ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-133 |
120-165 |
0-032 |
0.1% |
120-147 |
| High |
120-133 |
120-165 |
0-032 |
0.1% |
120-295 |
| Low |
120-133 |
120-165 |
0-032 |
0.1% |
120-133 |
| Close |
120-133 |
120-165 |
0-032 |
0.1% |
120-133 |
| Range |
|
|
|
|
|
| ATR |
0-066 |
0-064 |
-0-002 |
-3.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-165 |
120-165 |
120-165 |
|
| R3 |
120-165 |
120-165 |
120-165 |
|
| R2 |
120-165 |
120-165 |
120-165 |
|
| R1 |
120-165 |
120-165 |
120-165 |
120-165 |
| PP |
120-165 |
120-165 |
120-165 |
120-165 |
| S1 |
120-165 |
120-165 |
120-165 |
120-165 |
| S2 |
120-165 |
120-165 |
120-165 |
|
| S3 |
120-165 |
120-165 |
120-165 |
|
| S4 |
120-165 |
120-165 |
120-165 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-034 |
121-246 |
120-222 |
|
| R3 |
121-192 |
121-083 |
120-177 |
|
| R2 |
121-029 |
121-029 |
120-162 |
|
| R1 |
120-241 |
120-241 |
120-147 |
120-214 |
| PP |
120-187 |
120-187 |
120-187 |
120-173 |
| S1 |
120-078 |
120-078 |
120-118 |
120-051 |
| S2 |
120-024 |
120-024 |
120-103 |
|
| S3 |
119-182 |
119-236 |
120-088 |
|
| S4 |
119-019 |
119-073 |
120-043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-295 |
120-133 |
0-162 |
0.4% |
0-000 |
0.0% |
20% |
False |
False |
|
| 10 |
120-295 |
120-130 |
0-165 |
0.4% |
0-000 |
0.0% |
21% |
False |
False |
|
| 20 |
121-082 |
119-215 |
1-187 |
1.3% |
0-000 |
0.0% |
53% |
False |
False |
|
| 40 |
121-082 |
117-115 |
3-287 |
3.2% |
0-000 |
0.0% |
81% |
False |
False |
|
| 60 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-165 |
|
2.618 |
120-165 |
|
1.618 |
120-165 |
|
1.000 |
120-165 |
|
0.618 |
120-165 |
|
HIGH |
120-165 |
|
0.618 |
120-165 |
|
0.500 |
120-165 |
|
0.382 |
120-165 |
|
LOW |
120-165 |
|
0.618 |
120-165 |
|
1.000 |
120-165 |
|
1.618 |
120-165 |
|
2.618 |
120-165 |
|
4.250 |
120-165 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-165 |
120-214 |
| PP |
120-165 |
120-198 |
| S1 |
120-165 |
120-181 |
|