ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-058 |
| High |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-305 |
| Low |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-035 |
| Close |
119-305 |
119-233 |
-0-072 |
-0.2% |
119-305 |
| Range |
|
|
|
|
|
| ATR |
0-068 |
0-068 |
0-000 |
0.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-233 |
119-233 |
119-233 |
|
| R3 |
119-233 |
119-233 |
119-233 |
|
| R2 |
119-233 |
119-233 |
119-233 |
|
| R1 |
119-233 |
119-233 |
119-233 |
119-233 |
| PP |
119-233 |
119-233 |
119-233 |
119-233 |
| S1 |
119-233 |
119-233 |
119-233 |
119-233 |
| S2 |
119-233 |
119-233 |
119-233 |
|
| S3 |
119-233 |
119-233 |
119-233 |
|
| S4 |
119-233 |
119-233 |
119-233 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-065 |
121-295 |
120-133 |
|
| R3 |
121-115 |
121-025 |
120-059 |
|
| R2 |
120-165 |
120-165 |
120-034 |
|
| R1 |
120-075 |
120-075 |
120-010 |
120-120 |
| PP |
119-215 |
119-215 |
119-215 |
119-237 |
| S1 |
119-125 |
119-125 |
119-280 |
119-170 |
| S2 |
118-265 |
118-265 |
119-255 |
|
| S3 |
117-315 |
118-175 |
119-231 |
|
| S4 |
117-045 |
117-225 |
119-157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-305 |
119-035 |
0-270 |
0.7% |
0-000 |
0.0% |
73% |
False |
False |
|
| 10 |
119-305 |
119-035 |
0-270 |
0.7% |
0-000 |
0.0% |
73% |
False |
False |
|
| 20 |
120-295 |
119-035 |
1-260 |
1.5% |
0-000 |
0.0% |
34% |
False |
False |
|
| 40 |
121-082 |
119-035 |
2-047 |
1.8% |
0-000 |
0.0% |
29% |
False |
False |
|
| 60 |
121-082 |
117-067 |
4-015 |
3.4% |
0-000 |
0.0% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-233 |
|
2.618 |
119-233 |
|
1.618 |
119-233 |
|
1.000 |
119-233 |
|
0.618 |
119-233 |
|
HIGH |
119-233 |
|
0.618 |
119-233 |
|
0.500 |
119-233 |
|
0.382 |
119-233 |
|
LOW |
119-233 |
|
0.618 |
119-233 |
|
1.000 |
119-233 |
|
1.618 |
119-233 |
|
2.618 |
119-233 |
|
4.250 |
119-233 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-233 |
119-268 |
| PP |
119-233 |
119-256 |
| S1 |
119-233 |
119-244 |
|