ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
119-215 |
120-067 |
0-172 |
0.5% |
119-087 |
| High |
119-215 |
120-067 |
0-172 |
0.5% |
119-300 |
| Low |
119-215 |
120-067 |
0-172 |
0.5% |
119-087 |
| Close |
119-215 |
120-067 |
0-172 |
0.5% |
119-300 |
| Range |
|
|
|
|
|
| ATR |
0-057 |
0-065 |
0-008 |
14.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-067 |
120-067 |
120-067 |
|
| R3 |
120-067 |
120-067 |
120-067 |
|
| R2 |
120-067 |
120-067 |
120-067 |
|
| R1 |
120-067 |
120-067 |
120-067 |
120-067 |
| PP |
120-067 |
120-067 |
120-067 |
120-067 |
| S1 |
120-067 |
120-067 |
120-067 |
120-067 |
| S2 |
120-067 |
120-067 |
120-067 |
|
| S3 |
120-067 |
120-067 |
120-067 |
|
| S4 |
120-067 |
120-067 |
120-067 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-227 |
121-156 |
120-097 |
|
| R3 |
121-014 |
120-263 |
120-038 |
|
| R2 |
120-122 |
120-122 |
120-019 |
|
| R1 |
120-051 |
120-051 |
119-319 |
120-086 |
| PP |
119-229 |
119-229 |
119-229 |
119-247 |
| S1 |
119-158 |
119-158 |
119-281 |
119-194 |
| S2 |
119-017 |
119-017 |
119-261 |
|
| S3 |
118-124 |
118-266 |
119-242 |
|
| S4 |
117-232 |
118-053 |
119-183 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-067 |
|
2.618 |
120-067 |
|
1.618 |
120-067 |
|
1.000 |
120-067 |
|
0.618 |
120-067 |
|
HIGH |
120-067 |
|
0.618 |
120-067 |
|
0.500 |
120-067 |
|
0.382 |
120-067 |
|
LOW |
120-067 |
|
0.618 |
120-067 |
|
1.000 |
120-067 |
|
1.618 |
120-067 |
|
2.618 |
120-067 |
|
4.250 |
120-067 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-067 |
120-039 |
| PP |
120-067 |
120-010 |
| S1 |
120-067 |
119-301 |
|