ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-052 |
121-017 |
-0-035 |
-0.1% |
120-215 |
| High |
121-107 |
121-180 |
0-073 |
0.2% |
121-115 |
| Low |
120-260 |
120-297 |
0-037 |
0.1% |
120-127 |
| Close |
121-012 |
121-177 |
0-165 |
0.4% |
121-012 |
| Range |
0-167 |
0-203 |
0-036 |
21.6% |
0-308 |
| ATR |
0-132 |
0-137 |
0-005 |
3.8% |
0-000 |
| Volume |
1,004,087 |
789,957 |
-214,130 |
-21.3% |
3,821,985 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-080 |
123-012 |
121-289 |
|
| R3 |
122-197 |
122-129 |
121-233 |
|
| R2 |
121-314 |
121-314 |
121-214 |
|
| R1 |
121-246 |
121-246 |
121-196 |
121-280 |
| PP |
121-111 |
121-111 |
121-111 |
121-128 |
| S1 |
121-043 |
121-043 |
121-158 |
121-077 |
| S2 |
120-228 |
120-228 |
121-140 |
|
| S3 |
120-025 |
120-160 |
121-121 |
|
| S4 |
119-142 |
119-277 |
121-065 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-262 |
123-125 |
121-181 |
|
| R3 |
122-274 |
122-137 |
121-097 |
|
| R2 |
121-286 |
121-286 |
121-068 |
|
| R1 |
121-149 |
121-149 |
121-040 |
121-218 |
| PP |
120-298 |
120-298 |
120-298 |
121-012 |
| S1 |
120-161 |
120-161 |
120-304 |
120-230 |
| S2 |
119-310 |
119-310 |
120-276 |
|
| S3 |
119-002 |
119-173 |
120-247 |
|
| S4 |
118-014 |
118-185 |
120-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-180 |
120-152 |
1-028 |
0.9% |
0-165 |
0.4% |
99% |
True |
False |
814,791 |
| 10 |
121-180 |
119-275 |
1-225 |
1.4% |
0-143 |
0.4% |
99% |
True |
False |
733,734 |
| 20 |
121-180 |
119-042 |
2-138 |
2.0% |
0-141 |
0.4% |
100% |
True |
False |
742,659 |
| 40 |
121-180 |
118-017 |
3-163 |
2.9% |
0-125 |
0.3% |
100% |
True |
False |
619,018 |
| 60 |
121-180 |
118-017 |
3-163 |
2.9% |
0-116 |
0.3% |
100% |
True |
False |
569,998 |
| 80 |
121-180 |
117-302 |
3-198 |
3.0% |
0-110 |
0.3% |
100% |
True |
False |
428,113 |
| 100 |
121-180 |
117-302 |
3-198 |
3.0% |
0-094 |
0.2% |
100% |
True |
False |
342,503 |
| 120 |
121-180 |
117-302 |
3-198 |
3.0% |
0-078 |
0.2% |
100% |
True |
False |
285,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-083 |
|
2.618 |
123-071 |
|
1.618 |
122-188 |
|
1.000 |
122-063 |
|
0.618 |
121-305 |
|
HIGH |
121-180 |
|
0.618 |
121-102 |
|
0.500 |
121-078 |
|
0.382 |
121-055 |
|
LOW |
120-297 |
|
0.618 |
120-172 |
|
1.000 |
120-094 |
|
1.618 |
119-289 |
|
2.618 |
119-086 |
|
4.250 |
118-074 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-144 |
121-138 |
| PP |
121-111 |
121-099 |
| S1 |
121-078 |
121-060 |
|