ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
118-018 |
118-090 |
0-073 |
0.2% |
117-178 |
| High |
118-018 |
118-090 |
0-073 |
0.2% |
117-178 |
| Low |
118-018 |
118-090 |
0-073 |
0.2% |
117-067 |
| Close |
118-018 |
118-090 |
0-073 |
0.2% |
117-115 |
| Range |
|
|
|
|
|
| ATR |
0-063 |
0-063 |
0-001 |
1.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-090 |
118-090 |
118-090 |
|
| R3 |
118-090 |
118-090 |
118-090 |
|
| R2 |
118-090 |
118-090 |
118-090 |
|
| R1 |
118-090 |
118-090 |
118-090 |
118-090 |
| PP |
118-090 |
118-090 |
118-090 |
118-090 |
| S1 |
118-090 |
118-090 |
118-090 |
118-090 |
| S2 |
118-090 |
118-090 |
118-090 |
|
| S3 |
118-090 |
118-090 |
118-090 |
|
| S4 |
118-090 |
118-090 |
118-090 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-130 |
118-073 |
117-176 |
|
| R3 |
118-020 |
117-283 |
117-145 |
|
| R2 |
117-230 |
117-230 |
117-135 |
|
| R1 |
117-173 |
117-173 |
117-125 |
117-146 |
| PP |
117-120 |
117-120 |
117-120 |
117-107 |
| S1 |
117-062 |
117-062 |
117-105 |
117-036 |
| S2 |
117-010 |
117-010 |
117-095 |
|
| S3 |
116-220 |
116-272 |
117-085 |
|
| S4 |
116-110 |
116-162 |
117-054 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-090 |
|
2.618 |
118-090 |
|
1.618 |
118-090 |
|
1.000 |
118-090 |
|
0.618 |
118-090 |
|
HIGH |
118-090 |
|
0.618 |
118-090 |
|
0.500 |
118-090 |
|
0.382 |
118-090 |
|
LOW |
118-090 |
|
0.618 |
118-090 |
|
1.000 |
118-090 |
|
1.618 |
118-090 |
|
2.618 |
118-090 |
|
4.250 |
118-090 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-090 |
118-057 |
| PP |
118-090 |
118-023 |
| S1 |
118-090 |
117-310 |
|