ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
120-315 |
120-278 |
-0-038 |
-0.1% |
120-282 |
| High |
120-315 |
120-278 |
-0-038 |
-0.1% |
120-315 |
| Low |
120-315 |
120-278 |
-0-038 |
-0.1% |
120-195 |
| Close |
120-315 |
120-278 |
-0-038 |
-0.1% |
120-278 |
| Range |
|
|
|
|
|
| ATR |
0-000 |
0-042 |
0-042 |
|
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-278 |
120-278 |
120-278 |
|
| R3 |
120-278 |
120-278 |
120-278 |
|
| R2 |
120-278 |
120-278 |
120-278 |
|
| R1 |
120-278 |
120-278 |
120-278 |
120-278 |
| PP |
120-278 |
120-278 |
120-278 |
120-278 |
| S1 |
120-278 |
120-278 |
120-278 |
120-278 |
| S2 |
120-278 |
120-278 |
120-278 |
|
| S3 |
120-278 |
120-278 |
120-278 |
|
| S4 |
120-278 |
120-278 |
120-278 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-303 |
121-250 |
121-024 |
|
| R3 |
121-183 |
121-130 |
120-311 |
|
| R2 |
121-063 |
121-063 |
120-300 |
|
| R1 |
121-010 |
121-010 |
120-289 |
120-296 |
| PP |
120-263 |
120-263 |
120-263 |
120-246 |
| S1 |
120-210 |
120-210 |
120-267 |
120-176 |
| S2 |
120-143 |
120-143 |
120-256 |
|
| S3 |
120-023 |
120-090 |
120-245 |
|
| S4 |
119-223 |
119-290 |
120-212 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-278 |
|
2.618 |
120-278 |
|
1.618 |
120-278 |
|
1.000 |
120-278 |
|
0.618 |
120-278 |
|
HIGH |
120-278 |
|
0.618 |
120-278 |
|
0.500 |
120-278 |
|
0.382 |
120-278 |
|
LOW |
120-278 |
|
0.618 |
120-278 |
|
1.000 |
120-278 |
|
1.618 |
120-278 |
|
2.618 |
120-278 |
|
4.250 |
120-278 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-278 |
120-296 |
| PP |
120-278 |
120-290 |
| S1 |
120-278 |
120-284 |
|