ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
120-195 |
120-300 |
0-105 |
0.3% |
121-093 |
| High |
120-195 |
120-300 |
0-105 |
0.3% |
121-093 |
| Low |
120-195 |
120-300 |
0-105 |
0.3% |
120-240 |
| Close |
120-195 |
120-300 |
0-105 |
0.3% |
120-240 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-300 |
120-300 |
120-300 |
|
| R3 |
120-300 |
120-300 |
120-300 |
|
| R2 |
120-300 |
120-300 |
120-300 |
|
| R1 |
120-300 |
120-300 |
120-300 |
120-300 |
| PP |
120-300 |
120-300 |
120-300 |
120-300 |
| S1 |
120-300 |
120-300 |
120-300 |
120-300 |
| S2 |
120-300 |
120-300 |
120-300 |
|
| S3 |
120-300 |
120-300 |
120-300 |
|
| S4 |
120-300 |
120-300 |
120-300 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
122-060 |
121-015 |
|
| R3 |
122-003 |
121-208 |
120-287 |
|
| R2 |
121-150 |
121-150 |
120-272 |
|
| R1 |
121-035 |
121-035 |
120-256 |
121-006 |
| PP |
120-298 |
120-298 |
120-298 |
120-283 |
| S1 |
120-182 |
120-182 |
120-224 |
120-154 |
| S2 |
120-125 |
120-125 |
120-208 |
|
| S3 |
119-272 |
120-010 |
120-193 |
|
| S4 |
119-100 |
119-157 |
120-145 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-300 |
|
2.618 |
120-300 |
|
1.618 |
120-300 |
|
1.000 |
120-300 |
|
0.618 |
120-300 |
|
HIGH |
120-300 |
|
0.618 |
120-300 |
|
0.500 |
120-300 |
|
0.382 |
120-300 |
|
LOW |
120-300 |
|
0.618 |
120-300 |
|
1.000 |
120-300 |
|
1.618 |
120-300 |
|
2.618 |
120-300 |
|
4.250 |
120-300 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-300 |
120-283 |
| PP |
120-300 |
120-265 |
| S1 |
120-300 |
120-248 |
|