ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
121-067 |
121-013 |
-0-055 |
-0.1% |
121-098 |
| High |
121-067 |
121-013 |
-0-055 |
-0.1% |
121-135 |
| Low |
121-067 |
121-013 |
-0-055 |
-0.1% |
121-067 |
| Close |
121-067 |
121-013 |
-0-055 |
-0.1% |
121-067 |
| Range |
|
|
|
|
|
| ATR |
0-036 |
0-037 |
0-001 |
3.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-013 |
121-013 |
121-013 |
|
| R3 |
121-013 |
121-013 |
121-013 |
|
| R2 |
121-013 |
121-013 |
121-013 |
|
| R1 |
121-013 |
121-013 |
121-013 |
121-013 |
| PP |
121-013 |
121-013 |
121-013 |
121-013 |
| S1 |
121-013 |
121-013 |
121-013 |
121-013 |
| S2 |
121-013 |
121-013 |
121-013 |
|
| S3 |
121-013 |
121-013 |
121-013 |
|
| S4 |
121-013 |
121-013 |
121-013 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-293 |
121-248 |
121-105 |
|
| R3 |
121-225 |
121-180 |
121-086 |
|
| R2 |
121-158 |
121-158 |
121-080 |
|
| R1 |
121-113 |
121-113 |
121-074 |
121-101 |
| PP |
121-090 |
121-090 |
121-090 |
121-084 |
| S1 |
121-045 |
121-045 |
121-061 |
121-034 |
| S2 |
121-022 |
121-022 |
121-055 |
|
| S3 |
120-275 |
120-297 |
121-049 |
|
| S4 |
120-207 |
120-230 |
121-030 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-013 |
|
2.618 |
121-013 |
|
1.618 |
121-013 |
|
1.000 |
121-013 |
|
0.618 |
121-013 |
|
HIGH |
121-013 |
|
0.618 |
121-013 |
|
0.500 |
121-013 |
|
0.382 |
121-013 |
|
LOW |
121-013 |
|
0.618 |
121-013 |
|
1.000 |
121-013 |
|
1.618 |
121-013 |
|
2.618 |
121-013 |
|
4.250 |
121-013 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-013 |
121-074 |
| PP |
121-013 |
121-053 |
| S1 |
121-013 |
121-033 |
|