ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-138 |
120-207 |
0-070 |
0.2% |
120-105 |
| High |
120-215 |
120-220 |
0-005 |
0.0% |
120-215 |
| Low |
120-138 |
120-147 |
0-010 |
0.0% |
120-078 |
| Close |
120-160 |
120-210 |
0-050 |
0.1% |
120-160 |
| Range |
0-078 |
0-073 |
-0-005 |
-6.4% |
0-138 |
| ATR |
0-054 |
0-055 |
0-001 |
2.5% |
0-000 |
| Volume |
191 |
603 |
412 |
215.7% |
1,177 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-090 |
121-063 |
120-250 |
|
| R3 |
121-018 |
120-310 |
120-230 |
|
| R2 |
120-265 |
120-265 |
120-223 |
|
| R1 |
120-238 |
120-238 |
120-217 |
120-251 |
| PP |
120-193 |
120-193 |
120-193 |
120-199 |
| S1 |
120-165 |
120-165 |
120-203 |
120-179 |
| S2 |
120-120 |
120-120 |
120-197 |
|
| S3 |
120-047 |
120-092 |
120-190 |
|
| S4 |
119-295 |
120-020 |
120-170 |
|
|
| 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 |
121-208 |
|
2.618 |
121-090 |
|
1.618 |
121-017 |
|
1.000 |
120-293 |
|
0.618 |
120-265 |
|
HIGH |
120-220 |
|
0.618 |
120-192 |
|
0.500 |
120-184 |
|
0.382 |
120-175 |
|
LOW |
120-147 |
|
0.618 |
120-103 |
|
1.000 |
120-075 |
|
1.618 |
120-030 |
|
2.618 |
119-278 |
|
4.250 |
119-159 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-201 |
120-200 |
| PP |
120-193 |
120-189 |
| S1 |
120-184 |
120-179 |
|