 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-104 |
120-090 |
| PP |
120-090 |
120-080 |
| S1 |
120-076 |
120-071 |
|