ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-240 |
120-250 |
0-010 |
0.0% |
120-105 |
| High |
120-247 |
120-265 |
0-018 |
0.0% |
120-215 |
| Low |
120-190 |
120-213 |
0-022 |
0.1% |
120-078 |
| Close |
120-240 |
120-240 |
0-000 |
0.0% |
120-160 |
| Range |
0-057 |
0-052 |
-0-005 |
-8.7% |
0-138 |
| ATR |
0-055 |
0-055 |
0-000 |
-0.4% |
0-000 |
| Volume |
1,092 |
589 |
-503 |
-46.1% |
1,177 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-077 |
121-051 |
120-269 |
|
| R3 |
121-024 |
120-318 |
120-254 |
|
| R2 |
120-292 |
120-292 |
120-250 |
|
| R1 |
120-266 |
120-266 |
120-245 |
120-252 |
| PP |
120-239 |
120-239 |
120-239 |
120-233 |
| S1 |
120-213 |
120-213 |
120-235 |
120-200 |
| S2 |
120-187 |
120-187 |
120-230 |
|
| S3 |
120-134 |
120-161 |
120-226 |
|
| S4 |
120-082 |
120-108 |
120-211 |
|
|
| 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 |
121-168 |
|
2.618 |
121-082 |
|
1.618 |
121-030 |
|
1.000 |
120-317 |
|
0.618 |
120-297 |
|
HIGH |
120-265 |
|
0.618 |
120-245 |
|
0.500 |
120-239 |
|
0.382 |
120-233 |
|
LOW |
120-213 |
|
0.618 |
120-180 |
|
1.000 |
120-160 |
|
1.618 |
120-128 |
|
2.618 |
120-075 |
|
4.250 |
119-309 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-240 |
120-229 |
| PP |
120-239 |
120-217 |
| S1 |
120-239 |
120-206 |
|