ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-207 |
120-240 |
0-033 |
0.1% |
120-105 |
| High |
120-220 |
120-247 |
0-027 |
0.1% |
120-215 |
| Low |
120-147 |
120-190 |
0-043 |
0.1% |
120-078 |
| Close |
120-210 |
120-240 |
0-030 |
0.1% |
120-160 |
| Range |
0-073 |
0-057 |
-0-015 |
-20.7% |
0-138 |
| ATR |
0-055 |
0-055 |
0-000 |
0.3% |
0-000 |
| Volume |
603 |
1,092 |
489 |
81.1% |
1,177 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-078 |
121-057 |
120-272 |
|
| R3 |
121-021 |
120-319 |
120-256 |
|
| R2 |
120-283 |
120-283 |
120-251 |
|
| R1 |
120-262 |
120-262 |
120-245 |
120-269 |
| PP |
120-226 |
120-226 |
120-226 |
120-229 |
| S1 |
120-204 |
120-204 |
120-235 |
120-211 |
| S2 |
120-168 |
120-168 |
120-229 |
|
| S3 |
120-111 |
120-147 |
120-224 |
|
| S4 |
120-053 |
120-089 |
120-208 |
|
|
| 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 |
121-172 |
|
2.618 |
121-078 |
|
1.618 |
121-020 |
|
1.000 |
120-305 |
|
0.618 |
120-283 |
|
HIGH |
120-247 |
|
0.618 |
120-226 |
|
0.500 |
120-219 |
|
0.382 |
120-212 |
|
LOW |
120-190 |
|
0.618 |
120-154 |
|
1.000 |
120-133 |
|
1.618 |
120-097 |
|
2.618 |
120-040 |
|
4.250 |
119-266 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-233 |
120-224 |
| PP |
120-226 |
120-208 |
| S1 |
120-219 |
120-192 |
|