ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
121-050 |
121-098 |
0-047 |
0.1% |
120-282 |
| High |
121-050 |
121-098 |
0-047 |
0.1% |
121-050 |
| Low |
121-050 |
121-098 |
0-047 |
0.1% |
120-282 |
| Close |
121-050 |
121-098 |
0-047 |
0.1% |
121-050 |
| Range |
|
|
|
|
|
| ATR |
0-036 |
0-036 |
0-001 |
2.4% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
121-098 |
121-098 |
|
| R3 |
121-098 |
121-098 |
121-098 |
|
| R2 |
121-098 |
121-098 |
121-098 |
|
| R1 |
121-098 |
121-098 |
121-098 |
121-098 |
| PP |
121-098 |
121-098 |
121-098 |
121-098 |
| S1 |
121-098 |
121-098 |
121-098 |
121-098 |
| S2 |
121-098 |
121-098 |
121-098 |
|
| S3 |
121-098 |
121-098 |
121-098 |
|
| S4 |
121-098 |
121-098 |
121-098 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-254 |
121-098 |
|
| R3 |
121-196 |
121-167 |
121-074 |
|
| R2 |
121-108 |
121-108 |
121-066 |
|
| R1 |
121-079 |
121-079 |
121-058 |
121-094 |
| PP |
121-021 |
121-021 |
121-021 |
121-028 |
| S1 |
120-312 |
120-312 |
121-042 |
121-006 |
| S2 |
120-253 |
120-253 |
121-034 |
|
| S3 |
120-166 |
120-224 |
121-026 |
|
| S4 |
120-078 |
120-137 |
121-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-098 |
|
2.618 |
121-098 |
|
1.618 |
121-098 |
|
1.000 |
121-098 |
|
0.618 |
121-098 |
|
HIGH |
121-098 |
|
0.618 |
121-098 |
|
0.500 |
121-098 |
|
0.382 |
121-098 |
|
LOW |
121-098 |
|
0.618 |
121-098 |
|
1.000 |
121-098 |
|
1.618 |
121-098 |
|
2.618 |
121-098 |
|
4.250 |
121-098 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-098 |
121-083 |
| PP |
121-098 |
121-067 |
| S1 |
121-098 |
121-052 |
|