ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-105 |
0-000 |
0.0% |
121-013 |
| High |
120-182 |
120-147 |
-0-035 |
-0.1% |
121-013 |
| Low |
120-098 |
120-105 |
0-007 |
0.0% |
120-138 |
| Close |
120-113 |
120-130 |
0-018 |
0.0% |
120-173 |
| Range |
0-085 |
0-042 |
-0-042 |
-50.0% |
0-195 |
| ATR |
0-050 |
0-050 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1 |
103 |
102 |
10,200.0% |
688 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-255 |
120-235 |
120-153 |
|
| R3 |
120-212 |
120-193 |
120-142 |
|
| R2 |
120-170 |
120-170 |
120-138 |
|
| R1 |
120-150 |
120-150 |
120-134 |
120-160 |
| PP |
120-127 |
120-127 |
120-127 |
120-132 |
| S1 |
120-108 |
120-108 |
120-126 |
120-118 |
| S2 |
120-085 |
120-085 |
120-122 |
|
| S3 |
120-043 |
120-065 |
120-118 |
|
| S4 |
120-000 |
120-023 |
120-107 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-159 |
122-041 |
120-280 |
|
| R3 |
121-284 |
121-166 |
120-226 |
|
| R2 |
121-089 |
121-089 |
120-208 |
|
| R1 |
120-291 |
120-291 |
120-190 |
120-253 |
| PP |
120-214 |
120-214 |
120-214 |
120-195 |
| S1 |
120-096 |
120-096 |
120-155 |
120-058 |
| S2 |
120-019 |
120-019 |
120-137 |
|
| S3 |
119-144 |
119-221 |
120-119 |
|
| S4 |
118-269 |
119-026 |
120-065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-008 |
|
2.618 |
120-259 |
|
1.618 |
120-216 |
|
1.000 |
120-190 |
|
0.618 |
120-174 |
|
HIGH |
120-147 |
|
0.618 |
120-131 |
|
0.500 |
120-126 |
|
0.382 |
120-121 |
|
LOW |
120-105 |
|
0.618 |
120-079 |
|
1.000 |
120-062 |
|
1.618 |
120-036 |
|
2.618 |
119-314 |
|
4.250 |
119-244 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-129 |
120-151 |
| PP |
120-127 |
120-144 |
| S1 |
120-126 |
120-137 |
|