ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
119-202 |
119-118 |
-0-085 |
-0.2% |
120-165 |
| High |
119-202 |
119-118 |
-0-085 |
-0.2% |
120-165 |
| Low |
119-202 |
119-118 |
-0-085 |
-0.2% |
119-207 |
| Close |
119-202 |
119-118 |
-0-085 |
-0.2% |
119-207 |
| Range |
|
|
|
|
|
| ATR |
0-069 |
0-071 |
0-001 |
1.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-118 |
119-118 |
|
| R3 |
119-118 |
119-118 |
119-118 |
|
| R2 |
119-118 |
119-118 |
119-118 |
|
| R1 |
119-118 |
119-118 |
119-118 |
119-118 |
| PP |
119-118 |
119-118 |
119-118 |
119-118 |
| S1 |
119-118 |
119-118 |
119-118 |
119-118 |
| S2 |
119-118 |
119-118 |
119-118 |
|
| S3 |
119-118 |
119-118 |
119-118 |
|
| S4 |
119-118 |
119-118 |
119-118 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-173 |
121-307 |
120-040 |
|
| R3 |
121-215 |
121-030 |
119-284 |
|
| R2 |
120-257 |
120-257 |
119-258 |
|
| R1 |
120-072 |
120-072 |
119-233 |
120-026 |
| PP |
119-300 |
119-300 |
119-300 |
119-277 |
| S1 |
119-115 |
119-115 |
119-182 |
119-069 |
| S2 |
119-022 |
119-022 |
119-157 |
|
| S3 |
118-065 |
118-157 |
119-131 |
|
| S4 |
117-107 |
117-200 |
119-055 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-118 |
|
2.618 |
119-118 |
|
1.618 |
119-118 |
|
1.000 |
119-118 |
|
0.618 |
119-118 |
|
HIGH |
119-118 |
|
0.618 |
119-118 |
|
0.500 |
119-118 |
|
0.382 |
119-118 |
|
LOW |
119-118 |
|
0.618 |
119-118 |
|
1.000 |
119-118 |
|
1.618 |
119-118 |
|
2.618 |
119-118 |
|
4.250 |
119-118 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-118 |
119-189 |
| PP |
119-118 |
119-165 |
| S1 |
119-118 |
119-141 |
|