ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
120-207 |
120-198 |
-0-010 |
0.0% |
120-207 |
| High |
120-238 |
120-255 |
0-018 |
0.0% |
120-265 |
| Low |
120-200 |
120-187 |
-0-013 |
0.0% |
120-147 |
| Close |
120-235 |
120-200 |
-0-035 |
-0.1% |
120-235 |
| Range |
0-038 |
0-068 |
0-030 |
80.0% |
0-118 |
| ATR |
0-054 |
0-055 |
0-001 |
1.8% |
0-000 |
| Volume |
1,985 |
1,477 |
-508 |
-25.6% |
9,008 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
121-056 |
120-237 |
|
| R3 |
121-029 |
120-308 |
120-219 |
|
| R2 |
120-282 |
120-282 |
120-212 |
|
| R1 |
120-241 |
120-241 |
120-206 |
120-261 |
| PP |
120-214 |
120-214 |
120-214 |
120-224 |
| S1 |
120-173 |
120-173 |
120-194 |
120-194 |
| S2 |
120-147 |
120-147 |
120-188 |
|
| S3 |
120-079 |
120-106 |
120-181 |
|
| S4 |
120-012 |
120-038 |
120-163 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-248 |
121-199 |
120-300 |
|
| R3 |
121-131 |
121-082 |
120-267 |
|
| R2 |
121-013 |
121-013 |
120-257 |
|
| R1 |
120-284 |
120-284 |
120-246 |
120-309 |
| PP |
120-216 |
120-216 |
120-216 |
120-228 |
| S1 |
120-167 |
120-167 |
120-224 |
120-191 |
| S2 |
120-098 |
120-098 |
120-213 |
|
| S3 |
119-301 |
120-049 |
120-203 |
|
| S4 |
119-183 |
119-252 |
120-170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-222 |
|
2.618 |
121-112 |
|
1.618 |
121-044 |
|
1.000 |
121-003 |
|
0.618 |
120-297 |
|
HIGH |
120-255 |
|
0.618 |
120-229 |
|
0.500 |
120-221 |
|
0.382 |
120-213 |
|
LOW |
120-187 |
|
0.618 |
120-146 |
|
1.000 |
120-120 |
|
1.618 |
120-078 |
|
2.618 |
120-011 |
|
4.250 |
119-221 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-221 |
120-226 |
| PP |
120-214 |
120-217 |
| S1 |
120-207 |
120-209 |
|