ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
120-015 |
119-292 |
-0-043 |
-0.1% |
119-135 |
| High |
120-040 |
120-152 |
0-112 |
0.3% |
120-115 |
| Low |
119-250 |
119-292 |
0-042 |
0.1% |
119-042 |
| Close |
119-312 |
120-082 |
0-090 |
0.2% |
120-012 |
| Range |
0-110 |
0-180 |
0-070 |
63.6% |
1-073 |
| ATR |
0-125 |
0-129 |
0-004 |
3.1% |
0-000 |
| Volume |
707,205 |
868,668 |
161,463 |
22.8% |
4,059,185 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-289 |
121-205 |
120-181 |
|
| R3 |
121-109 |
121-025 |
120-132 |
|
| R2 |
120-249 |
120-249 |
120-115 |
|
| R1 |
120-165 |
120-165 |
120-098 |
120-207 |
| PP |
120-069 |
120-069 |
120-069 |
120-090 |
| S1 |
119-305 |
119-305 |
120-066 |
120-027 |
| S2 |
119-209 |
119-209 |
120-049 |
|
| S3 |
119-029 |
119-125 |
120-032 |
|
| S4 |
118-169 |
118-265 |
119-303 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-169 |
123-003 |
120-228 |
|
| R3 |
122-096 |
121-250 |
120-120 |
|
| R2 |
121-023 |
121-023 |
120-084 |
|
| R1 |
120-177 |
120-177 |
120-048 |
120-260 |
| PP |
119-270 |
119-270 |
119-270 |
119-311 |
| S1 |
119-104 |
119-104 |
119-296 |
119-187 |
| S2 |
118-197 |
118-197 |
119-260 |
|
| S3 |
117-124 |
118-031 |
119-224 |
|
| S4 |
116-051 |
116-278 |
119-116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-152 |
119-100 |
1-052 |
1.0% |
0-156 |
0.4% |
81% |
True |
False |
854,200 |
| 10 |
120-152 |
118-180 |
1-292 |
1.6% |
0-154 |
0.4% |
89% |
True |
False |
792,313 |
| 20 |
120-152 |
118-017 |
2-135 |
2.0% |
0-118 |
0.3% |
91% |
True |
False |
565,640 |
| 40 |
120-152 |
118-017 |
2-135 |
2.0% |
0-116 |
0.3% |
91% |
True |
False |
618,130 |
| 60 |
120-152 |
117-302 |
2-170 |
2.1% |
0-109 |
0.3% |
91% |
True |
False |
416,847 |
| 80 |
120-245 |
117-302 |
2-262 |
2.3% |
0-096 |
0.2% |
82% |
False |
False |
312,902 |
| 100 |
120-245 |
117-302 |
2-262 |
2.3% |
0-076 |
0.2% |
82% |
False |
False |
250,322 |
| 120 |
120-245 |
117-302 |
2-262 |
2.3% |
0-064 |
0.2% |
82% |
False |
False |
208,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-277 |
|
2.618 |
121-303 |
|
1.618 |
121-123 |
|
1.000 |
121-012 |
|
0.618 |
120-263 |
|
HIGH |
120-152 |
|
0.618 |
120-083 |
|
0.500 |
120-062 |
|
0.382 |
120-041 |
|
LOW |
119-292 |
|
0.618 |
119-181 |
|
1.000 |
119-112 |
|
1.618 |
119-001 |
|
2.618 |
118-141 |
|
4.250 |
117-167 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-075 |
120-062 |
| PP |
120-069 |
120-042 |
| S1 |
120-062 |
120-022 |
|