ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-135 |
120-062 |
-0-073 |
-0.2% |
119-190 |
| High |
120-150 |
120-130 |
-0-020 |
-0.1% |
120-157 |
| Low |
120-057 |
120-000 |
-0-057 |
-0.1% |
119-112 |
| Close |
120-062 |
120-010 |
-0-052 |
-0.1% |
120-135 |
| Range |
0-093 |
0-130 |
0-037 |
39.8% |
1-045 |
| ATR |
0-129 |
0-129 |
0-000 |
0.0% |
0-000 |
| Volume |
340,019 |
481,761 |
141,742 |
41.7% |
2,947,386 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-117 |
121-033 |
120-082 |
|
| R3 |
120-307 |
120-223 |
120-046 |
|
| R2 |
120-177 |
120-177 |
120-034 |
|
| R1 |
120-093 |
120-093 |
120-022 |
120-070 |
| PP |
120-047 |
120-047 |
120-047 |
120-035 |
| S1 |
119-283 |
119-283 |
119-318 |
119-260 |
| S2 |
119-237 |
119-237 |
119-306 |
|
| S3 |
119-107 |
119-153 |
119-294 |
|
| S4 |
118-297 |
119-023 |
119-258 |
|
|
| 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 |
122-042 |
|
2.618 |
121-150 |
|
1.618 |
121-020 |
|
1.000 |
120-260 |
|
0.618 |
120-210 |
|
HIGH |
120-130 |
|
0.618 |
120-080 |
|
0.500 |
120-065 |
|
0.382 |
120-050 |
|
LOW |
120-000 |
|
0.618 |
119-240 |
|
1.000 |
119-190 |
|
1.618 |
119-110 |
|
2.618 |
118-300 |
|
4.250 |
118-088 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-065 |
120-075 |
| PP |
120-047 |
120-053 |
| S1 |
120-028 |
120-032 |
|