ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-055 |
121-107 |
0-052 |
0.1% |
121-035 |
| High |
121-175 |
121-002 |
-0-173 |
-0.4% |
121-195 |
| Low |
121-037 |
121-002 |
-0-035 |
-0.1% |
120-265 |
| Close |
121-150 |
121-002 |
-0-148 |
-0.4% |
121-002 |
| Range |
0-138 |
0-000 |
-0-138 |
-100.0% |
0-250 |
| ATR |
0-143 |
0-144 |
0-000 |
0.2% |
0-000 |
| Volume |
1,451,163 |
714,420 |
-736,743 |
-50.8% |
6,543,036 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-002 |
121-002 |
121-002 |
|
| R3 |
121-002 |
121-002 |
121-002 |
|
| R2 |
121-002 |
121-002 |
121-002 |
|
| R1 |
121-002 |
121-002 |
121-002 |
121-002 |
| PP |
121-002 |
121-002 |
121-002 |
121-002 |
| S1 |
121-002 |
121-002 |
121-002 |
121-002 |
| S2 |
121-002 |
121-002 |
121-002 |
|
| S3 |
121-002 |
121-002 |
121-002 |
|
| S4 |
121-002 |
121-002 |
121-002 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-157 |
123-010 |
121-140 |
|
| R3 |
122-227 |
122-080 |
121-071 |
|
| R2 |
121-297 |
121-297 |
121-048 |
|
| R1 |
121-150 |
121-150 |
121-025 |
121-098 |
| PP |
121-047 |
121-047 |
121-047 |
121-022 |
| S1 |
120-220 |
120-220 |
120-299 |
120-168 |
| S2 |
120-117 |
120-117 |
120-276 |
|
| S3 |
119-187 |
119-290 |
120-253 |
|
| S4 |
118-257 |
119-040 |
120-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-195 |
120-265 |
0-250 |
0.6% |
0-104 |
0.3% |
23% |
False |
False |
1,308,607 |
| 10 |
121-247 |
120-265 |
0-302 |
0.8% |
0-126 |
0.3% |
19% |
False |
False |
1,025,637 |
| 20 |
122-157 |
120-090 |
2-067 |
1.8% |
0-144 |
0.4% |
33% |
False |
False |
931,977 |
| 40 |
122-157 |
118-017 |
4-140 |
3.7% |
0-136 |
0.4% |
67% |
False |
False |
802,716 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-129 |
0.3% |
67% |
False |
False |
712,900 |
| 80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-119 |
0.3% |
67% |
False |
False |
592,953 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-109 |
0.3% |
67% |
False |
False |
474,687 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-093 |
0.2% |
67% |
False |
False |
395,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-002 |
|
2.618 |
121-002 |
|
1.618 |
121-002 |
|
1.000 |
121-002 |
|
0.618 |
121-002 |
|
HIGH |
121-002 |
|
0.618 |
121-002 |
|
0.500 |
121-002 |
|
0.382 |
121-002 |
|
LOW |
121-002 |
|
0.618 |
121-002 |
|
1.000 |
121-002 |
|
1.618 |
121-002 |
|
2.618 |
121-002 |
|
4.250 |
121-002 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-002 |
121-098 |
| PP |
121-002 |
121-066 |
| S1 |
121-002 |
121-034 |
|