ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-145 |
120-138 |
-0-007 |
0.0% |
120-105 |
| High |
120-198 |
120-215 |
0-018 |
0.0% |
120-215 |
| Low |
120-142 |
120-138 |
-0-005 |
0.0% |
120-078 |
| Close |
120-195 |
120-160 |
-0-035 |
-0.1% |
120-160 |
| Range |
0-055 |
0-078 |
0-022 |
40.9% |
0-138 |
| ATR |
0-052 |
0-054 |
0-002 |
3.5% |
0-000 |
| Volume |
516 |
191 |
-325 |
-63.0% |
1,177 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-083 |
121-039 |
120-203 |
|
| R3 |
121-006 |
120-282 |
120-181 |
|
| R2 |
120-248 |
120-248 |
120-174 |
|
| R1 |
120-204 |
120-204 |
120-167 |
120-226 |
| PP |
120-171 |
120-171 |
120-171 |
120-182 |
| S1 |
120-127 |
120-127 |
120-153 |
120-149 |
| S2 |
120-093 |
120-093 |
120-146 |
|
| S3 |
120-016 |
120-049 |
120-139 |
|
| S4 |
119-258 |
119-292 |
120-117 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-243 |
121-179 |
120-236 |
|
| R3 |
121-106 |
121-042 |
120-198 |
|
| R2 |
120-288 |
120-288 |
120-185 |
|
| R1 |
120-224 |
120-224 |
120-173 |
120-256 |
| PP |
120-151 |
120-151 |
120-151 |
120-167 |
| S1 |
120-087 |
120-087 |
120-147 |
120-119 |
| S2 |
120-013 |
120-013 |
120-135 |
|
| S3 |
119-196 |
119-269 |
120-122 |
|
| S4 |
119-058 |
119-132 |
120-084 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-224 |
|
2.618 |
121-098 |
|
1.618 |
121-020 |
|
1.000 |
120-293 |
|
0.618 |
120-263 |
|
HIGH |
120-215 |
|
0.618 |
120-185 |
|
0.500 |
120-176 |
|
0.382 |
120-167 |
|
LOW |
120-138 |
|
0.618 |
120-090 |
|
1.000 |
120-060 |
|
1.618 |
120-012 |
|
2.618 |
119-255 |
|
4.250 |
119-128 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-176 |
120-155 |
| PP |
120-171 |
120-151 |
| S1 |
120-165 |
120-146 |
|