ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-292 |
120-080 |
0-108 |
0.3% |
119-135 |
| High |
120-152 |
120-137 |
-0-015 |
0.0% |
120-115 |
| Low |
119-292 |
120-025 |
0-053 |
0.1% |
119-042 |
| Close |
120-082 |
120-062 |
-0-020 |
-0.1% |
120-012 |
| Range |
0-180 |
0-112 |
-0-068 |
-37.8% |
1-073 |
| ATR |
0-129 |
0-128 |
-0-001 |
-0.9% |
0-000 |
| Volume |
868,668 |
853,541 |
-15,127 |
-1.7% |
4,059,185 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-091 |
121-028 |
120-124 |
|
| R3 |
120-299 |
120-236 |
120-093 |
|
| R2 |
120-187 |
120-187 |
120-083 |
|
| R1 |
120-124 |
120-124 |
120-072 |
120-100 |
| PP |
120-075 |
120-075 |
120-075 |
120-062 |
| S1 |
120-012 |
120-012 |
120-052 |
119-308 |
| S2 |
119-283 |
119-283 |
120-041 |
|
| S3 |
119-171 |
119-220 |
120-031 |
|
| S4 |
119-059 |
119-108 |
120-000 |
|
|
| 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 |
119-172 |
0-300 |
0.8% |
0-146 |
0.4% |
70% |
False |
False |
845,574 |
| 10 |
120-152 |
118-260 |
1-212 |
1.4% |
0-153 |
0.4% |
83% |
False |
False |
818,944 |
| 20 |
120-152 |
118-017 |
2-135 |
2.0% |
0-120 |
0.3% |
88% |
False |
False |
590,348 |
| 40 |
120-152 |
118-017 |
2-135 |
2.0% |
0-118 |
0.3% |
88% |
False |
False |
633,154 |
| 60 |
120-152 |
117-302 |
2-170 |
2.1% |
0-110 |
0.3% |
89% |
False |
False |
431,073 |
| 80 |
120-245 |
117-302 |
2-262 |
2.3% |
0-097 |
0.3% |
80% |
False |
False |
323,572 |
| 100 |
120-245 |
117-302 |
2-262 |
2.3% |
0-078 |
0.2% |
80% |
False |
False |
258,857 |
| 120 |
120-245 |
117-302 |
2-262 |
2.3% |
0-065 |
0.2% |
80% |
False |
False |
215,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-293 |
|
2.618 |
121-110 |
|
1.618 |
120-318 |
|
1.000 |
120-249 |
|
0.618 |
120-206 |
|
HIGH |
120-137 |
|
0.618 |
120-094 |
|
0.500 |
120-081 |
|
0.382 |
120-068 |
|
LOW |
120-025 |
|
0.618 |
119-276 |
|
1.000 |
119-233 |
|
1.618 |
119-164 |
|
2.618 |
119-052 |
|
4.250 |
118-189 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-081 |
120-055 |
| PP |
120-075 |
120-048 |
| S1 |
120-068 |
120-041 |
|