ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-220 |
121-072 |
-0-148 |
-0.4% |
121-017 |
| High |
121-247 |
121-120 |
-0-127 |
-0.3% |
122-157 |
| Low |
121-067 |
121-010 |
-0-057 |
-0.1% |
120-297 |
| Close |
121-100 |
121-075 |
-0-025 |
-0.1% |
121-100 |
| Range |
0-180 |
0-110 |
-0-070 |
-38.9% |
1-180 |
| ATR |
0-150 |
0-147 |
-0-003 |
-1.9% |
0-000 |
| Volume |
811,843 |
725,875 |
-85,968 |
-10.6% |
4,563,808 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
122-027 |
121-136 |
|
| R3 |
121-288 |
121-237 |
121-105 |
|
| R2 |
121-178 |
121-178 |
121-095 |
|
| R1 |
121-127 |
121-127 |
121-085 |
121-152 |
| PP |
121-068 |
121-068 |
121-068 |
121-081 |
| S1 |
121-017 |
121-017 |
121-065 |
121-042 |
| S2 |
120-278 |
120-278 |
121-055 |
|
| S3 |
120-168 |
120-227 |
121-045 |
|
| S4 |
120-058 |
120-117 |
121-014 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-085 |
125-112 |
122-055 |
|
| R3 |
124-225 |
123-252 |
121-238 |
|
| R2 |
123-045 |
123-045 |
121-192 |
|
| R1 |
122-072 |
122-072 |
121-146 |
122-218 |
| PP |
121-185 |
121-185 |
121-185 |
121-258 |
| S1 |
120-212 |
120-212 |
121-054 |
121-038 |
| S2 |
120-005 |
120-005 |
121-008 |
|
| S3 |
118-145 |
119-032 |
120-282 |
|
| S4 |
116-285 |
117-172 |
120-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-157 |
121-010 |
1-147 |
1.2% |
0-163 |
0.4% |
14% |
False |
True |
899,945 |
| 10 |
122-157 |
120-152 |
2-005 |
1.7% |
0-164 |
0.4% |
38% |
False |
False |
857,368 |
| 20 |
122-157 |
119-250 |
2-227 |
2.2% |
0-143 |
0.4% |
54% |
False |
False |
764,686 |
| 40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-127 |
0.3% |
72% |
False |
False |
651,431 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-123 |
0.3% |
72% |
False |
False |
643,604 |
| 80 |
122-157 |
117-302 |
4-175 |
3.7% |
0-116 |
0.3% |
72% |
False |
False |
484,354 |
| 100 |
122-157 |
117-302 |
4-175 |
3.7% |
0-102 |
0.3% |
72% |
False |
False |
387,500 |
| 120 |
122-157 |
117-302 |
4-175 |
3.7% |
0-085 |
0.2% |
72% |
False |
False |
322,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-268 |
|
2.618 |
122-088 |
|
1.618 |
121-298 |
|
1.000 |
121-230 |
|
0.618 |
121-188 |
|
HIGH |
121-120 |
|
0.618 |
121-078 |
|
0.500 |
121-065 |
|
0.382 |
121-052 |
|
LOW |
121-010 |
|
0.618 |
120-262 |
|
1.000 |
120-220 |
|
1.618 |
120-152 |
|
2.618 |
120-042 |
|
4.250 |
119-182 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-072 |
121-244 |
| PP |
121-068 |
121-187 |
| S1 |
121-065 |
121-131 |
|