ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-092 |
-0-043 |
-0.1% |
118-112 |
| High |
119-182 |
119-215 |
0-033 |
0.1% |
119-145 |
| Low |
119-055 |
119-042 |
-0-013 |
0.0% |
118-085 |
| Close |
119-120 |
119-177 |
0-057 |
0.1% |
119-110 |
| Range |
0-127 |
0-173 |
0-046 |
36.2% |
1-060 |
| ATR |
0-112 |
0-116 |
0-004 |
3.9% |
0-000 |
| Volume |
666,679 |
697,379 |
30,700 |
4.6% |
3,332,355 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-024 |
120-273 |
119-272 |
|
| R3 |
120-171 |
120-100 |
119-225 |
|
| R2 |
119-318 |
119-318 |
119-209 |
|
| R1 |
119-247 |
119-247 |
119-193 |
119-282 |
| PP |
119-145 |
119-145 |
119-145 |
119-162 |
| S1 |
119-074 |
119-074 |
119-161 |
119-110 |
| S2 |
118-292 |
118-292 |
119-145 |
|
| S3 |
118-119 |
118-221 |
119-129 |
|
| S4 |
117-266 |
118-048 |
119-082 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-187 |
122-048 |
119-319 |
|
| R3 |
121-127 |
120-308 |
119-214 |
|
| R2 |
120-067 |
120-067 |
119-180 |
|
| R1 |
119-248 |
119-248 |
119-145 |
119-318 |
| PP |
119-007 |
119-007 |
119-007 |
119-041 |
| S1 |
118-188 |
118-188 |
119-075 |
118-258 |
| S2 |
117-267 |
117-267 |
119-040 |
|
| S3 |
116-207 |
117-128 |
119-006 |
|
| S4 |
115-147 |
116-068 |
118-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-215 |
118-180 |
1-035 |
0.9% |
0-152 |
0.4% |
89% |
True |
False |
730,427 |
| 10 |
119-215 |
118-017 |
1-198 |
1.4% |
0-127 |
0.3% |
93% |
True |
False |
578,660 |
| 20 |
119-215 |
118-017 |
1-198 |
1.4% |
0-109 |
0.3% |
93% |
True |
False |
497,263 |
| 40 |
119-215 |
118-017 |
1-198 |
1.4% |
0-108 |
0.3% |
93% |
True |
False |
517,125 |
| 60 |
120-145 |
117-302 |
2-162 |
2.1% |
0-101 |
0.3% |
64% |
False |
False |
345,992 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-086 |
0.2% |
57% |
False |
False |
259,515 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-069 |
0.2% |
57% |
False |
False |
207,612 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-057 |
0.1% |
57% |
False |
False |
173,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-310 |
|
2.618 |
121-028 |
|
1.618 |
120-175 |
|
1.000 |
120-068 |
|
0.618 |
120-002 |
|
HIGH |
119-215 |
|
0.618 |
119-149 |
|
0.500 |
119-128 |
|
0.382 |
119-108 |
|
LOW |
119-042 |
|
0.618 |
118-255 |
|
1.000 |
118-189 |
|
1.618 |
118-082 |
|
2.618 |
117-229 |
|
4.250 |
116-267 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-161 |
119-144 |
| PP |
119-145 |
119-111 |
| S1 |
119-128 |
119-078 |
|